Sure, or there are faith based ones now - I personally invest in PTL
* air quality
* environmental risk
* GHG emissions
* ecological impact
* product sustainability
https://www.inspireetf.com/screening
yet weights ExxonMobil, the 21st largest company:
https://companiesmarketcap.com/
as by far their 2nd largest holding:
$PTL/Inspire does not adjudicate "dial" ethical issues, just switches -- company practices/policies that it views as black-and-white good/bad. "It would be ethical if you produced N% less" doesn't fit that category.