MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
The MSCI Emerging Markets (EM) Factor Mix A-Series Index captures large and mid cap representation across Emerging Markets countries. It aims to represent the performance of quality, value and low volatility factor strategies. The index is an equal weighted combination of the MSCI Value Weighted, MSCI Minimum Volatility and MSCI Quality Indexes in a single composite index.
1 Last 12 months2 Based on monthly NETR returns data3 Based on EMMI EURIOBOR 1M FROM Sep 1 2021 & ICE LIBOR 1M prior that date
Data as of Oct. 30, 2026.
ESG metrics
Summary
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
Implied Temperature Rise
> 3.2°C
97.8% coverage
MSCI ACWI IMI Index
Implied Temperature Rise
> 2.0°C - < 3.2°C
94.3% coverage
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
Score
Coverage
ESG Score
6.4
100.0%
UN Global Compact Violations % (*)
0.7%
100.0%
Red Flag ESG Controversies % (*)
0.7%
100.0%
MSCI ACWI IMI Index
Score
Coverage
ESG Score
6.7
89.8%
UN Global Compact Violations % (*)
0.1%
100.0%
Red Flag ESG Controversies % (*)
0.1%
100.0%
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 EM (Emerging Markets) Factor Mix A-Series Index (USD)
MSCI ACWI IMI Index
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
Score
Coverage
Environmental Pillar Score
5.7
100.0%
Aggregated Climate VaR %
-23.0%
--
Policy Risk Climate VaR %
-13.4%
99.9%
Technology Opportunities Climate VaR %
0.9%
58.3%
Physical Risk Climate VaR %
-7.2%
99.9%
Fossil Fuel-Based Sector Exposure (NACE) %
10.7%
100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)
527.2
99.9%
Reported Emissions %
94.4%
--
Estimated Emissions %
5.5%
--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)
1255.2
99.9%
High Climate Impact Sector Exposure %
63.6%
100.0%
Fossil Fuel Reserves % (*)
5.8%
100.0%
Green Revenue
3.4
100.0%
Green Capex %
0.4%
11.2%
Green Bonds % (**)
--
--
MSCI ACWI IMI Index
Score
Coverage
Environmental Pillar Score
5.7
89.8%
Aggregated Climate VaR %
-17.1%
--
Policy Risk Climate VaR %
-13.9%
96.3%
Technology Opportunities Climate VaR %
1.3%
63.8%
Physical Risk Climate VaR %
-4.7%
96.5%
Fossil Fuel-Based Sector Exposure (NACE) %
7.4%
100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)
331.4
97.8%
Reported Emissions %
92.5%
--
Estimated Emissions %
7.4%
--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)
1039.8
97.4%
High Climate Impact Sector Exposure %
62.9%
100.0%
Fossil Fuel Reserves % (*)
5.6%
99.1%
Green Revenue
9.3
99.9%
Green Capex %
0.4%
12.9%
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 Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 social rating distribution
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
MSCI ACWI IMI Index
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 governance rating distribution
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
MSCI ACWI IMI Index
MSCI EM (Emerging Markets) Factor Mix A-Series Index (USD)
Score
Coverage
Governance Pillar Score
5.3
100.0%
Board Independence
61.2
100.0%
Board Gender Diversity
21.1
100.0%
MSCI ACWI IMI Index
Score
Coverage
Governance Pillar Score
5.8
89.8%
Board Independence
79.0
98.6%
Board Gender Diversity
33.8
98.6%
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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.
