MSCI Europe ESG Filtered Min TE Index

The MSCI Europe ESG Filtered MIN TE Index is based on the MSCI Europe Index, its parent index, and includes large and mid-cap securities across Developed Markets (DM) in Europe. The index aims to represent the performance of a strategy that is designed to exclude companies based on various ESG and climate change criteria. Further, based on the companies’ ESG Scores, the index also excludes stocks in their corresponding Parent Index. As a final step, the index also aims to minimize the tracking error relative to the Parent Index through an optimization process.
Index code
737875
Inception date
Nov. 3, 2021
Div Yld (%)
3.18
P/E
15.32
P/E Fwd
13.94
P/BV
2.12
Number of constituents
322
Index Market Cap
$9.12 T
Largest constituent Market Cap
$308.26 B
Smallest constituent Market Cap
$1.48 B
Average constituent Market Cap
$28.33 B
Median constituent Market Cap
$16.46 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI Europe ESG Filtered Min TE 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 Europe ESG Filtered Min TE Index
Score
Coverage
ESG Score
8.36
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.

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