I think you're missing the point; divestment is perhaps part of a larger strategy. Re: what they're doing though, I think it's main aim is to help people be in tune with where their money's going.

Also, did you even bother to check the site out? Not sure how into finance you are, but it's a pretty decent all-purpose scrapper, if you don't dig the gun thing, just leave them out. Pretty clear that there are tons of alternatives, with comparable returns and no guns, to choose from however.