MSCI EM (Emerging Markets) Size Tilt Index

The MSCI Emerging Markets Size Tilt Index is based on the MSCI Emerging Markets Index, its parent index, which includes large and mid-cap stocks across Emerging Markets. The index aims to reflect the performance of a low size strategy with relatively high investment capacity. The index is constructed by including all the constituents in the parent index and weighting them using the square root of their market capitalization weight.