The　enhanced　indexation　constructs　tracking　portfolios　to　outperform　the　benchmark　index　without　incurring　additional　downside　risk.　Previous　studies　only　consider　optimizing　the　tracking　portfolios　return　and　risk　measures　derived　from　historical　price　data.　As　environmental,　social　and　governance　(ESG)　topics　advance　in　the　capital　markets,　this　paper　quantifies　the　uncertainty　behind　ESG　data　and　proposes　a　robust　enhanced　indexation　model　with　real-life　constraints.　Using　ESG　ratings　from　three　of　China＇s　mainstream　raters　over　a　period　2015–2020,　we　conduct　empirical　studies　to　compare　portfolios　constructed　by　our　model　and　previous　works.　Numerical　results　demonstrate　that　embedding　ESG　in　the　enhanced　indexation　leads　to　higher　returns　and　lower　risks.　Moreover,　the　superiorities　of　the　robust　tracking　portfolio　are　reducing　the　share　of　assets　with　high　ESG　uncertainty　and　capturing　the　upward　returns　of　ESG　investment.　Therefore,　our　tracking　portfolio　is　suitable　for　conservative　and　green　investors　who　are　suspicious　of　ESG　data.　©　2021　Elsevier　B.V.