How can one prove the Killing form given by $B(X,Y)=Tr(ad(X) \circ ad(Y))$, where $X,Y \in \mathfrak{g}$ and $Tr$ is the trace, is $ad$-invariant. I mean, it verifies:
$B(ad(X)(Y),Z)+B(Y,ad(X)(Z))=0$, with $ad$ the adjoint representation of Lie algebras and $ad(X)(Y)=[X,Y]$,
Applying two times the Jacobi identity to $[Z,[X,[Y,W]]]$, I got:
$ad(Z) \circ ad(X) \circ ad(Y)=ad(ad(Z)X) \circ ad(Y)+ad(X) \circ ad(ad(Z)Y)+ad(X) \circ ad(Y) \circ ad(Z)$
Then I tried to apply the trace, but I do not achieve what I want. Some ideas? Is there an easier way to do it?