MSCI USA Consumer Staples Index

The MSCI USA Consumer Staples Index is designed to capture the large and mid cap segments of the US equity universe. All securities in the index are classified in the Consumer Staples sector as per the Global Industry Classification Standard (GICS®).

Index code	119010
Inception date	June 5, 2007
Div Yld (%)	2.35
P/E	22.93
P/E Fwd	21.44
P/BV	6.81

Number of constituents	40
Index Market Cap	$2.90 T
Largest constituent Market Cap	$408.80 B
Smallest constituent Market Cap	$4.75 B
Average constituent Market Cap	$72.70 B
Median constituent Market Cap	$28.92 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI USA Consumer Staples Index	1.47	13.77	13.96	12.63	0.54	0.59	0.65	33.06	2000-03-31 - 1998-12-31
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
XUCS GY	DWS	Xtrackers MSCI USA Consumer Staples UCITS ETF 1D	ETF	MSCI USA Consumer Staples Index	USD

ESG metrics

Summary

MSCI USA Consumer Staples Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

MSCI USA Consumer Staples Index	Score	Coverage
ESG Score	6.83	100.00%
UN Global Compact Violations % (*)	0.00%	100.00%
Red Flag ESG Controversies % (*)	0.00%	100.00%

MSCI ACWI IMI	Score	Coverage
ESG Score	6.72	88.49%
UN Global Compact Violations % (*)	0.15%	97.03%
Red Flag ESG Controversies % (*)	0.16%	97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

Consolidated environmental rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

MSCI USA Consumer Staples Index	Score	Coverage
Environmental Pillar Score	5.54	100.00%
Aggregated Climate VaR %	-22.12%	--
Policy Risk Climate VaR %	-12.03%	100.00%
Technology Opportunities Climate VaR %	0.20%	87.50%
Physical Risk Climate VaR %	-10.30%	100.00%
Fossil Fuel-Based Sector Exposure (NACE) %	0.00%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	269.92	100.00%
Reported Emissions %	79.05%	--
Estimated Emissions %	20.95%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	490.18	100.00%
High Climate Impact Sector Exposure %	--	0.00%
Fossil Fuel Reserves % (*)	0.00%	100.00%
Green Revenue	0.05	100.00%
Green Capex %	--	0.00%
Green Bonds % (**)	--	--

MSCI ACWI IMI	Score	Coverage
Environmental Pillar Score	5.90	88.49%
Aggregated Climate VaR %	-20.29%	--
Policy Risk Climate VaR %	-12.90%	95.68%
Technology Opportunities Climate VaR %	1.97%	63.31%
Physical Risk Climate VaR %	-9.35%	80.58%
Fossil Fuel-Based Sector Exposure (NACE) %	7.36%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	367.13	96.17%
Reported Emissions %	83.09%	--
Estimated Emissions %	16.46%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	845.72	96.11%
High Climate Impact Sector Exposure %	60.11%	99.98%
Fossil Fuel Reserves % (*)	5.31%	97.10%
Green Revenue	7.67	99.70%
Green Capex %	0.53%	4.58%
Green Bonds % (**)	--	--

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

MSCI USA Consumer Staples Index	Score	Coverage
Social Pillar Score	4.48	100.00%
Controversial Weapons %	0.00%	100.00%
Tobacco Involvement - Highly Restrictive %	9.50%	--
Tobacco Involvement - Moderately Restrictive % (*)	9.50%	100.00%
Social Violations (Count)	0.00	100.00%
Social Violations (% of Constituents)	0.00%	100.00%
Lack of Due Diligence Policy (ILO) %	0.00%	100.00%
Gender Pay Gap	15.47	87.50%
Female:Male Board Diversity Ratio	65.30	100.00%
Total Recordable Injury Rate	2.98	90.00%
Bribery and Corruption Controversies (Sum)	1.00	100.00%

MSCI ACWI IMI	Score	Coverage
Social Pillar Score	5.05	88.49%
Controversial Weapons %	0.43%	99.87%
Tobacco Involvement - Highly Restrictive %	0.71%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.53%	99.87%
Social Violations (Count)	18.00	97.03%
Social Violations (% of Constituents)	0.20%	97.03%
Lack of Due Diligence Policy (ILO) %	0.00%	97.32%
Gender Pay Gap	14.41	63.30%
Female:Male Board Diversity Ratio	55.66	95.45%
Total Recordable Injury Rate	4.24	73.50%
Bribery and Corruption Controversies (Sum)	187.00	97.02%

MSCI USA Consumer Staples Index	Score	Coverage
Governance Pillar Score	5.89	100.00%
Board Independence	81.60	100.00%
Board Gender Diversity	38.02	100.00%

MSCI ACWI IMI	Score	Coverage
Governance Pillar Score	5.70	88.49%
Board Independence	78.49	97.01%
Board Gender Diversity	33.80	97.01%

Want to learn more about MSCI indexes?
Get in touch.

Contact us

PROCTER & GAMBLE CO	14.06%
COSTCO WHOLESALE CORP	13.51%
WALMART	12.28%
COCA COLA (THE)	10.11%
PEPSICO	8.03%
PHILIP MORRIS INTL	6.49%
MONDELEZ INTERNATIONAL A	3.40%
ALTRIA GROUP	3.01%
COLGATE-PALMOLIVE	2.78%
TARGET CORP	2.48%

Index categories

Products for indexes

Direct Indexing

MSCI USA Consumer Staples Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?
Get in touch.

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI USA Consumer Staples Index	1.47	13.77	13.96	12.63	0.54	0.59	0.65	33.06	2000-03-31 - 1998-12-31
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI USA Consumer Staples Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI USA Consumer Staples Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?Get in touch.

Want to learn more about MSCI indexes?
Get in touch.