MSCI Emerging Markets Climate Paris Aligned Index
Index code | 735618 |
Inception date | Nov. 11, 2020 |
Div Yld (%) | 2.04 |
P/E | 22.77 |
P/E Fwd | 16.59 |
P/BV | 2.94 |
Number of constituents | 367 |
Index Market Cap | $4.35 T |
Largest constituent Market Cap | $483.57 B |
Smallest constituent Market Cap | $262.29 M |
Average constituent Market Cap | $11.87 B |
Median constituent Market Cap | $5.22 B |
Index risk and return characteristics
Annualized std dev (%)2 | Sharpe ratio2,3 | Maximum drawdown | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Turnover(%)1 | 3 YR | 5 YR | 10 YR | 3 YR | 5 YR | 10 YR | % | Period YYYY-MM-DD | |
| MSCI Emerging Markets Climate Paris Aligned Index | 17.36 | 17.62 | 18.77 | 17.16 | -0.12 | 0.29 | 0.24 | 37.84 | 2022-10-24 - 2021-02-17 |
| 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 |
Top 10 constituents
TAIWAN SEMICONDUCTOR MFG | 11.10% |
TENCENT HOLDINGS LI (CN) | 5.07% |
ALIBABA GRP HLDG (HK) | 2.25% |
BHARAT ELECTRONICS | 2.04% |
INFOSYS | 1.91% |
DELTA ELECTRONICS | 1.84% |
SUZLON ENERGY LIMITED | 1.82% |
MEITUAN B | 1.43% |
ECOPRO CO | 1.39% |
SAMSUNG SDI CO | 1.33% |
Sector weights
Country weights
4 index-linked ETPs
| Ticker | Provider | Name | Product type | Index name | Currency |
|---|---|---|---|---|---|
| HPEM LN | HSBC | HSBC MSCI Emerging Markets Climate Paris Aligned UCITS ETF - Acc USD | ETF | MSCI Emerging Markets Climate Paris Aligned Index | USD |
| SPF7 GY | State Street | SPDR MSCI Emerging Markets Climate Paris Aligned UCITS ETF (Acc) | ETF | MSCI Emerging Markets Climate Paris Aligned Index | USD |
| FVEM GR | Franklin Templeton | Franklin MSCI Emerging Markets Climate Paris Aligned UCITS ETF | ETF | MSCI Emerging Markets Climate Paris Aligned Index | USD |
| EMPA SW | UBS | UBS (Irl) ETF plc - MSCI Emerging Markets Climate Paris Aligned UCITS ETF USD Acc | ETF | MSCI Emerging Markets Climate Paris Aligned Index | USD |
ESG metrics
Summary
MSCI Emerging Markets Climate Paris Aligned Index
MSCI ACWI IMI
MSCI Emerging Markets Climate Paris Aligned Index | Score | Coverage |
|---|---|---|
ESG Score | 5.78 | 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 Emerging Markets Climate Paris Aligned Index
MSCI ACWI IMI
MSCI Emerging Markets Climate Paris Aligned Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.65 | 100.00% |
Aggregated Climate VaR % | -5.36% | -- |
Policy Risk Climate VaR % | -3.89% | 100.00% |
Technology Opportunities Climate VaR % | 5.89% | 56.40% |
Physical Risk Climate VaR % | -7.35% | 88.83% |
Fossil Fuel-Based Sector Exposure (NACE) % | 2.63% | 100.00% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 111.63 | 99.73% |
Reported Emissions % | 83.41% | -- |
Estimated Emissions % | 16.50% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 667.77 | 100.00% |
High Climate Impact Sector Exposure % | 61.17% | 100.00% |
Fossil Fuel Reserves % (*) | 0.00% | 100.00% |
Green Revenue | 9.36 | 100.00% |
Green Capex % | 0.82% | 2.45% |
Green Bonds % (**) | -- | -- |
MSCI ACWI IMI | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.90 | 88.49% |
Aggregated Climate VaR % | -20.29% | -- |
Policy Risk Climate VaR % | -12.90% | 95.68% |
Technology Opportunities Climate VaR % | 1.97% | 63.31% |
Physical Risk Climate VaR % | -9.35% | 80.58% |
Fossil Fuel-Based Sector Exposure (NACE) % | 7.36% | 100.00% |
Enterprise Carbon Intensity (t CO2e/$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.
Consolidated social rating distribution
MSCI Emerging Markets Climate Paris Aligned Index
MSCI ACWI IMI
MSCI Emerging Markets Climate Paris Aligned Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 5.16 | 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 | 11.44 | 56.40% |
Female:Male Board Diversity Ratio | 28.39 | 100.00% |
Total Recordable Injury Rate | 1.09 | 82.56% |
Bribery and Corruption Controversies (Sum) | 10.00 | 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% |
(*) 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 governance rating distribution
MSCI Emerging Markets Climate Paris Aligned Index
MSCI ACWI IMI
MSCI Emerging Markets Climate Paris Aligned Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 4.87 | 100.00% |
Board Independence | 61.32 | 100.00% |
Board Gender Diversity | 20.39 | 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% |
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.