MSCI Europe High Dividend Yield Low Carbon SRI Screened Select Index

The MSCI Europe High Dividend Yield Index Low Carbon SRI Screened Select Index is based on MSCI Europe Index, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) countries in Europe. The Index is designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms and maximizes its exposure to the Dividend Yield factor while limiting the Tracking Error relative to the MSCI Europe Index.