MSCI World 20% Screened TE Constrained Select Index

The MSCI World 20% Screened TE Constrained Select Index (the 'Index') aims to represent the performance of an investment strategy that is designed to exclude companies based on ESG and climate criteria. ESG Scores, the index excludes 20% of the number of stocks from the MSCI World Index ( the 'Parent index'). As a final step, the index aims to minimize the tracking error relative to the Parent index through an optimization process.
Index code
757123
Index type
Equity
Benchmark administrator
MSCI LIMITED
Div Yld (%)
1.70
P/E
23.18
P/E Fwd
18.59
P/BV
3.64
Number of constituents
854
Index Market Cap
$54.42 T
Largest constituent Market Cap
$2.81 T
Smallest constituent Market Cap
$4.64 B
Average constituent Market Cap
$63.72 B
Median constituent Market Cap
$38.34 B
Does this benchmark pursue ESG objectives?
Yes
Data as of Feb. 27, 2026 

ESG metrics

Summary

MSCI World 20% Screened TE Constrained Select Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
99.7% coverage

MSCI ACWI IMI Index

Implied Temperature Rise
> 2.0°C - < 3.2°C
95.9% coverage
MSCI World 20% Screened TE Constrained Select Index
Score
Coverage
ESG Score
7.7
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
6.5
88.0%
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 Feb. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Feb. 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 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.

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