MSCI Europe Select 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.