Recent research across European countries indicates that a large majority of individual investors – between 60% and 75%, depending on how the questions are framed – want to invest sustainably. Consumers say that they are willing to give up return for environmental outcomes: a recent survey of German and French retail investors suggests that 64% would accept a sacrifice of -5% on their pension benefits. In this context, the €97 trillion question is obviously why most of them still invest in non-sustainable investment products. This chapter is an attempt to answer that question, with a focus on upcoming EU regulations such as the Ecolabel for financial products. Covering the results from our upcoming research reports, we cover issues including consumers’ sustainability objectives, mis-selling of financial products, lack of voting rights on sustainability issues, environmental impact claims and deceptive green marketing. We describe the main issues with the European policy response, and how they may end up amplifying existing problems – by creating confusion in relation to how green financial products are understood and how to deal with the expectations of impact-focused consumers.