The purpose of this paper is to understand why unemployment improvement and social inequality occur at the same time. For this question, a key factor is the capitalisation of work-related social security, such as environmental, social, and governance (ESG) resulting from digital transformation (DX). This paper will discuss two crucial points of the capitalisation of social security. Firstly it is the shareholder value, and then sustainable investment such as ESG. Shareholder value is a matter of stock price and corporate management. Nowadays, the stock price of tech giants, such as Google, Apple, Facebook and Amazon (GAFA) is skyrocketing. It has a significant impact on general corporate management just like the dot-com bubble in the ’90s. Sustainable investment offers the modification of shareholder value. The sustainable investment performances of non-ethical companies and ESG (blue-chips) were investigated during the period of Lehman and the COVID-19 crisis. However, in the real sense, investment performance is not a fundamental solution to problems associated with monopolies, disparities and the environment. In particular, the monopoly situation is related to Azar’s common ownership (Azar, Schmalz, & Tecu, 2017). As such, it will be essential for trade unions, who function as pension managers, to address these problems as a countervailing power (Galbraith, 1952).