How the Norwegian Sovereign Wealth Fund Fails to Understand Risk

By Garvin Jabusch.

The Norwegian Sovereign Wealth Fund’s Flawed Approach to Climate Risk

The Norwegian Sovereign Wealth Fund’s mandate is “to ensure a long-term management of revenue from Norway’s oil and gas resources, so that this wealth benefits both current and future generations.” And yet, according to Carine Smith Ihenacho, Chief Governance and Compliance Officer at Norges Bank Investment Group, “we are invested in many of the large emitting companies in the world.”

Ihenacho helps to oversee an immense responsibility—managing the investments of Norway’s vast sovereign wealth fund to sustain the nation’s welfare state for generations to come. With assets exceeding 1.5 trillion dollars, invested across 9,000 companies worldwide, the Norwegian people have entrusted her and her colleagues to navigate an increasingly uncertain future. However, upon examination of the Sovereign Wealth Fund’s stated investment philosophy and approach to the urgent issue of climate change, one must question whether the fund’s fiduciaries are acting in accordance with their profound intergenerational mandate, and whether Ihenacho understands the true nature of long-term financial risks.

Ms. Ihenacho was recently interviewed by Michael Liebreich for an episode of his Cleaning Up podcast, where she commented at length about the investment approach and mandate of Norway’s Sovereign Wealth Fund.

At the core of Ihenacho’s strategy is a belief in engagement over divestment. She argues that as a “universal investor” in the entire economy, the fund should seek to catalyze change from within high-emitting industries rather than simply selling their stocks. “We don’t think the climate will be solved by big allocation decisions,” she states, “we think the climate will be solved by companies changing their investment, and basically getting their emissions down.” In theory, this logic is appealing—why not use the fund’s vast shareholder power to pressure intransigent corporations?

She explains, “We’re saying, to just sell out is not going to reduce emissions, is not going to change the world. What we are saying is that we want to be an owner in the large emitter and try to use our leverage as an investor to reduce the emissions of these companies; and being a support and a challenge in the transition that companies need to go through. And also for us, we said, we don’t have an absolute goal for our own portfolio. Other funds may think differently, and think we don’t want to be an owner in the larger emitter, and just allocate the funds to the green companies. For us it doesn’t really make sense; it’s not going to change the world.” And so, again, “we are invested in many of the large emitting companies in the world.”

Yet as the realities of the climate crisis grow more alarming each day, it becomes clear that an engagement-only approach is woefully insufficient. According to the latest IPCC report, global emissions must peak by 2025 and fall 43% by 2030 to have a chance of returning warming to 1.5°C—a threshold beyond which impacts on ecosystems, economies, and human well-being grow far more dangerous-which the world has now exceeded. This is a timetable that requires a fundamental restructuring of the global economy in just a few short years. Within this context, shareholder advocacy is no substitute for the aggressive reallocation of capital away from fossil fuels and toward clean energy that is now necessary. As economist Lord Nicholas Stern has argued, the financial sector must lead an investment sprint to rapidly scale up climate solutions in the 2020s.

Ihenacho’s incrementalist approach seems detached from scientific and economic urgency. She speaks of “following up” with companies on their climate plans through gradual escalation, noting blithely that “it’s still some years to 2050.” She emphasizes that “the purpose of the fund is really to create wealth for future generations. It’s not a climate policy tool.” But this creates a false dichotomy—in an age of accelerating climate breakdown, preserving intergenerational wealth and implementing ambitious climate action are one and the same. The fund does not have the luxury of passively standing by as emissions continue to rise and climate damages cascade. Its universal portfolio will be ravaged on a far vaster scale than any short-term gains it reaps from its carbon-intensive, fossil fuel holdings.

Fossil majors have proven very resistant to shareholder engagement, and are “generally successful at minimizing the impact of climate-related and environmental shareholder activism, with most resolutions unsuccessful, and even successful ones having limited impact on company performance.” Rather than evolve their business practices, oil majors engage in disinformation campaigns, climate crisis denialism, health impacts denialism and aggressive greenwashing. Exxon goes so far as to blame the public for the climate crisis.

The Importance of Divestment in Driving the Clean Energy Transition

Let’s be clear: advocacy has failed. The only type of engagement oil executives and boards will understand is a declining share price in response to their climate intransigence. Only the world’s largest funds deciding to divest will have a meaningful downward effect on share price. Only the high-visibility pronouncements of these largest institutional investors that divestment is an act of sober risk management will get the media’s attention and truly threaten the security of the fossil barons. The Norwegian Sovereign Wealth Fund simply does not understand this.

Even on the engagement front, the fund’s efforts appear lacking. Ihenacho states they “start by asking for targets” from companies without them, rather than immediately voting against management or filing key resolutions. She also notes that “we don’t have an absolute goal for our own portfolio,” seemingly abdicating responsibility for the fund’s aggregate climate impact. A 2050 “net zero” target for portfolio companies, itself inadequate, misses the critical factor of the cumulative emissions released along the way. Absent robust interim targets, transparent disclosure, and accountability for the fund’s financed emissions, it is all too easy for distant pledges to remain symbolic. In other words, Norway is not investing like, or pursuing advocacy like, the climate crisis is urgent or even real.

Case in point: “Norway fund rejects call for Shell to strengthen climate policy” reads a recent Times of London headline, with the sub header, “The sovereign wealth fund said the oil major’s energy transition plan ‘sufficiently retains’ the goals of the Paris agreement on global warming.” 

News flash, Norway: as of May 2024, the world has on average been more than 1.5 degrees centigrade above pre industrial levels for 17 consecutive months. It’s increasingly clear the world has missed the Paris targets, and Shell’s aggressive growth plans fly in the face of hopes to slow further warming any time soon. According to Oil Change International, “Shell has over 800 oil and gas fields in the pipeline to be developed. These threaten to cause 5.3 billion tons of additional CO2 emissions; 38 times the emissions of the entire Netherlands in 2021.” These facts can’t easily be reconciled. Occam’s razor might lead us to conclude that the Norwegian sovereign wealth fund is simply lying about concerns for climate risk.

Source: Ars Technica

All this isn’t to wholly impugn Ihenacho’s intentions or abilities. Managing a fund of this size through a period of energy transition is an undeniably complex undertaking with no perfect, painless solutions. Engagement with heavy emitters almost always fails, but she is correct that the ultimate impact comes down to changing companies’ real-world investment decisions. And that’s the point: climate change poses an unprecedented threat not only to the Norwegian people’s cherished welfare state, but to the whole of human civilization. Meeting the brief window we have left to avert catastrophe will require a radical reimagining of fiduciary duty and a resolute commitment from the world’s largest investors to place the restoration of a stable climate at the very heart of their mission and decision-making. Behavior like giving Shell a pass means Norway fails to understand this risk, and more than that, their plan of gentle engagement fails to assimilate that the only form of engagement that will catalyze change is to threaten the share price and market capitalizations of the world’s top extractors and emitters. The boards and executive suites of the Shells of the world will pivot when and only when they perceive that failing to do so will destroy their market value. The best way to convince them of that is for the world’s largest investors to simply stop supporting their share price via continued investment.

If the Norwegian sovereign wealth fund is to fully embody its founding purpose, it must treat the climate crisis with the utmost urgency it demands. That means a proactive approach to decarbonizing its portfolio through divestment, and where engagement might seem promising, with clear interim targets, transparent reporting, accountability for its financed emissions, and more aggressive timelines. It means expanding exclusions on ethical grounds to cover companies whose products undermine a livable planet. Most fundamentally, it means recognizing that preserving and growing capital in the 21st century depends on the resilience and flourishing of the biosphere on which all wealth ultimately depends. With so much at stake, Norway’s 1.5 trillion dollar treasure chest is far too important and influential to waste on the ineffective incrementalism of yesterday. It’s time for Ms. Ihenacho and her colleagues to meet the magnitude of this moment and give the Norwegian people the climate leadership they deserve.

And yet, addressing the climate crisis, at one point in the interview Ihenacho says, “it’s something that’s totally outside my scope to do anything about. But it’s truly right. I mean, if you look at climate change, and how to address it, it’s not going to be solved by investors like us.”

No. With all due respect to Ms. Smith Ihenacho, it is your job, and more than that, you are almost unique among institutional executives on earth with the power to change the course of the climate crisis for the better. As Ihenacho herself points out, globally, “we’re probably the largest single owner of listed companies. So, we own around one and a half percent of every listed company in the world.”  The Norwegian sovereign wealth fund is massive and could send a powerful market signal that it is no longer acceptable to hold the shares of planet crushing companies. It’s not that companies like Exxon aren’t profitable, of course they are (well, until they aren’t), but the market signal to send now is that the planet and economy destabilizing effects of their rapaciousness are simply too much risk for institutional investors to continue to subsidize. After all, as Ihenacho tells Liebreich, “the whole point of the fund is really to be a generational fund, that supports the Norwegian welfare state.” Presumably, this would include mitigating the largest risk confronting current and forward generations.

Redefining Fiduciary Duty in the Age of Climate Crisis

Further, Ihenacho’s insistence that “the purpose of the fund is really to create wealth for future generations” and “not a climate policy tool” reflects a fundamentally flawed understanding of the relationship between finance and the real economy. In a market-based system, the global production function—the way in which labor and capital are combined to create goods and services—emerges directly from investment decisions. Where capital flows, industries and infrastructure are built, jobs are created, and economies are shaped.

For too long, the default setting of our capital markets has been to fund the expansion of fossil fuel extraction and consumption, leading us directly to the brink of climate catastrophe. Diplomatic efforts like the Conference of the Parties have failed to meaningfully shift this dynamic, as governments remain beholden to powerful incumbent interests and constrained by short-term political cycles.

In this context, large institutional investors like Norway’s sovereign wealth fund are perhaps the only actors with the clout and long-term outlook needed to drive the rapid reallocation of capital required to decarbonize the global economy in time. By recognizing and embracing this awesome power and responsibility, rather than hiding behind outdated notions of “neutrality,” the fund could become a true climate leader and help secure a livable future for the very generations it purports to serve.

One must also question the strange inconsistency in the fund’s ethical exclusions. Ihenacho proudly notes that it bars investments in coal, tobacco, certain weapons, and cannabis on moral grounds, “to not make money from certain products.” But what could be more harmful than the products sold by oil and gas majors, which have already contributed to the deaths of millions through air pollution and catalyzed geopolitical conflicts that have destabilized entire regions? If ethics matter, the fund must adopt a more expansive definition of “sin stocks” and consider the broader social and ecological ramifications of its holdings.

I can’t help but note that she mentions the fund won’t invest in “cannabis for recreational purposes,” as if that were somehow more dangerous than fossil fuels. She explains their allocations thus, “we are still invested in the large oil and gas companies, and that’s very much in line with the thinking around us being a broad-based investor, really being invested in the whole economy, except certain products, as I mentioned, excluded for ethical reasons, and some far more de-risking for financial reasons. So, we’re absolutely still invested in the large oil and gas companies that most people have heard about.” So ethical concerns and financial reasons are legitimate reasons for Norway to divest. Fossil majors live at the top of both lists, and yet Norway views holding them as “very much in line.”

Surely the leadership of the fund is on some level aware of these things. So, I have to ask myself why they continue to have large portfolio exposure to risky planet killers, and I think it might come down to the fund’s narrow definition of portfolio risk. Ihenacho notes that they aim to remain within 125 basis points of their benchmark FTSE Global All Cap Index (as if this arbitrary measure of tracking error were the beginning and end of risk management). The problems with this definition of risk are:

  1. It means you have to have essentially the same holdings as the benchmark or your returns will start to deviate from it, and
  2. It implies that the climate crisis isn’t a portfolio or even an economic risk!  The transition risks associated with a chaotic and disorderly shift away from fossil fuels grow by the day, as markets wake up to the necessity of urgent decarbonization, but by adhering so strictly to a backward-looking index that fails to capture these immense forward-looking risks, the fund is flying blind into a radically uncertain future. True fiduciary prudence in the 21st century demands a far more proactive approach to managing climate risk, one that looks beyond short-term volatility to safeguard long-term value in a time of unprecedented change. The benchmark index that the Fund above all else wishes to emulate reflects not the future but the legacy fossil-powered economy that got us all into this mess.

If anything is clear in this world, it is that you can’t get out of a problem using the same tools you used to get into it. If the Norwegian sovereign wealth fund is to fully embody its founding purpose, it must redefine portfolio risk in a way that takes full account of the systemic threats posed by climate change and adjust its benchmarks and allocations accordingly. Most fundamentally, it must be recognized that preserving and growing capital in the 21st century depends on the resilience of planetary systems upon which all economies fundamentally depend.  

The Need for Bold Climate Leadership from Institutional Investors

The Norwegian Sovereign Wealth Fund finds itself at a historic crossroads. As the world’s largest single owner of publicly traded companies, it wields immense influence over the global economy and, by extension, Earth’s climate. By continuing to invest in the likes of Shell, ExxonMobil and other fossil fuel giants, the fund is not merely passively profiting from planetary destruction—it is actively enabling and subsidizing it. The science is clear: to have any chance of returning warming to under 1.5°C and averting catastrophic climate breakdown, we must rapidly phase out coal, oil, and gas production. Any institution that fails to align its investments with this scientific imperative is complicit in the climate crisis and the untold suffering it will cause.

It is not enough for Ihenacho to claim that fossil fuels majors are currently profitable, and therefore the fund must maintain its stake in them. The entire reason these companies appear so profitable is that they have been allowed to externalize the enormous costs of their environmental destruction and climate disruption onto the public, and onto future generations. But as the impacts of climate change accelerate, these costs are mounting to the point where they threaten the very stability of the global economy (see, for example, many areas becoming uninsurable).

By divesting from fossil fuels and signaling to the market that their business model is simply too risky and destructive to continue subsidizing, the Norwegian fund could catalyze a profound shift in capital flows away from polluting industries and toward clean energy solutions. This is not a matter of sacrificing returns, but of safeguarding them in a world of rapidly escalating climate risk. Norway’s current policy of defining protection from risk as correlation to the fossil economy is to completely fail to see this truth. If Carine Smith Ihenacho and her colleagues truly wish to fulfill their mandate, they must recognize that divesting from fossil fuels and aligning their investments with a stable climate is not a deviation from their fiduciary duty, but its ultimate fulfillment.

“The purpose of the fund is really to create wealth for future generations. It’s not a climate policy tool,” Ihenacho concludes.

Michael Liebreich’s summation of their conversation seems more relevant: “sovereign wealth funds are among the largest asset owners in the world, and as such they have an outsized influence on whether investment flows to polluting industries or to climate solutions, and no sovereign wealth fund is bigger than the one belonging to Norway.”

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