MSCI USA ESG Leaders Select 5% Issuer Capped Index

The MSCI USA ESG Leaders Select 5% Issuer Capped Index captures large and mid-cap stocks of the U.S equity markets. The Index aims to provide exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers and is designed for investors seeking a broad, diversified sustainability benchmark with relatively low tracking error to the underlying equity market. The index is a capped version of the MSCI USA ESG Leaders Index and limits concentration risk by constraining the maximum weight of a company to 5%.

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Index code	728545
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.41
P/E	25.35
P/E Fwd	20.38
P/BV	5.16

Number of constituents	297
Index Market Cap	$24.91 T
Largest constituent Market Cap	$1.31 T
Smallest constituent Market Cap	$5.82 B
Average constituent Market Cap	$83.90 B
Median constituent Market Cap	$39.73 B
Does this benchmark pursue ESG objectives?	Yes

Data as of April 30, 2025

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI USA ESG Leaders Select 5% Issuer Capped Index	11.40	17.03	16.85	15.84	0.42	0.74	0.64	35.15	2020-02-19 - 2020-03-23
MSCI ACWI IMI Index	2.30	15.64	15.40	15.04	0.39	0.69	0.48	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
CU2 FP	Amundi	Amundi MSCI USA UCITS ETF - EUR (C)	ETF	MSCI USA ESG Leaders Select 5% Issuer Capped Index	USD
CU2U FP	Amundi	Amundi MSCI USA UCITS ETF - USD (C)	ETF	MSCI USA ESG Leaders Select 5% Issuer Capped Index	USD
SADU FP	Amundi	Amundi MSCI USA ESG Leaders Select - UCITS ETF Dr (C)	ETF	MSCI USA ESG Leaders Select 5% Issuer Capped Index	USD

ESG metrics

Summary

MSCI USA ESG Leaders Select 5% Issuer Capped Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

100.0% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

95.9% coverage

MSCI USA ESG Leaders Select 5% Issuer Capped Index	Score	Coverage
ESG Score	7.4	100.0%
UN Global Compact Violations % (*)	0.0%	100.0%
Red Flag ESG Controversies % (*)	0.0%	100.0%

MSCI ACWI IMI Index	Score	Coverage
ESG Score	6.6	89.8%
UN Global Compact Violations % (*)	0.1%	99.9%
Red Flag ESG Controversies % (*)	0.1%	99.9%

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

Data available as of April 2025. The information was updated as part of the regular monthly update cycle. Data available as of April 2025. 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

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

MSCI USA ESG Leaders Select 5% Issuer Capped Index	Score	Coverage
Environmental Pillar Score	6.3	100.0%
Aggregated Climate VaR %	-10.6%	--
Policy Risk Climate VaR %	-6.6%	100.0%
Technology Opportunities Climate VaR %	0.3%	93.2%
Physical Risk Climate VaR %	-4.3%	100.0%
Fossil Fuel-Based Sector Exposure (NACE) %	4.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	153.6	100.0%
Reported Emissions %	92.9%	--
Estimated Emissions %	7.0%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	479.2	100.0%
High Climate Impact Sector Exposure %	48.9%	100.0%
Fossil Fuel Reserves % (*)	0.7%	100.0%
Green Revenue	11.6	100.0%
Green Capex %	0.0%	4.7%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.8	89.8%
Aggregated Climate VaR %	-18.8%	--
Policy Risk Climate VaR %	-12.3%	97.7%
Technology Opportunities Climate VaR %	1.2%	64.1%
Physical Risk Climate VaR %	-7.7%	92.1%
Fossil Fuel-Based Sector Exposure (NACE) %	6.7%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	348.9	98.0%
Reported Emissions %	87.2%	--
Estimated Emissions %	12.5%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	808.6	98.0%
High Climate Impact Sector Exposure %	57.9%	100.0%
Fossil Fuel Reserves % (*)	5.1%	99.1%
Green Revenue	7.5	99.8%
Green Capex %	0.4%	5.0%
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 April 2025. The information was updated as part of the regular monthly update cycle. Data available as of April 2025. 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.

MSCI USA ESG Leaders Select 5% Issuer Capped Index	Score	Coverage
Social Pillar Score	5.3	100.0%
Controversial Weapons %	0.0%	100.0%
Tobacco Involvement - Highly Restrictive %	0.0%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.0%	100.0%
Social Violations (Count)	0.0	100.0%
Social Violations (% of Constituents)	0.0%	100.0%
Lack of Due Diligence Policy (ILO) %	40.4%	100.0%
Gender Pay Gap	12.4	87.8%
Female:Male Board Diversity Ratio	55.6	100.0%
Total Recordable Injury Rate	4.0	95.2%
Bribery and Corruption Controversies (Sum)	7.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.7%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.8%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.9%
Social Violations (Count)	15.0	99.9%
Social Violations (% of Constituents)	0.1%	99.9%
Lack of Due Diligence Policy (ILO) %	36.0%	99.0%
Gender Pay Gap	14.3	81.6%
Female:Male Board Diversity Ratio	56.1	98.0%
Total Recordable Injury Rate	5.4	72.9%
Bribery and Corruption Controversies (Sum)	206.0	99.9%

MSCI USA ESG Leaders Select 5% Issuer Capped Index	Score	Coverage
Governance Pillar Score	5.8	100.0%
Board Independence	82.7	100.0%
Board Gender Diversity	34.7	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.6	89.7%
Board Independence	78.6	98.3%
Board Gender Diversity	33.9	98.3%

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MICROSOFT CORP	5.27%
NVIDIA	4.27%
TESLA	4.00%
LILLY (ELI) & COMPANY	3.56%
VISA A	2.93%
ALPHABET A	2.54%
MASTERCARD A	2.21%
ALPHABET C	2.19%
PROCTER & GAMBLE CO	1.88%
HOME DEPOT	1.76%

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MSCI USA ESG Leaders Select 5% Issuer Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

3 index-linked ETPs

ESG metrics

Summary

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

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

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI USA ESG Leaders Select 5% Issuer Capped Index	11.40	17.03	16.85	15.84	0.42	0.74	0.64	35.15	2020-02-19 - 2020-03-23
MSCI ACWI IMI Index	2.30	15.64	15.40	15.04	0.39	0.69	0.48	58.59	2007-10-31 - 2009-03-09

Featured solutions bring together a variety of products to create approaches customized to your needs

MSCI Research Weekly

By topic

By asset class

Geospatial Asset Intelligence

Index categories

Index resources

MSCI All Country Venture-Backed Private Company Indexes

By asset class

By theme

Tariffs Raise the Specter of Stagflation: Three Macro Scenarios

Who we are

News and events

Innovation

Grow with us

MSCI USA ESG Leaders Select 5% Issuer Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

3 index-linked ETPs

ESG metrics

Summary

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA ESG Leaders Select 5% Issuer Capped Index

MSCI ACWI IMI Index

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

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