Cigarrettes and alcohol I can understand, but why would "Information & Delivery Services" have the top Return on Equity (ROE) by sectors?
Top companies by market capitalization in this sector are Dun and Bradstreet (DNB), FactSet Research Systems Inc. (FDS), DST Systems Inc. (DST), and Interactive Data Corporation (IDC). I guess something about providing financial information generates efficiency!
Number 2 on the ROE ranking is cigarettes; third is "Aerospace/Defense - Major Diversified"; and in the seventh slot we find "Beverages - Wineries & Distillers"
I guess the sin investments (alcohol, tobacco, gaming, defense) are worth another look - although the FocusShares ISE SINdex Fund (PUF) is closing. There is a mutual fund in this sector, VICEX.