BarraOne. The MSCI ESG Screened indices are characterised by low cost and broad market coverage. The Morningstar Sustainability Screener enables users to search for funds based on personal sustainability preferences. Relative Performance of Select MSCI ESG Indexes vs MSCI ACWI Index . EIIiM0621C/S-1687239-1/5 1. The methodology aims to appropriately represent an investors participation in an event based on relevant deal terms and pre-event weighting of the index constituents that are involved. The index represents the performance of the broad market of the U.S. while excluding companies that are associated with Controversial Weapons or fail to comply with United Nations Global Compact principles. These benefits result from a fairly straightforward ESG-scanning method. In the case of the iBoxx MSCI ESG EUR Corporates 0-1 TCA index, which was not part of the above announcement, this index already includes certain ESG rules using MSCI ESG methodology. Any use of or access to products, services or information of MSCI requires a license from MSCI. The general treatment of corporate events in the MSCI Select ESG Screened Indexes aims to minimize turnover outside of Index Reviews. iShares ESG Screened S&P 500 ETF seeks to track the investment results of an index composed of large-capitalization U.S. equities while applying screens for company involvement in controversies and controversial business activities. The figures shown relate to past performance. The MSCI ESG Screened indices are characterised by low cost and broad market coverage. The provisional screening methodology involves exclusion criteria that utilises three distinct datasets from MSCI ESG Research: Value-based exclusion The methodology aims to help in avoiding stocks that carry reputational risk and are considered controversial. MSCI ESG Screened indices. iTraxx MSCI ESG Screened Europe Index Provisional Methodology The provisional screening methodology has been applied to iTraxx Europe Series 32 index for analysis purposes. The MSCI Europe Consumer Discretionary ESG Screened 20-35 Index aims to reflect the performance of the following market: - Large and mid-cap companies in 15 Developed Market European countries. MSCI offers multiple indexes, crafted by in-country expert teams with analysis focused on the extent to which ESG risk impacts a companys business and earnings. USXF Portfolio Management. Low cost. Following the exclusion of any company that doesnt have an ESG score or is involved in the most controversial activities, the index reweights the remaining securities according to their combined ESG scores. MSCI ESG Indexes Outperform During Covid-19 Pandemic in Q1 2020. Being a broad sector-diversified index, iTraxx MSCI ESG Screened Europe index can be used as a macro instrument to gain exposure to or hedge broad ESG European corporate risk. Index Tracked MSCI USA Choice ESG Screened Index. Purpose: iShares ESG Aware ETFs screen and weight companies based on their ability to manage ESG matters, which we believe are essential to sustainable growth. The iShares ESG Screened S&P Mid-Cap ETF seeks to track the investment results of an index composed of mid-capitalization U.S. equities while applying screens for company involvement in controversies and controversial business activities. BlackRock ESG US 5% Index ER 1. In light of all the economic fallout from the coronavirus pandemic, stocks and ETFs are struggling to Index Tracked Bloomberg Barclays MSCI US Universal Choice ESG Screened Index. The new Indexes will represent the performance of a free-float adjusted market capitalization weighted opportunity set with common ESG exclusions, and [] Stockholm (NordSIP) MSCI, the leading provider of indexes, portfolio construction and risk management services for global investors, has launched MSCI ESG Screened Indexes, a suite of indexes incorporating a range of ESG exclusions. The general treatment of corporate events in the MSCI Choice ESG Screened Indexes aims to minimize turnover outside of Index Reviews. Index Tracked MSCI USA Choice ESG Screened Index. Today, iShares launched a new suite of ESG Screened ETFs, designed exclusively to track underlying indexes from S&P Dow Jones Indices, to It is also reviewed quarterly to ensure no constituent has been i 1.2 Roll Dates iTraxx MSCI ESG Screened Europe Index will begin on September 20 and March 20 (or the Business Day immediately thereafter in the event that either such date is not a Business Day) of each calendar year (each such date, a Roll Date). The iShares ESG Aware MSCI Index ETFs Access. The State Street US ESG Screened Index Equity Fund is an index fund tracking the performance of the MSCI USA ex UNGC and CW Index. In order to have an MSCI ESG rating, the fund or index must have at least 10 securities or constituents, and 65% of the fund's weight must be covered by MSCI ESG Research. Global investing with MSCI ESG index derivatives With more 162 listed MSCI index-based futures, 24 MSCI index-based options and an open interest of around 2.1 million contracts, Eurex is the exchange with the broadest MSCI index-linked offering tradable on Index Tracked MSCI Emerging Markets Choice ESG Screened 5% Issuer Capped Index Index Weighting Methodology Market Cap Index Selection Methodology Principles-based ESG data is sourced from MSCI ESG Research. Growth of Hypothetical 10,000. Review the MSCI methodology behind the Sustainability Characteristics and Business Involvement metrics: 1 ESG Ratings; 2 Index Carbon Footprint Metrics; 3 Business Involvement Screening Research; 4 ESG Screened Index Methodology; 5 ESG Controversies An off-the-shelf approach to ESG screens. Some are better suited to meeting Investment Objective: iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | SAEM. The Fund invests globally at least 70% of its total assets in the equity securities (e.g. The iShares ESG Screened S&P Small-Cap ETF seeks to track the investment results of an index composed of small-capitalization U.S. equities while applying screens for company involvement in controversies and controversial business activities. The screened portfolio was then constructed by eliminating the bottom/worst 50% of stocks based on ESG scores. Listed on multiple exchanges in Europe, the fund has been designed to serve as a core building block for socially responsible portfolios. RiskManager 4. The MSCI ESG Quality Score (0 10) for funds is calculated using the weighted average of the ESG scores of fund holdings. Total fund flow is the capital inflow into an ETF minus the capital outflow from the ETF for a particular time period.. Fund Flows in millions of U.S. Index Selection Methodology Principles-based. Ratings Report. MSCI ESG Manager. The Hypothetical Growth of $10,000 chart reflects a hypothetical $10,000 investment and assumes reinvestment of dividends and capital gains. DMXF Portfolio Management. Innovative index that seeks to obtain exposure to higher rated ESG companies 2. The iShares ESG Advanced MSCI USA ETF (the Fund) seeks to track the investment results of an index composed of large- and mid-capitalization U.S. companies that have a favorable environmental, social and governance rating while applying extensive screens for company involvement in controversial activities. methodology change. The Fund aims to maximise the return on your investment through a combination of capital growth and income on the Funds assets. The MSCI World ESG Index launched October 1, 2007. The Index is reviewed and rebalanced on a semi-annual basis. MSCI ESG Screened indices. Segment Benchmark MSCI USA IMI. MSCI ESG Screened indices. Index Weighting Methodology Market Cap. Overall Morningstar Rating for iShares Developed World ESG Screened Index Fund (IE), Class D, as of 30/Jun/2021 rated against 3478 Global Large-Cap Blend Equity Funds. This document details the MSCI ESG Fund Ratings methodology. Rather than evaluating companies individually, the MSCI ESG screened indices incorporate exclusions of specific sectors as a whole. per the MSCI ESG Universal Indexes methodology, are EXCLUDED from the eligible universe. Data from Dec. 31, 2019 to Jan. 15, 2021 . On September 1, 2010, the FTSE KLD indexes transitioned into the MSCI World ESG Index. Differentiedt index construction methodology 3. As part of its investment objective this fund seeks to track an index that applies Holdings Holdings Top; as of 28/May/2021 1. MSCI ESG Direct. Review the MSCI methodology behind Sustainability Characteristics, using links below. The general treatment of corporate events in the MSCI ESG Screened Indexes aims to minimize turnover outside of Index Reviews. iShares ESG Advanced MSCI Index ETFs Index Methodology MSCI Canada IMI Choice ESG Screened 10% Issuer Capped Index MSCI USA Choice ESG Screened Index MSCI EAFE Choice 1. The methodology of the S&P 500 ESG Index was constructed with two objectives: To provide a similar risk/return profile to the S&P 500; and To avoid companies that are not managing their businesses in line with ESG principles, while including companies that are. MSCI ESG Research materials, including materials utilized in any MSCI ESG Indexes or other products, have not been submitted to, nor received approval from, the United States Securities and Exchange Commission or any other regulatory body. Stockholm (NordSIP) MSCI, the leading provider of indexes, portfolio construction and risk management services for global investors, has launched MSCI ESG Screened Indexes, a suite of indexes incorporating a range of ESG exclusions. These benefits result from a fairly straightforward ESG-scanning method. Very Severe Controversy) Exclude companies with a For more details, please see MSCIs methodology on msci.com. Dollars. Historical NAVs. We leverage MSCI and rank or screen funds based on a diverse set of ESG exposure Group Average and five MSCI Indexes. MSCI ESG Enhanced Focus Index MSCI exclusion comparison MSCI World 1583 stocks MSCI ESG World Screened 1494 stocks MSCI ESG World Enhanced Focus 1491 stocks WALMART 0.35% HONEYWELL INTERNATIONAL 0.29% PHILIP MORRIS INTL 0.27% RAYTHEON TECHNOLOGIES 0.23% BOEING CO 0.22% BHP GROUP (AU) 0.21% Use to build a sustainable equity portfolio for the long term. in the construction of the MSCI ESG Indexes. The parameters for the application of the decrement methodology are noted in Appendix 3. The indexes incorporate these exclusions while seeking to maintain a profile similar to market cap indexes. The underlying MSCI ESG Screened Indexes follow a negative ESG screening or exclusions methodology, which reflect investors most common concerns. 3.1 APPLYING THE MSCI DECREMENT INDEXES METHODOLOGY The MSCI Decrement Indexes Methodology5 is applied on the MSCI World Sustainable Water Select 30 Index to construct the MSCI World Sustainable Water Select 30 5% Decrement Index. Exclusions aim to help avoid stocks that carry reputational risk and are considered controversial. MSCI ESG Research Inc. is a Registered Investment Adviser under the Investment Advisers Act of 1940 and a subsidiary of MSCI Inc. About MSCI For more than 40 years, MSCIs research-based indexes and analytics have helped the worlds leading investors build and manage better portfolios. Review the MSCI methodology behind the Sustainability Characteristics and Business Involvement metrics: 1 ESG Ratings; 2 Index Carbon Footprint Metrics; 3 Business Involvement Screening Research; 4 ESG Screened Index Methodology; 5 ESG Controversies Screening ESG Ratings ESG Rating >= BBB Controversies Exclude companies with a Controversy Score of 0 (i.e. Index Tracked MSCI EAFE Choice ESG Screened Index. Growth of Hypothetical 10,000. iShares MSCI Europe ESG Screened UCITS ETF (EUR) The Hypothetical Growth of $10,000 chart reflects a hypothetical $10,000 investment and assumes reinvestment of dividends and capital gains. Segment Benchmark N/A. 1. Process is designed to screen out Process is designed to screen out companies involved in certain controversial business activities from initial inclusion. For both set of indices, the index methodology is or will be using an ESG screen exclusion rule for We leverage MSCI and rank or screen funds based on a diverse set of ESG exposure Group Average and five MSCI Indexes. Fund Perf. The Invesco MSCI Emerging Markets ESG Universal Screened UCITS ETF Acc aims to provide the net total return performance of the MSCI EM (Emerging Markets) ESG Universal Select Business Screens Index (the Reference Index), less the impact of fees. Matters include: Index Methodology . Research. 4. Announcement for September 17, 2020 at 08:06 PM GMT THIS IS AN ANNOUNCEMENT FOR THE MSCI GLOBAL STANDARD INDEXES UPDATE TO THE METHODOLOGY BOOK FOR THE MSCI CHOICE ESG SCREENED INDEXES MSCI Inc. (NYSE: MSCI), a leading provider of research-based indexes and analytics, announced today that the methodology book for the MSCI CHOICE ESG SCREENED INDEXES has been updated to include the amended Fossil Fuel exclusion criteria for MSCI Canada IMI Choice ESG Screened 10% Issuer Capped Index. Index Selection Methodology Principles-based. MSCI Inc. is the worlds largest provider of ESG indices by number of indices and by assets tracking the indices. The provisional screening methodology involves exclusion criteria that utilises three distinct datasets from MSCI ESG Research: Value-based exclusion In the case of the iBoxx MSCI ESG EUR Corporates 0-1 TCA index, which was not part of the above announcement, this index already includes certain ESG rules using MSCI ESG methodology. Rather than evaluating companies individually, the MSCI ESG screened indices incorporate exclusions of specific sectors as a whole. Since Inception: 60.84. MSCI ESG Research materials, including materials utilized in any MSCI ESG Indexes or other products, have not been submitted to, nor received approval from, the United States Securities and Exchange Commission or any other regulatory body. The universe consisted of ESG data from MSCI- and MSCI benchmarks for the period 2007-2018. Index Monitor. The Reference Index tracks the performance of large and mid-capitalisation companies in global emerging markets and aims to The FTSE ESG Indexes provide risk/return characteristics similar to the underlying universe with the added benefit of improved index level ESG performance. These benefits result from a fairly straightforward ESG-scanning method. Vanguard has introduced its first ESG-considered fixed income ETF in Europe with the launch of the Vanguard ESG Global Corporate Bond UCITS ETF. The MSCI ESG screened indexes are designed for institutional investors and aim to exclude companies: associated with controversial, civilian, nuclear weapons and tobacco. Business involvement (5 Arctic Drilling 2. and military defence weapons, and (iv) any issuer with a Red MSCI ESG Impact Monitor score of less than 1. MSCI offers multiple indexes, crafted by in-country expert teams with analysis focused on the extent to which ESG risk impacts a companys business and earnings. The new Indexes will represent the performance of a free-float adjusted market capitalization weighted opportunity set with common ESG exclusions, and [] Fund expenses, including management fees and other expenses were deducted. This document details the MSCI ESG Fund Ratings methodology. For both set of indices, the index methodology is or will be using an ESG screen exclusion rule for iShares ESG Screened S&P 500 ETF seeks to track the investment results of an index composed of large-capitalization U.S. equities while applying screens for company involvement in controversies and controversial business activities. The methodology aims to appropriately represent an investors participation in an event based on relevant deal terms and pre-event weighting of the index constituents that are involved. Sustainable energy companies are those which are engaged in alternative energy and energy technologies as described in the prospectus. Through its legacy businesses, MSCI was the first to launch an ESG Index: MSCIs KLD 400 Index is the longest running ESG index with over 30 years of Additional information on the index, selection and weighting methodology is available at www.msci.com MSCI Europe Consumer Discretionary ESG Screened 20-35 Select Index The table below includes fund flow data for all U.S. listed Highland Capital Management ETFs. Dollars. Civilian Firearms MSCI Business Intelligence Screening Research ESG Pro Models are designed to deliver similar investment characteristics and improved ESG metrics relative to selected asset class benchmarks. methodology book for msci emu esg screened index, msci usa esg screened index, msci europe esg screened index, msci world esg screened index, msci japan esg screened index and msci emerging markets imi esg screened index| september 2018 1 introduction the msci emu esg screened index, the msci usa esg screened index, the msci europe iShares ESG Screened S&P 500 ETF has an MSCI ESG Fund Rating of A based on a score of 5.85 out of 10. The Fund aims to provide a return on your investment (generated through an increase to the value of the assets held by the Fund and/or income received from those assets) by tracking closely the performance of the MSCI World Small Cap ESG Screened Index, the Funds benchmark index (Benchmark Index). As part of its investment objective this fund seeks to track an index that applies the following business involvement screens: controversial weapons, small ESG data is sourced from MSCI ESG Research. For more details, please see MSCIs methodology on msci.com. Exhibit 1. ESG-weighted indices use MSCI ESG ratings and MSCI ESG ratings momentum (change in rating level over 12 months) to re-weight issuers within an existing Bloomberg Barclays parent index.