The MSCI World Sector Neutral Quality Index captures large and mid-cap representation across Developed Markets countries. The index aims to capture the performance of securities that exhibit stronger quality characteristics relative to their peers within the same GICS® sector by identifying stocks with high quality scores based on three main fundamental variables: high Return-on-Equity (ROE), low leverage and low earnings variability.
(*) 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 World Sector Neutral Quality Index
MSCI ACWI IMI Index
MSCI World Sector Neutral Quality Index
Score
Coverage
Environmental Pillar Score
5.7
100.0%
Aggregated Climate VaR %
-11.3%
--
Policy Risk Climate VaR %
-11.2%
99.7%
Technology Opportunities Climate VaR %
0.7%
84.8%
Physical Risk Climate VaR %
-3.4%
99.7%
Fossil Fuel-Based Sector Exposure (NACE) %
7.3%
100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)
215.2
100.0%
Reported Emissions %
96.4%
--
Estimated Emissions %
3.6%
--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)
776.0
100.0%
High Climate Impact Sector Exposure %
62.2%
100.0%
Fossil Fuel Reserves % (*)
4.3%
100.0%
Green Revenue
7.6
100.0%
Green Capex %
0.6%
11.8%
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.
(*) 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 World Sector Neutral Quality Index
MSCI ACWI IMI Index
MSCI World Sector Neutral Quality Index
Score
Coverage
Governance Pillar Score
6.1
100.0%
Board Independence
83.3
100.0%
Board Gender Diversity
36.9
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.
