MSCI UK IMI Low Carbon SRI Leaders Select Index

The MSCI United Kingdom IMI Low Carbon SRI Leaders Select Index is based on the MSCI United Kingdom IMI, its parent index, and includes large, mid and small-cap securities of the United Kingdom equity markets

Index code	734646
Inception date	March 17, 2021
Div Yld (%)	3.62
P/E	13.45
P/E Fwd	12.29
P/BV	2.16

Number of constituents	132
Index Market Cap	$1.24 T
Largest constituent Market Cap	$166.22 B
Smallest constituent Market Cap	$617.90 M
Average constituent Market Cap	$9.45 B
Median constituent Market Cap	$3.74 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI UK IMI Low Carbon SRI Leaders Select Index	37.83	17.71	19.23		0.27	0.39		40.12	2020-03-23 - 2019-12-16
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
XASX GR	DWS	Xtrackers MSCI UK ESG UCITS ETF 1D	ETF	MSCI UK IMI Low Carbon SRI Leaders Select Index	GBP

ESG metrics

Summary

MSCI UK IMI Low Carbon SRI Leaders Select Index

Implied Temperature Rise

> 1.5°C - < 2°C

100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

MSCI UK IMI Low Carbon SRI Leaders Select Index	Score	Coverage
ESG Score	8.38	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

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

MSCI UK IMI Low Carbon SRI Leaders Select Index	Score	Coverage
Environmental Pillar Score	5.93	100.00%
Aggregated Climate VaR %	-18.52%	--
Policy Risk Climate VaR %	-8.25%	100.00%
Technology Opportunities Climate VaR %	1.54%	78.79%
Physical Risk Climate VaR %	-11.81%	90.15%
Fossil Fuel-Based Sector Exposure (NACE) %	2.18%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	202.47	100.00%
Reported Emissions %	98.26%	--
Estimated Emissions %	1.74%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	414.07	98.48%
High Climate Impact Sector Exposure %	55.37%	100.00%
Fossil Fuel Reserves % (*)	0.00%	100.00%
Green Revenue	3.13	100.00%
Green Capex %	0.00%	3.03%
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.

MSCI UK IMI Low Carbon SRI Leaders Select Index	Score	Coverage
Social Pillar Score	5.45	100.00%
Controversial Weapons %	0.00%	100.00%
Tobacco Involvement - Highly Restrictive %	0.00%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.00%	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	11.88	81.82%
Female:Male Board Diversity Ratio	85.46	100.00%
Total Recordable Injury Rate	1.83	87.12%
Bribery and Corruption Controversies (Sum)	1.00	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%

MSCI UK IMI Low Carbon SRI Leaders Select Index	Score	Coverage
Governance Pillar Score	7.26	100.00%
Board Independence	76.97	100.00%
Board Gender Diversity	45.82	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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HSBC HOLDINGS (GB)	13.31%
UNILEVER PLC (GB)	12.97%
RELX (GB)	7.04%
GSK	6.75%
3I GROUP	3.46%
RECKITT BENCKISER GROUP	3.43%
ASHTEAD GROUP	2.72%
PRUDENTIAL	2.05%
LEGAL & GENERAL GROUP	1.45%
INTERCONTINENTAL HOTELS	1.41%

Index categories

Products for indexes

Direct Indexing

MSCI UK IMI Low Carbon SRI Leaders Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select 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
MSCI UK IMI Low Carbon SRI Leaders Select Index	37.83	17.71	19.23		0.27	0.39		40.12	2020-03-23 - 2019-12-16
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

MSCI UK IMI Low Carbon SRI Leaders Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI UK IMI Low Carbon SRI Leaders Select Index

MSCI ACWI IMI

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

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