Socially Responsible Investment (SRI) has received growing attention from both the financial sector and institutional investors in Europe and America. Much literature has compared the return of SRI versus conventional investment. As most research has been concentrating on the performance of companies in Europe and the America, this research will examine the performance of sustainability index in the Asia- Pacific market and investigate whether there is significant difference in performance between the conventional index and sustainability index. As the market of Environmnetal, Social and Governance (ESG) reporting and SRI has been expanding, in addition to performance comparison, this study will also discuss ESG development in Asia pacific and provide insights to the development of corporate sustainability in Asia- Pacific markets.