MSCI USA Mega Cap Select Index

The MSCI USA Mega Cap Select Index aims to represent the performance of the largest securities of the MSCI USA Index based on the issuer market capitalization. As a final step, the Index is capped as per the MSCI 20/35 Indexes methodology.

Index code	758085
Inception date	Feb. 27, 2004
Benchmark administrator	MSCI LIMITED
Div Yld (%)	0.85
P/E	30.21
P/E Fwd	24.86
P/BV	7.57

Number of constituents	39
Index Market Cap	$27.41 T
Largest constituent Market Cap	$3.67 T
Smallest constituent Market Cap	$141.60 B
Average constituent Market Cap	$702.92 B
Median constituent Market Cap	$408.47 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 USA Mega Cap Select Index	8.55	18.24	18.99	16.21	0.72	0.95	0.89	50.84	2009-03-09 - 2007-10-09
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
MEGA GY	Amundi	Amundi MSCI USA Mega Cap UCITS ETF - Acc	ETF	MSCI USA Mega Cap Select Index	USD

ESG metrics

Summary

MSCI USA Mega Cap Select Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

100.0% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.8% coverage

MSCI USA Mega Cap Select Index	Score	Coverage
ESG Score	6.1	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 USA Mega Cap Select Index

MSCI ACWI IMI Index

MSCI USA Mega Cap Select Index	Score	Coverage
Environmental Pillar Score	6.1	100.0%
Aggregated Climate VaR %	-6.4%	--
Policy Risk Climate VaR %	-4.3%	100.0%
Technology Opportunities Climate VaR %	0.0%	94.8%
Physical Risk Climate VaR %	-2.1%	100.0%
Fossil Fuel-Based Sector Exposure (NACE) %	3.6%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	127.4	100.0%
Reported Emissions %	95.5%	--
Estimated Emissions %	4.4%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	431.5	100.0%
High Climate Impact Sector Exposure %	56.3%	100.0%
Fossil Fuel Reserves % (*)	5.2%	100.0%
Green Revenue	15.5	100.0%
Green Capex %	0.0%	5.1%
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 USA Mega Cap Select 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) %	30.5%	100.0%
Gender Pay Gap	10.7	64.1%
Female:Male Board Diversity Ratio	61.9	100.0%
Total Recordable Injury Rate	7.7	100.0%
Bribery and Corruption Controversies (Sum)	3.0	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 USA Mega Cap Select Index	Score	Coverage
Governance Pillar Score	4.7	100.0%
Board Independence	82.0	100.0%
Board Gender Diversity	36.6	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	13.71%
NVIDIA	11.86%
MICROSOFT CORP	10.72%
AMAZON.COM	7.46%
META PLATFORMS A	4.61%
TESLA	4.18%
ALPHABET A	3.99%
BROADCOM	3.70%
ALPHABET C	3.45%
JPMORGAN CHASE & CO	2.46%

Index categories

Products for indexes

Direct Indexing

MSCI USA Mega Cap Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Want to learn more about MSCI 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 USA Mega Cap Select Index	8.55	18.24	18.99	16.21	0.72	0.95	0.89	50.84	2009-03-09 - 2007-10-09
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 USA Mega Cap Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Mega Cap Select Index

MSCI ACWI IMI Index

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

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