Before you find out ESG data, the paper might be helpful to you.
“Measuring the level and risk of corporate responsibility – An empirical comparison of different ESG rating approaches.”
This article points out 3 main ESG data from the different databases:
1, MSCI : KLD yearly data (all grading are binary variables, I do not suggest)
2, Bloomberg: yearly data (I suggest you can try this database
3, Thomson Reuters Databases: yearly data
Also, I have tried the MorningStar database for sustainability (monthly), I do not recommend either. Because they change grading methods around Sep 2019. This causes you to get a score gap.