While realising that issues related to sustainable development drive competitive dynamics and shape businesses and markets of the future (Hilton and Ruth 2003), investors lack a systematic methodology allowing for the assessment of the materiality of issues and the identification of likely losers and winners. The matter is further complicated by the fact that the impact on competitive dynamics is both issue- and industry-specific. Using the automotive industry's exposure to climate change, this chapter explores how the Dow Jones Sustainability Index (DJSI) - besides being a proven approach to construct indexes tracking the performance of companies embracing sustainability - could fill this gap. The chapter concludes that the DJSI methodology can be used on a disaggregated basis as an issue- and industry-specific framework for benchmarking competitiveness regarding risks and opportunities related to sustainable development.