as long as you comply with companies act and listing requirements the JSE is happy. Ethics are in the eye of the beholder (Some will say BTI shouldn't be listed as their product kills), not the JSE
There is an index, found this on the JSE SIte:
Though I haven't figured out yet how to invest in it...
Source: https://www.jse.co.za/services/market-data/indices/socially-responsible-investment-index