Just putting this out there: investing in a company does not mean you're giving money to that company, so the best you can hope for is to have some small downward effect on the stock price. That does reflect poorly on the company's management and they have to defend why their stock price is lower, but at the same time it means that the people who do invest in the company actually make more money as they have to pay less for the same earnings. In other words, you'll pay a premium for investing only in companies you agree with, while people without your morals (or different morals) will receive that premium for their willingness to invest in those companies.
You'll also pay an additional premium in that index funds with a social agenda have to be a little more active than regular index funds in that someone needs to select what is eligible for inclusion, and they're less popular so they'll have a higher expense ratio than a regular all market tracker. You also have to consider whether the morals of the social index match your own. To be 100% true to your morals you may have to invest in individual stocks and as we all know (or if not, you can find many many threads on the topic), this is almost always suboptimal.
One suggestion I've seen in threads like this is to just invest in a regular all market index tracker, then with the extra money you'll have you can choose to donate that to causes you believe in.