Despite the global economic and financial turmoil of recent years, the global economy continues to follow a green course. Some slowdown observed in the global ESG bond market in 2022 was practically overcome in 2023. Experts assess the prospects for this segment of the global debt market as promising. One of the attractive factors in favor of ESG bonds for investors is the yield they offer, which is characterized by a certain specificity of return generation. Therefore, it seems important to analyze the peculiarities of evaluating the yield of ESG bonds and determine the influence of the main factors on the level of ESG bonds yield in the contemporary turbulent conditions of the world economy. During the analysis, the authors used standard methods of scientific research, as well as multivariate regression analysis using the least squares method. The research sample included more than 550 issues. The main hypothesis is that conventional bonds have higher returns than ESG bonds, which means lower spreads to the T-bonds yield curve. The research showed a continuation of the upward trend in the global ESG bond market, confirmed the hypothesis, and indicated the specifics of the attractiveness of ESG bonds for investors compared to conventional debt instruments. The presence of a greenium enables companies issuing ESG bonds to more actively implement ESG projects and increase their profitability.