MSCI USA Select Screened Index

The MSCI USA Select Screened Index is based on the MSCI USA Index, its parent index, and includes large and mid-cap securities of the U.S. equity markets. The index excludes companies from the parent index that are associated with conventional, controversial, civilian and nuclear weapons and tobacco, that are assigned an MSCI ESG Rating of 'CCC', that derive revenues from thermal coal and oil sands extraction or that are not in compliance with the United Nations Global Compact principles.

Index code	737014
Inception date	Nov. 30, 2015
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.10
P/E	29.30
P/E Fwd	22.91
P/BV	5.53

Number of constituents	534
Index Market Cap	$48.95 T
Largest constituent Market Cap	$3.58 T
Smallest constituent Market Cap	$2.00 B
Average constituent Market Cap	$91.68 B
Median constituent Market Cap	$31.44 B
Does this benchmark pursue ESG objectives?	No

Data as of Dec. 31, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI USA Select Screened Index	5.72	17.63	18.81		0.52	0.75		33.69	2020-03-23 - 2020-02-19
MSCI ACWI IMI Index	2.39	16.31	17.82	15.06	0.34	0.55	0.59	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
XRSM GY	DWS	Xtrackers MSCI USA ESG Screened UCITS ETF 1C	ETF	MSCI USA Select Screened Index	USD
XRME GR	DWS	Xtrackers MSCI USA ESG Screened UCITS ETF 2C EUR Hedged	ETF	MSCI USA Select Screened Index	USD

ESG metrics

Summary

MSCI USA Select Screened Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

99.4% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.8% coverage

MSCI USA Select Screened Index	Score	Coverage
ESG Score	6.4	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	89.4%
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 Dec. 31, 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 USA Select Screened Index

MSCI ACWI IMI Index

MSCI USA Select Screened Index	Score	Coverage
Environmental Pillar Score	6.3	100.0%
Aggregated Climate VaR %	-8.3%	--
Policy Risk Climate VaR %	-5.2%	100.0%
Technology Opportunities Climate VaR %	0.5%	91.9%
Physical Risk Climate VaR %	-3.6%	99.8%
Fossil Fuel-Based Sector Exposure (NACE) %	2.3%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	126.9	99.6%
Reported Emissions %	87.7%	--
Estimated Emissions %	12.0%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	466.4	100.0%
High Climate Impact Sector Exposure %	53.0%	100.0%
Fossil Fuel Reserves % (*)	1.6%	100.0%
Green Revenue	11.0	100.0%
Green Capex %	0.0%	3.5%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.9	89.4%
Aggregated Climate VaR %	-17.1%	--
Policy Risk Climate VaR %	-11.7%	97.9%
Technology Opportunities Climate VaR %	1.7%	64.2%
Physical Risk Climate VaR %	-7.1%	88.2%
Fossil Fuel-Based Sector Exposure (NACE) %	6.6%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	350.3	97.2%
Reported Emissions %	85.4%	--
Estimated Emissions %	14.1%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	816.1	97.4%
High Climate Impact Sector Exposure %	58.1%	99.9%
Fossil Fuel Reserves % (*)	4.9%	98.4%
Green Revenue	7.8	99.8%
Green Capex %	0.4%	4.8%
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 Dec. 31, 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 USA Select Screened Index	Score	Coverage
Social Pillar Score	4.9	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) %	38.0%	100.0%
Gender Pay Gap	13.0	65.5%
Female:Male Board Diversity Ratio	57.4	99.4%
Total Recordable Injury Rate	6.6	93.0%
Bribery and Corruption Controversies (Sum)	23.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.4%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.6%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.5%	99.9%
Social Violations (Count)	17.0	99.9%
Social Violations (% of Constituents)	0.1%	99.9%
Lack of Due Diligence Policy (ILO) %	36.2%	98.0%
Gender Pay Gap	13.9	61.4%
Female:Male Board Diversity Ratio	55.8	96.2%
Total Recordable Injury Rate	4.9	73.2%
Bribery and Corruption Controversies (Sum)	186.0	99.8%

MSCI USA Select Screened Index	Score	Coverage
Governance Pillar Score	5.3	100.0%
Board Independence	81.8	100.0%
Board Gender Diversity	35.2	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.6	89.4%
Board Independence	78.4	97.6%
Board Gender Diversity	33.8	97.6%

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APPLE	7.33%
NVIDIA	6.02%
MICROSOFT CORP	5.99%
AMAZON.COM	4.59%
META PLATFORMS A	3.08%
ALPHABET A	2.44%
TESLA	2.38%
ALPHABET C	2.11%
BROADCOM	2.01%
JPMORGAN CHASE & CO	1.55%

Index categories

Products for indexes

Direct Indexing

MSCI USA Select Screened Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

2 index-linked ETPs

ESG metrics

Summary

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Select Screened 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
	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI USA Select Screened Index	5.72	17.63	18.81		0.52	0.75		33.69	2020-03-23 - 2020-02-19
MSCI ACWI IMI Index	2.39	16.31	17.82	15.06	0.34	0.55	0.59	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI USA Select Screened Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

2 index-linked ETPs

ESG metrics

Summary

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Select Screened Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Select Screened 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.