Build a benchmark that speaks for itself
See how a pension CIO can use MSCI Custom Indexes to close the gap between investment policy and benchmark reality — so each decision stands up to scrutiny.
Your mandates deserve a benchmark built around them
Your leading pension fund has adopted climate commitments, formalized exclusion policies and tightened fiduciary reporting. Market-cap weighting remains the foundation for how the market is measured, but as fiduciary commitments evolve, a benchmark built specifically around them can work alongside your existing index to close the gap between policy and practice.
Every quarter, the board asks the same question: Why doesn’t our benchmark match our investment beliefs?
- Climate targets and exclusion lists exist as overlays, not as index features.
- Benchmark selection requires separate justification: methodology doesn't provide one.
- Risk is measured against a benchmark that doesn't reflect how your portfolio runs.
MSCI Custom Indexes have governance built in
Embed your investment policy directly into methodology. With MSCI Custom Indexes, climate commitments, exclusion frameworks and fiduciary obligations become index rules, not appendices. The benchmark itself becomes the compliance artifact.
- Policy is translated into transparent index rules.
- Science Based Targets initiative (SBTi) criteria and decarbonization targets are included in methodology up front.
- The methodology is the answer, not a supplementary memo.
Now, you're ready before the board asks
A single, auditable benchmark replaces a patchwork of blended indexes and post-hoc overlays. Investment decisions are backed by methodology that clearly explains how your benchmark reflects your mandates.
- Board discussions focus on strategy instead of benchmark construction.
- Built on the infrastructure and governance behind MSCI's global index franchise.
- One index scales across ETF launches and multiple mandates.
Dive deeper into custom indexes
Make your mark. Build an index.
Standard indexes remain the foundation for measuring the market. When your investment policy calls for something more specific, a custom index adds the governance and transparency your mandates require.
Learn how custom indexes solve different challenges
Head of Asset Allocation
Allocations can look right on paper — until they run against real exposure. See how you can test benchmark configurations before committing capital.
Head of In-House Investments
Bringing mandates in-house can introduce new risk and raise more questions. Learn how to transition with confidence while maintaining governance.
Portfolio Manager
The wrong index can distort your view of risk and results. See how you can benchmark performance against real portfolio behavior.
Product Developer
Great ideas can lose momentum when launches take too long. Learn how to bring differentiated products to market quickly without sacrificing rigor.
Head of Research
Keep your strongest signals confidential. Learn how to simulate strategies while protecting your methodology.
Structured Products
Bring structured products to market faster with indexes built around your strategy. Learn how to customize with confidence.
Need an index that reflects your beliefs?Let's build it together.
* Data as of June 30, 2026. All ETP data sourced from LSEG Data & Analytics and MSCI internal data.