MSCI EAFE IMI Index

The MSCI EAFE Investable Market Index (IMI), is an equity index which captures large, mid and small cap representation across Developed Markets countries around the world, excluding the US and Canada. The index is comprehensive, covering approximately 99% of the free float-adjusted market capitalization in each country.

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Index code	664152
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	2.70
P/E	17.38
P/E Fwd	14.67
P/BV	2.16

Number of constituents	2,671
Index Market Cap	$25.08 T
Largest constituent Market Cap	$703.99 B
Smallest constituent Market Cap	$178.53 M
Average constituent Market Cap	$9.39 B
Median constituent Market Cap	$1.81 B
Does this benchmark pursue ESG objectives?	No

Data as of Sept. 30, 2026

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI EAFE IMI Index	3.36	13.25	15.74	15.24	1.01	0.38	0.48	60.52	2007-10-31 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.22	15.06	14.97	1.28	0.53	0.67	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
IEFA US	iShares	iShares Core MSCI EAFE ETF	ETF	MSCI EAFE IMI Index	USD
XEF CN	iShares	iShares Core MSCI EAFE IMI Index ETF	ETF	MSCI EAFE IMI Index	CAD
XEF.U CN	iShares	iShares Core MSCI EAFE IMI Index ETF	ETF	MSCI EAFE IMI Index	USD
NIHI	NEOS Investments	NEOS MSCI EAFE High Income ETF	ETF	MSCI EAFE IMI Index

ESG metrics

Summary

MSCI EAFE IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

95.8% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.0% coverage

MSCI EAFE IMI Index	Score	Coverage
ESG Score	7.8	94.3%
UN Global Compact Violations % (*)	0.0%	99.9%
Red Flag ESG Controversies % (*)	0.0%	99.9%

MSCI ACWI IMI Index	Score	Coverage
ESG Score	6.7	88.0%
UN Global Compact Violations % (*)	0.1%	99.8%
Red Flag ESG Controversies % (*)	0.1%	99.8%

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

Data available as of Sept. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Sept. 2026. The information was updated as part of the regular monthly update cycle.

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

Consolidated environmental rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

MSCI EAFE IMI Index	Score	Coverage
Environmental Pillar Score	6.0	94.3%
Aggregated Climate VaR %	-22.3%	--
Policy Risk Climate VaR %	-19.3%	97.6%
Technology Opportunities Climate VaR %	2.6%	72.7%
Physical Risk Climate VaR %	-6.0%	97.8%
Fossil Fuel-Based Sector Exposure (NACE) %	10.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	488.7	98.5%
Reported Emissions %	96.6%	--
Estimated Emissions %	3.3%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1043.7	98.3%
High Climate Impact Sector Exposure %	63.3%	100.0%
Fossil Fuel Reserves % (*)	7.1%	99.3%
Green Revenue	5.3	99.6%
Green Capex %	1.2%	15.8%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.7	88.0%
Aggregated Climate VaR %	-16.4%	--
Policy Risk Climate VaR %	-13.5%	96.1%
Technology Opportunities Climate VaR %	1.3%	63.6%
Physical Risk Climate VaR %	-4.6%	96.3%
Fossil Fuel-Based Sector Exposure (NACE) %	7.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	320.1	97.2%
Reported Emissions %	90.6%	--
Estimated Emissions %	9.3%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	894.6	96.8%
High Climate Impact Sector Exposure %	63.2%	100.0%
Fossil Fuel Reserves % (*)	5.1%	99.1%
Green Revenue	9.6	99.5%
Green Capex %	0.4%	13.7%
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 %.

MSCI EAFE IMI Index	Score	Coverage
Social Pillar Score	5.2	94.3%
Controversial Weapons %	0.0%	99.9%
Tobacco Involvement - Highly Restrictive %	0.9%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.7%	99.9%
Social Violations (Count)	0.0	99.9%
Social Violations (% of Constituents)	0.0%	99.9%
Lack of Due Diligence Policy (ILO) %	11.9%	97.7%
Gender Pay Gap	18.2	89.7%
Female:Male Board Diversity Ratio	63.4	97.5%
Total Recordable Injury Rate	3.2	78.1%
Bribery and Corruption Controversies (Sum)	36.0	99.9%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	88.0%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.9%
Social Violations (Count)	11.0	99.8%
Social Violations (% of Constituents)	0.1%	99.8%
Lack of Due Diligence Policy (ILO) %	22.7%	96.9%
Gender Pay Gap	14.1	83.9%
Female:Male Board Diversity Ratio	55.1	96.4%
Total Recordable Injury Rate	4.0	69.1%
Bribery and Corruption Controversies (Sum)	106.0	99.8%

MSCI EAFE IMI Index	Score	Coverage
Governance Pillar Score	6.7	94.3%
Board Independence	75.3	98.5%
Board Gender Diversity	36.8	98.5%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.8	88.0%
Board Independence	78.7	97.7%
Board Gender Diversity	33.5	97.7%

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MSCI EAFE IMI Index

Score

Coverage

ESG Score

7.8

94.3%

UN Global Compact Violations % (*)

0.0%

99.9%

Red Flag ESG Controversies % (*)

0.0%

99.9%

MSCI ACWI IMI Index

Score

Coverage

ESG Score

6.7

88.0%

UN Global Compact Violations % (*)

0.1%

99.8%

Red Flag ESG Controversies % (*)

0.1%

99.8%

MSCI EAFE IMI Index

Score

Coverage

Environmental Pillar Score

6.0

94.3%

Aggregated Climate VaR %

-22.3%

Policy Risk Climate VaR %

-19.3%

97.6%

Technology Opportunities Climate VaR %

2.6%

72.7%

Physical Risk Climate VaR %

-6.0%

97.8%

Fossil Fuel-Based Sector Exposure (NACE) %

10.0%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

488.7

98.5%

Reported Emissions %

96.6%

Estimated Emissions %

3.3%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

1043.7

98.3%

High Climate Impact Sector Exposure %

63.3%

100.0%

Fossil Fuel Reserves % (*)

7.1%

99.3%

Green Revenue

5.3

99.6%

Green Capex %

1.2%

15.8%

Green Bonds % (**)

MSCI ACWI IMI Index

Score

Coverage

Environmental Pillar Score

5.7

88.0%

Aggregated Climate VaR %

-16.4%

Policy Risk Climate VaR %

-13.5%

96.1%

Technology Opportunities Climate VaR %

1.3%

63.6%

Physical Risk Climate VaR %

-4.6%

96.3%

Fossil Fuel-Based Sector Exposure (NACE) %

7.0%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

320.1

97.2%

Reported Emissions %

90.6%

Estimated Emissions %

9.3%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

894.6

96.8%

High Climate Impact Sector Exposure %

63.2%

100.0%

Fossil Fuel Reserves % (*)

5.1%

99.1%

Green Revenue

9.6

99.5%

Green Capex %

0.4%

13.7%

Green Bonds % (**)

ASML HLDG	2.81%
HSBC HOLDINGS (GB)	1.36%
ROCHE HOLDING PART	1.17%
SHELL	1.09%
NOVARTIS	1.05%
MITSUBISHI UFJ FIN GRP	1.00%
ASTRAZENECA	0.98%
NESTLE	0.94%
SIEMENS	0.90%
BHP GROUP (AU)	0.86%

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI EAFE IMI Index	3.36	13.25	15.74	15.24	1.01	0.38	0.48	60.52	2007-10-31 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.22	15.06	14.97	1.28	0.53	0.67	58.59	2007-10-31 - 2009-03-09

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MSCI EAFE IMI Index

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4 index-linked ETPs

ESG metrics

Summary

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

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ESG metrics

Summary

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI EAFE IMI Index

MSCI ACWI IMI Index

Index risk and return characteristics

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