MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

The MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index is based on the MSCI ACWI IMI Index, its parent index, and includes large, mid and small-cap securities across Developed Markets (DM) and Emerging Markets (EM) countries

Index code	738380
Inception date	Oct. 2, 2023
Div Yld (%)	1.17
P/E	39.78
P/E Fwd	21.03
P/BV	4.72

Number of constituents	267
Index Market Cap	$7.37 T
Largest constituent Market Cap	$585.40 B
Smallest constituent Market Cap	$247.60 M
Average constituent Market Cap	$27.62 B
Median constituent Market Cap	$2.16 B

Data as of Sept. 30, 2024

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	13.98	33.01	28.89		0.52	0.95		45.15	2022-10-14 - 2021-12-27
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
SEMI NA	iShares	iShares MSCI Global Semiconductors UCITS ETF - USD (Acc)	ETF	MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	USD

ESG metrics

Summary

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

98.13% coverage

MSCI ACWI IMI

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.69% coverage

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	Score	Coverage
ESG Score	7.93	92.51%
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 ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	Score	Coverage
Environmental Pillar Score	5.30	92.51%
Aggregated Climate VaR %	-3.77%	--
Policy Risk Climate VaR %	-2.65%	98.88%
Technology Opportunities Climate VaR %	0.58%	83.52%
Physical Risk Climate VaR %	-1.71%	79.40%
Fossil Fuel-Based Sector Exposure (NACE) %	0.00%	100.00%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	106.62	99.25%
Reported Emissions %	81.89%	--
Estimated Emissions %	18.09%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	626.99	99.25%
High Climate Impact Sector Exposure %	--	0.00%
Fossil Fuel Reserves % (*)	0.00%	99.25%
Green Revenue	12.18	100.00%
Green Capex %	0.11%	0.75%
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 ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	Score	Coverage
Social Pillar Score	7.05	92.51%
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	13.53	58.05%
Female:Male Board Diversity Ratio	47.35	98.50%
Total Recordable Injury Rate	1.01	68.54%
Bribery and Corruption Controversies (Sum)	0.00	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 ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	Score	Coverage
Governance Pillar Score	6.49	92.51%
Board Independence	82.37	99.25%
Board Gender Diversity	31.24	99.25%

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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BROADCOM	7.94%
ADVANCED MICRO DEVICES	7.71%
TAIWAN SEMICONDUCTOR MFG	7.59%
NVIDIA	7.29%
ASML HLDG	6.87%
TEXAS INSTRUMENTS	4.67%
QUALCOMM	4.53%
APPLIED MATERIALS	4.49%
MICRON TECHNOLOGY	3.34%
ANALOG DEVICES	3.32%

Index categories

Products for indexes

Direct Indexing

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

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		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 ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index	13.98	33.01	28.89		0.52	0.95		45.15	2022-10-14 - 2021-12-27
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 ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated environmental rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated social rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

Consolidated governance rating distribution

MSCI ACWI IMI Semiconductors & Semiconductor Equipment ESG Screened Select Capped Index

MSCI ACWI IMI

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

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