MSCI Global Climate 500 North America Selection Index

The MSCI Global Climate 500 North America Selection Index selects constituents from the MSCI ACWI Select Climate 500 Index that are also part of the MSCI North America Index. The parent index is designed to support investors seeking to reduce their exposure to greenhouse gas emissions and increase exposure to companies with emission reduction targets approved by the Science Based Targets initiative (SBTi).

Index code	755395
Inception date	May 29, 2020
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.40
P/E	26.59
P/E Fwd	21.69
P/BV	5.08

Number of constituents	294
Index Market Cap	$41.35 T
Largest constituent Market Cap	$2.77 T
Smallest constituent Market Cap	$25.97 B
Average constituent Market Cap	$140.65 B
Median constituent Market Cap	$74.13 B
Does this benchmark pursue ESG objectives?	No

Data as of Jan. 31, 2025

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI Global Climate 500 North America Selection Index	9.48	17.22			0.54			25.23	2022-10-12 - 2021-12-27
MSCI ACWI IMI Index	2.39	16.24	17.35	14.99	0.36	0.64	0.55	58.28	2009-03-09 - 2007-10-31

Ticker	Provider	Name	Product type	Index name	Currency
KLMN US	Invesco	Invesco MSCI North America Climate ETF	ETF	MSCI Global Climate 500 North America Selection Index	USD

ESG metrics

Summary

MSCI Global Climate 500 North America Selection Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

99.6% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.8% coverage

MSCI Global Climate 500 North America Selection Index	Score	Coverage
ESG Score	6.5	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	6.5	89.4%
UN Global Compact Violations % (*)	0.1%	99.9%
Red Flag ESG Controversies % (*)	0.1%	99.9%

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

Data available as of Jan. 31, 2025. 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 Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

MSCI Global Climate 500 North America Selection Index	Score	Coverage
Environmental Pillar Score	6.0	100.0%
Aggregated Climate VaR %	-10.4%	--
Policy Risk Climate VaR %	-7.0%	100.0%
Technology Opportunities Climate VaR %	0.5%	93.5%
Physical Risk Climate VaR %	-3.9%	100.0%
Fossil Fuel-Based Sector Exposure (NACE) %	5.4%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	186.7	100.0%
Reported Emissions %	91.5%	--
Estimated Emissions %	8.4%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	641.0	100.0%
High Climate Impact Sector Exposure %	56.7%	100.0%
Fossil Fuel Reserves % (*)	3.4%	100.0%
Green Revenue	9.7	100.0%
Green Capex %	0.0%	8.1%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.8	89.4%
Aggregated Climate VaR %	-17.3%	--
Policy Risk Climate VaR %	-11.9%	97.8%
Technology Opportunities Climate VaR %	1.7%	64.1%
Physical Risk Climate VaR %	-7.2%	88.1%
Fossil Fuel-Based Sector Exposure (NACE) %	6.7%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	350.7	97.5%
Reported Emissions %	86.9%	--
Estimated Emissions %	12.7%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	815.7	97.6%
High Climate Impact Sector Exposure %	58.3%	100.0%
Fossil Fuel Reserves % (*)	5.0%	98.7%
Green Revenue	7.6	99.9%
Green Capex %	0.4%	4.8%
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 Jan. 31, 2025. 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 Global Climate 500 North America Selection Index	Score	Coverage
Social Pillar Score	4.9	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) %	33.0%	100.0%
Gender Pay Gap	11.1	54.7%
Female:Male Board Diversity Ratio	59.8	100.0%
Total Recordable Injury Rate	5.5	93.8%
Bribery and Corruption Controversies (Sum)	17.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.4%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.5%	99.9%
Social Violations (Count)	16.0	99.9%
Social Violations (% of Constituents)	0.1%	99.9%
Lack of Due Diligence Policy (ILO) %	35.7%	99.5%
Gender Pay Gap	12.9	53.7%
Female:Male Board Diversity Ratio	56.2	97.5%
Total Recordable Injury Rate	4.8	73.2%
Bribery and Corruption Controversies (Sum)	195.0	99.9%

MSCI Global Climate 500 North America Selection Index	Score	Coverage
Governance Pillar Score	5.5	100.0%
Board Independence	83.5	100.0%
Board Gender Diversity	36.1	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.6	89.4%
Board Independence	78.9	97.8%
Board Gender Diversity	34.0	97.8%

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APPLE	7.05%
NVIDIA	6.07%
MICROSOFT CORP	5.54%
AMAZON.COM	3.83%
ALPHABET A	2.44%
META PLATFORMS A	2.40%
TESLA	2.17%
BROADCOM	1.92%
ALPHABET C	1.42%
JPMORGAN CHASE & CO	1.30%

Index categories

Products for indexes

Direct Indexing

MSCI Global Climate 500 North America Selection Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

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

		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 Global Climate 500 North America Selection Index	9.48	17.22			0.54			25.23	2022-10-12 - 2021-12-27
MSCI ACWI IMI Index	2.39	16.24	17.35	14.99	0.36	0.64	0.55	58.28	2009-03-09 - 2007-10-31

Index categories

Products for indexes

Direct Indexing

MSCI Global Climate 500 North America Selection Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Global Climate 500 North America Selection Index

MSCI ACWI IMI Index

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

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