LibertyQ International Equity Index

The LibertyQ International Equity Index is based on the MSCI EAFE Index, its parent index, which includes large and mid-cap stocks across Developed Market (DM) countries excluding the US and Canada. The LibertyQ International Equity Index is a custom index based on the MSCI EAFE Index and is owned and independently calculated and maintained by MSCI.

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Index code	709652
Inception date	May 25, 2016
Div Yld (%)	4.09
P/E	11.28
P/E Fwd	10.76
P/BV	1.50

Number of constituents	184
Index Market Cap	$5.40 T
Largest constituent Market Cap	$126.98 B
Smallest constituent Market Cap	$2.26 B
Average constituent Market Cap	$29.39 B
Median constituent Market Cap	$14.20 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
LibertyQ International Equity Index	26.64	15.55	16.35	13.88	0.36	0.47	0.36	55.93	2009-03-09 - 2007-10-29
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
FLDM CN	Franklin Templeton	Franklin Libertyqt International Equity Index Etf	ETF	LibertyQ International Equity Index	CAD

ESG metrics

Summary

LibertyQ International Equity Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

LibertyQ International Equity Index	Score	Coverage
ESG Score	7.49	100.00%
UN Global Compact Violations % (*)	0.00%	100.00%
Red Flag ESG Controversies % (*)	0.00%	100.00%

MSCI ACWI IMI	Score	Coverage
ESG Score	6.72	88.49%
UN Global Compact Violations % (*)	0.15%	97.03%
Red Flag ESG Controversies % (*)	0.16%	97.03%

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

Data available as of Sept. 30, 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

LibertyQ International Equity Index

MSCI ACWI IMI

LibertyQ International Equity Index	Score	Coverage
Environmental Pillar Score	5.80	100.00%
Aggregated Climate VaR %	-37.36%	--
Policy Risk Climate VaR %	-25.52%	100.00%
Technology Opportunities Climate VaR %	4.70%	84.24%
Physical Risk Climate VaR %	-16.54%	98.91%
Fossil Fuel-Based Sector Exposure (NACE) %	18.90%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	801.12	100.00%
Reported Emissions %	90.80%	--
Estimated Emissions %	9.20%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1337.77	100.00%
High Climate Impact Sector Exposure %	72.40%	100.00%
Fossil Fuel Reserves % (*)	18.87%	100.00%
Green Revenue	3.75	100.00%
Green Capex %	1.18%	7.61%
Green Bonds % (**)	--	--

MSCI ACWI IMI	Score	Coverage
Environmental Pillar Score	5.90	88.49%
Aggregated Climate VaR %	-20.29%	--
Policy Risk Climate VaR %	-12.90%	95.68%
Technology Opportunities Climate VaR %	1.97%	63.31%
Physical Risk Climate VaR %	-9.35%	80.58%
Fossil Fuel-Based Sector Exposure (NACE) %	7.36%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	367.13	96.17%
Reported Emissions %	83.09%	--
Estimated Emissions %	16.46%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	845.72	96.11%
High Climate Impact Sector Exposure %	60.11%	99.98%
Fossil Fuel Reserves % (*)	5.31%	97.10%
Green Revenue	7.67	99.70%
Green Capex %	0.53%	4.58%
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 Sept. 30, 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.

LibertyQ International Equity Index	Score	Coverage
Social Pillar Score	5.23	100.00%
Controversial Weapons %	0.00%	100.00%
Tobacco Involvement - Highly Restrictive %	4.25%	--
Tobacco Involvement - Moderately Restrictive % (*)	4.25%	100.00%
Social Violations (Count)	0.00	100.00%
Social Violations (% of Constituents)	0.00%	100.00%
Lack of Due Diligence Policy (ILO) %	0.00%	100.00%
Gender Pay Gap	15.70	71.74%
Female:Male Board Diversity Ratio	61.22	100.00%
Total Recordable Injury Rate	2.12	97.28%
Bribery and Corruption Controversies (Sum)	11.00	100.00%

MSCI ACWI IMI	Score	Coverage
Social Pillar Score	5.05	88.49%
Controversial Weapons %	0.43%	99.87%
Tobacco Involvement - Highly Restrictive %	0.71%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.53%	99.87%
Social Violations (Count)	18.00	97.03%
Social Violations (% of Constituents)	0.20%	97.03%
Lack of Due Diligence Policy (ILO) %	0.00%	97.32%
Gender Pay Gap	14.41	63.30%
Female:Male Board Diversity Ratio	55.66	95.45%
Total Recordable Injury Rate	4.24	73.50%
Bribery and Corruption Controversies (Sum)	187.00	97.02%

LibertyQ International Equity Index	Score	Coverage
Governance Pillar Score	6.49	100.00%
Board Independence	71.72	100.00%
Board Gender Diversity	36.09	100.00%

MSCI ACWI IMI	Score	Coverage
Governance Pillar Score	5.70	88.49%
Board Independence	78.49	97.01%
Board Gender Diversity	33.80	97.01%

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UNILEVER PLC (GB)	2.35%
ROCHE HOLDING GENUSS	2.34%
SANOFI	2.31%
BRITISH AMERICAN TOBACCO	2.29%
INDITEX	2.22%
NOVARTIS	2.20%
RELX (GB)	2.10%
BHP GROUP (AU)	2.04%
SUMITOMO MITSUI FINL GRP	1.99%
HERMES INTERNATIONAL	1.96%

Index categories

Products for indexes

Direct Indexing

LibertyQ International Equity Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated environmental rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated social rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated governance rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

Want to learn more about MSCI indexes?
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
LibertyQ International Equity Index	26.64	15.55	16.35	13.88	0.36	0.47	0.36	55.93	2009-03-09 - 2007-10-29
MSCI ACWI IMI	2.23	16.70	17.69	14.97	0.34	0.62	0.58	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

LibertyQ International Equity Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated environmental rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated social rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

Consolidated governance rating distribution

LibertyQ International Equity Index

MSCI ACWI IMI

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

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