I am interested in a one-time download of GICS sector (e.g. XL- etfs) historical fundamentals data (in particular, point-in-time price/book ratios). Does anyone know where this can be found? I am willing to pay of course, assuming things are priced reasonably. I was considering reconstructing this using individual equity fundamental data, but this would be challenging as I'd need to know the composition of each sector at every point in time.
We built this from publicly available information about ETF's for MSCI and S&P 500. Look for the CSVs which say "constituent" here: https://github.com/opentaps/open-climate-investing/tree/main/data