MSCI ACWI Multiple-Factor Advanced Index

The MSCI ACWI Multiple-Factor Advanced Index is based on MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) and Emerging Markets (EM) countries. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms in factor investing, by seeking higher exposure to combination of style factors along with the improvement in the ESG profile of the index.