MSCI World Climate Action Index - North America Subset
The MSCI World Climate Action - North America Sub-Index is a regional subset of the MSCI World Climate Action Index, concentrating on large and mid-cap securities within North America. The index assesses companies based on climate-related criteria, selecting the top 50% per sector from the parent index to provide exposure to climate transition leaders while maintaining sector balance.
MSCI World Climate Action Index - North America Subset
Implied Temperature Rise
> 2.0°C - < 3.2°C
99.0% coverage
MSCI ACWI IMI Index
Implied Temperature Rise
> 2.0°C - < 3.2°C
94.3% coverage
MSCI World Climate Action Index - North America Subset
Score
Coverage
ESG Score
6.6
99.8%
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
89.8%
UN Global Compact Violations % (*)
0.1%
100.0%
Red Flag ESG Controversies % (*)
0.1%
100.0%
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 Climate Action Index - North America Subset
MSCI ACWI IMI Index
MSCI World Climate Action Index - North America Subset
Score
Coverage
Environmental Pillar Score
5.9
99.8%
Aggregated Climate VaR %
-10.6%
--
Policy Risk Climate VaR %
-9.5%
99.0%
Technology Opportunities Climate VaR %
0.7%
90.2%
Physical Risk Climate VaR %
-3.7%
99.0%
Fossil Fuel-Based Sector Exposure (NACE) %
4.5%
100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)
145.6
99.8%
Reported Emissions %
97.5%
--
Estimated Emissions %
2.5%
--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)
634.6
99.8%
High Climate Impact Sector Exposure %
61.9%
100.0%
Fossil Fuel Reserves % (*)
3.3%
100.0%
Green Revenue
14.7
100.0%
Green Capex %
0.2%
12.9%
Green Bonds % (**)
--
--
MSCI ACWI IMI Index
Score
Coverage
Environmental Pillar Score
5.7
89.8%
Aggregated Climate VaR %
-17.1%
--
Policy Risk Climate VaR %
-13.9%
96.3%
Technology Opportunities Climate VaR %
1.3%
63.8%
Physical Risk Climate VaR %
-4.7%
96.5%
Fossil Fuel-Based Sector Exposure (NACE) %
7.4%
100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)
331.4
97.8%
Reported Emissions %
92.5%
--
Estimated Emissions %
7.4%
--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)
1039.8
97.4%
High Climate Impact Sector Exposure %
62.9%
100.0%
Fossil Fuel Reserves % (*)
5.6%
99.1%
Green Revenue
9.3
99.9%
Green Capex %
0.4%
12.9%
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 Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 social rating distribution
MSCI World Climate Action Index - North America Subset
MSCI ACWI IMI Index
MSCI World Climate Action Index - North America Subset
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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 governance rating distribution
MSCI World Climate Action Index - North America Subset
MSCI ACWI IMI Index
MSCI World Climate Action Index - North America Subset
Score
Coverage
Governance Pillar Score
5.4
99.8%
Board Independence
83.0
99.8%
Board Gender Diversity
35.6
99.8%
MSCI ACWI IMI Index
Score
Coverage
Governance Pillar Score
5.8
89.8%
Board Independence
79.0
98.6%
Board Gender Diversity
33.8
98.6%
Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 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.
Index risk and return characteristics
Annualized std dev (%)2
Sharpe ratio2,3
Maximum drawdown
Index
Turnover(%)1
3 YR
5 YR
10 YR
3 YR
5 YR
10 YR
%
Period YYYY-MM-DD
MSCI World Climate Action Index - North America Subset
