Are you talking for investments or for your regular checkings + savings accounts?
As far as ethical banking, in the US and Canada, a Co-op bank or a Credit Union are the most “ethical” bank I can think of - they keep more dollars in your local community and have to engage in specific things like financial literacy education, etc. The board is usually voted on by the members of the credit union, unlike the board members at a big corporate bank as well.
They tend to have some of the better savings + checking products as well (as far as higher APR, etc).
Investments is a whole other story and a lot more complicated, but can talk about that more!