MSCI World Momentum Advanced Select Index

The MSCI World Momentum Advanced Select Index is based on MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) countries. The index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms along with the exposure to a momentum factor.

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Index code	738853
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.47
P/E	22.42
P/E Fwd	17.45
P/BV	4.03

Number of constituents	186
Index Market Cap	$38.30 T
Largest constituent Market Cap	$1.53 T
Smallest constituent Market Cap	$17.00 B
Average constituent Market Cap	$205.93 B
Median constituent Market Cap	$118.10 B
Does this benchmark pursue ESG objectives?	Yes

Data as of Sept. 30, 2026

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI World Momentum Advanced Select Index	153.73	16.22	17.62	16.28	1.24	0.50	0.77	32.55	2020-02-19 - 2020-03-23
MSCI ACWI IMI Index	2.62	12.22	15.06	14.97	1.28	0.53	0.67	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
CBUH GY	iShares	iShares MSCI World Momentum Factor Adv UCITS ETF	ETF	MSCI World Momentum Advanced Select Index	USD

ESG metrics

Summary

MSCI World Momentum Advanced Select Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

98.9% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.0% coverage

MSCI World Momentum Advanced Select Index	Score	Coverage
ESG Score	7.5	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	6.7	88.0%
UN Global Compact Violations % (*)	0.1%	99.8%
Red Flag ESG Controversies % (*)	0.1%	99.8%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Sept. 2026. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI Solutions LLC, a subsidiary of MSCI Inc. MSCI Sustainability Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI Solutions LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

Consolidated environmental rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

MSCI World Momentum Advanced Select Index	Score	Coverage
Environmental Pillar Score	6.3	100.0%
Aggregated Climate VaR %	-16.7%	--
Policy Risk Climate VaR %	-12.8%	98.9%
Technology Opportunities Climate VaR %	1.2%	89.2%
Physical Risk Climate VaR %	-3.9%	98.9%
Fossil Fuel-Based Sector Exposure (NACE) %	7.7%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	380.4	100.0%
Reported Emissions %	96.0%	--
Estimated Emissions %	4.0%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	716.3	99.5%
High Climate Impact Sector Exposure %	61.9%	100.0%
Fossil Fuel Reserves % (*)	3.7%	100.0%
Green Revenue	8.2	100.0%
Green Capex %	0.7%	9.1%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.7	88.0%
Aggregated Climate VaR %	-16.4%	--
Policy Risk Climate VaR %	-13.5%	96.1%
Technology Opportunities Climate VaR %	1.3%	63.6%
Physical Risk Climate VaR %	-4.6%	96.3%
Fossil Fuel-Based Sector Exposure (NACE) %	7.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	320.1	97.2%
Reported Emissions %	90.6%	--
Estimated Emissions %	9.3%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	894.6	96.8%
High Climate Impact Sector Exposure %	63.2%	100.0%
Fossil Fuel Reserves % (*)	5.1%	99.1%
Green Revenue	9.6	99.5%
Green Capex %	0.4%	13.7%
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 %.

MSCI World Momentum Advanced Select Index	Score	Coverage
Social Pillar Score	5.0	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) %	19.4%	100.0%
Gender Pay Gap	15.2	91.4%
Female:Male Board Diversity Ratio	61.5	100.0%
Total Recordable Injury Rate	2.9	93.0%
Bribery and Corruption Controversies (Sum)	14.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	88.0%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.9%
Social Violations (Count)	11.0	99.8%
Social Violations (% of Constituents)	0.1%	99.8%
Lack of Due Diligence Policy (ILO) %	22.7%	96.9%
Gender Pay Gap	14.1	83.9%
Female:Male Board Diversity Ratio	55.1	96.4%
Total Recordable Injury Rate	4.0	69.1%
Bribery and Corruption Controversies (Sum)	106.0	99.8%

MSCI World Momentum Advanced Select Index	Score	Coverage
Governance Pillar Score	6.1	100.0%
Board Independence	81.0	100.0%
Board Gender Diversity	36.6	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.8	88.0%
Board Independence	78.7	97.7%
Board Gender Diversity	33.5	97.7%

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MSCI World Momentum Advanced Select Index

Score

Coverage

ESG Score

7.5

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

6.7

88.0%

UN Global Compact Violations % (*)

0.1%

99.8%

Red Flag ESG Controversies % (*)

0.1%

99.8%

MSCI World Momentum Advanced Select Index

Score

Coverage

Environmental Pillar Score

6.3

100.0%

Aggregated Climate VaR %

-16.7%

Policy Risk Climate VaR %

-12.8%

98.9%

Technology Opportunities Climate VaR %

1.2%

89.2%

Physical Risk Climate VaR %

-3.9%

98.9%

Fossil Fuel-Based Sector Exposure (NACE) %

7.7%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

380.4

100.0%

Reported Emissions %

96.0%

Estimated Emissions %

4.0%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

716.3

99.5%

High Climate Impact Sector Exposure %

61.9%

100.0%

Fossil Fuel Reserves % (*)

3.7%

100.0%

Green Revenue

8.2

100.0%

Green Capex %

0.7%

9.1%

Green Bonds % (**)

MSCI ACWI IMI Index

Score

Coverage

Environmental Pillar Score

5.7

88.0%

Aggregated Climate VaR %

-16.4%

Policy Risk Climate VaR %

-13.5%

96.1%

Technology Opportunities Climate VaR %

1.3%

63.6%

Physical Risk Climate VaR %

-4.6%

96.3%

Fossil Fuel-Based Sector Exposure (NACE) %

7.0%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

320.1

97.2%

Reported Emissions %

90.6%

Estimated Emissions %

9.3%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

894.6

96.8%

High Climate Impact Sector Exposure %

63.2%

100.0%

Fossil Fuel Reserves % (*)

5.1%

99.1%

Green Revenue

9.6

99.5%

Green Capex %

0.4%

13.7%

Green Bonds % (**)

APPLE	4.02%
NVIDIA	3.89%
ALPHABET A	2.95%
JOHNSON & JOHNSON	2.62%
MICRON TECHNOLOGY	2.43%
ROYAL BANK OF CANADA	2.19%
TORONTO-DOMINION BANK	2.11%
NOVARTIS	2.09%
CATERPILLAR	2.00%
MICROSOFT CORP	1.82%

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI World Momentum Advanced Select Index	153.73	16.22	17.62	16.28	1.24	0.50	0.77	32.55	2020-02-19 - 2020-03-23
MSCI ACWI IMI Index	2.62	12.22	15.06	14.97	1.28	0.53	0.67	58.59	2007-10-31 - 2009-03-09

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MSCI World Momentum Advanced Select Index

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ESG metrics

Summary

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

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ESG metrics

Summary

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI World Momentum Advanced Select Index

MSCI ACWI IMI Index

Index risk and return characteristics

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