MSCI Israel Capped Index

The MSCI Israel IMI Capped Index is designed to measure the performance of the large, mid and small cap segments of the Israeli market. It applies certain investment limits that are imposed on regulated investment companies, or RICs, under the current US Internal Revenue Code. The index covers about 99% of the free float-adjusted market capitalization in Israel.

Index code	128988
Inception date	Dec. 31, 1998
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.85
P/E	15.70
P/E Fwd	13.24
P/BV	2.06

Number of constituents	99
Index Market Cap	$246.75 B
Largest constituent Market Cap	$24.96 B
Smallest constituent Market Cap	$229.90 M
Average constituent Market Cap	$2.49 B
Median constituent Market Cap	$936.59 M
Does this benchmark pursue ESG objectives?	No

Data as of Dec. 31, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI Israel Capped Index	3.96	22.99	22.55	19.13	0.18	0.37	0.42	56.04	2003-02-13 - 2001-01-19
MSCI ACWI IMI Index	2.39	16.31	17.82	15.06	0.34	0.55	0.59	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
EIS US	iShares	iShares MSCI Israel ETF	ETF	MSCI Israel Capped Index	USD

ESG metrics

Summary

MSCI Israel Capped Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

96.9% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.8% coverage

MSCI Israel Capped Index	Score	Coverage
ESG Score	6.4	51.5%
UN Global Compact Violations % (*)	0.0%	100.0%
Red Flag ESG Controversies % (*)	0.0%	100.0%

MSCI ACWI IMI Index	Score	Coverage
ESG Score	6.6	89.4%
UN Global Compact Violations % (*)	0.1%	99.9%
Red Flag ESG Controversies % (*)	0.1%	99.9%

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

Data available as of Dec. 31, 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 Israel Capped Index

MSCI ACWI IMI Index

MSCI Israel Capped Index	Score	Coverage
Environmental Pillar Score	4.8	51.5%
Aggregated Climate VaR %	-18.4%	--
Policy Risk Climate VaR %	-9.0%	98.9%
Technology Opportunities Climate VaR %	1.4%	53.5%
Physical Risk Climate VaR %	-10.8%	90.9%
Fossil Fuel-Based Sector Exposure (NACE) %	3.8%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	235.0	97.9%
Reported Emissions %	63.4%	--
Estimated Emissions %	36.1%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	545.0	98.9%
High Climate Impact Sector Exposure %	41.8%	100.0%
Fossil Fuel Reserves % (*)	0.8%	98.9%
Green Revenue	2.7	100.0%
Green Capex %	0.3%	6.0%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.9	89.4%
Aggregated Climate VaR %	-17.1%	--
Policy Risk Climate VaR %	-11.7%	97.9%
Technology Opportunities Climate VaR %	1.7%	64.2%
Physical Risk Climate VaR %	-7.1%	88.2%
Fossil Fuel-Based Sector Exposure (NACE) %	6.6%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	350.3	97.2%
Reported Emissions %	85.4%	--
Estimated Emissions %	14.1%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	816.1	97.4%
High Climate Impact Sector Exposure %	58.1%	99.9%
Fossil Fuel Reserves % (*)	4.9%	98.4%
Green Revenue	7.8	99.8%
Green Capex %	0.4%	4.8%
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 Dec. 31, 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 Israel Capped Index	Score	Coverage
Social Pillar Score	5.0	51.5%
Controversial Weapons %	0.0%	100.0%
Tobacco Involvement - Highly Restrictive %	0.0%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.0%	100.0%
Social Violations (Count)	0.0	100.0%
Social Violations (% of Constituents)	0.0%	100.0%
Lack of Due Diligence Policy (ILO) %	62.3%	98.9%
Gender Pay Gap	16.6	67.6%
Female:Male Board Diversity Ratio	47.6	97.9%
Total Recordable Injury Rate	1.7	65.6%
Bribery and Corruption Controversies (Sum)	2.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.4%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.6%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.5%	99.9%
Social Violations (Count)	17.0	99.9%
Social Violations (% of Constituents)	0.1%	99.9%
Lack of Due Diligence Policy (ILO) %	36.2%	98.0%
Gender Pay Gap	13.9	61.4%
Female:Male Board Diversity Ratio	55.8	96.2%
Total Recordable Injury Rate	4.9	73.2%
Bribery and Corruption Controversies (Sum)	186.0	99.8%

MSCI Israel Capped Index	Score	Coverage
Governance Pillar Score	5.8	51.5%
Board Independence	69.5	97.9%
Board Gender Diversity	30.5	97.9%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.6	89.4%
Board Independence	78.4	97.6%
Board Gender Diversity	33.8	97.6%

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TEVA PHARMA IND ADR	7.77%
CHECK POINT SOFTW (USD)	7.42%
BANK LEUMI LE-ISRAEL	7.32%
BANK HAPOALIM	6.29%
CYBERARK SOFTWARE (USD)	6.19%
WIX.COM	4.88%
NICE	4.07%
MONDAY.COM	3.70%
ISRAEL DISCOUNT BANK	3.51%
ELBIT SYSTEMS	3.12%

Index categories

Products for indexes

Direct Indexing

MSCI Israel Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

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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 Israel Capped Index	3.96	22.99	22.55	19.13	0.18	0.37	0.42	56.04	2003-02-13 - 2001-01-19
MSCI ACWI IMI Index	2.39	16.31	17.82	15.06	0.34	0.55	0.59	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI Israel Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Israel Capped Index

MSCI ACWI IMI Index

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

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