MSCI USA Ex Mega Cap Select Index

The MSCI USA Ex Mega Cap Select Index aims to represent the performance of the securities in the MSCI USA Index excluding the constituents of the MSCI USA Mega Cap Select Index.

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Index code	758086
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	1.71
P/E	22.39
P/E Fwd	17.40
P/BV	3.91

Number of constituents	463
Index Market Cap	$25.47 T
Largest constituent Market Cap	$259.02 B
Smallest constituent Market Cap	$7.03 B
Average constituent Market Cap	$55.03 B
Median constituent Market Cap	$37.02 B
Does this benchmark pursue ESG objectives?	No

Data as of Oct. 30, 2026

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI USA Ex Mega Cap Select Index	17.73	12.45	15.59	15.70	1.10	0.32	0.66	57.55	2007-07-19 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.02	14.99	14.96	1.36	0.44	0.67	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
XMGA GY	Amundi	Amundi MSCI USA Ex Mega Cap UCITS ETF - Acc	ETF	MSCI USA Ex Mega Cap Select Index	USD

ESG metrics

Summary

MSCI USA Ex Mega Cap Select Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

98.1% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.3% coverage

MSCI USA Ex Mega Cap Select Index	Score	Coverage
ESG Score	6.8	99.6%
UN Global Compact Violations % (*)	0.0%	99.8%
Red Flag ESG Controversies % (*)	0.0%	99.8%

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 USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

MSCI USA Ex Mega Cap Select Index	Score	Coverage
Environmental Pillar Score	5.8	99.6%
Aggregated Climate VaR %	-20.9%	--
Policy Risk Climate VaR %	-16.9%	98.9%
Technology Opportunities Climate VaR %	1.2%	89.0%
Physical Risk Climate VaR %	-4.6%	98.9%
Fossil Fuel-Based Sector Exposure (NACE) %	8.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	319.7	99.6%
Reported Emissions %	90.9%	--
Estimated Emissions %	8.9%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	955.4	99.4%
High Climate Impact Sector Exposure %	60.0%	100.0%
Fossil Fuel Reserves % (*)	4.2%	99.8%
Green Revenue	4.3	99.8%
Green Capex %	0.5%	13.2%
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 %.

MSCI USA Ex Mega Cap Select Index	Score	Coverage
Social Pillar Score	4.9	99.6%
Controversial Weapons %	1.4%	99.8%
Tobacco Involvement - Highly Restrictive %	0.6%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.5%	99.8%
Social Violations (Count)	0.0	99.8%
Social Violations (% of Constituents)	0.0%	99.8%
Lack of Due Diligence Policy (ILO) %	32.3%	99.6%
Gender Pay Gap	14.2	82.1%
Female:Male Board Diversity Ratio	55.2	98.9%
Total Recordable Injury Rate	4.0	88.8%
Bribery and Corruption Controversies (Sum)	15.0	99.8%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.8%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.9%
Social Violations (Count)	11.0	100.0%
Social Violations (% of Constituents)	0.1%	100.0%
Lack of Due Diligence Policy (ILO) %	22.7%	97.5%
Gender Pay Gap	14.0	83.8%
Female:Male Board Diversity Ratio	55.8	96.7%
Total Recordable Injury Rate	4.0	69.1%
Bribery and Corruption Controversies (Sum)	103.0	100.0%

MSCI USA Ex Mega Cap Select Index	Score	Coverage
Governance Pillar Score	6.2	99.6%
Board Independence	83.9	99.6%
Board Gender Diversity	34.2	99.6%

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%

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MSCI USA Ex Mega Cap Select Index

Score

Coverage

ESG Score

6.8

99.6%

UN Global Compact Violations % (*)

0.0%

99.8%

Red Flag ESG Controversies % (*)

0.0%

99.8%

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%

MSCI USA Ex Mega Cap Select Index

Score

Coverage

Environmental Pillar Score

5.8

99.6%

Aggregated Climate VaR %

-20.9%

Policy Risk Climate VaR %

-16.9%

98.9%

Technology Opportunities Climate VaR %

1.2%

89.0%

Physical Risk Climate VaR %

-4.6%

98.9%

Fossil Fuel-Based Sector Exposure (NACE) %

8.0%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

319.7

99.6%

Reported Emissions %

90.9%

Estimated Emissions %

8.9%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

955.4

99.4%

High Climate Impact Sector Exposure %

60.0%

100.0%

Fossil Fuel Reserves % (*)

4.2%

99.8%

Green Revenue

4.3

99.8%

Green Capex %

0.5%

13.2%

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 % (**)

THERMO FISHER SCIENTIFIC	1.02%
AMGEN	0.99%
CROWDSTRIKE HLDGS A	0.98%
IBM CORP	0.95%
LINDE (NEW)	0.93%
GILEAD SCIENCES	0.83%
CITIGROUP	0.82%
ANALOG DEVICES	0.80%
AMPHENOL CORP	0.77%
DISNEY (WALT)	0.76%

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI USA Ex Mega Cap Select Index	17.73	12.45	15.59	15.70	1.10	0.32	0.66	57.55	2007-07-19 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.02	14.99	14.96	1.36	0.44	0.67	58.59	2007-10-31 - 2009-03-09

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MSCI USA Ex Mega Cap Select Index

Index risk and return characteristics

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ESG metrics

Summary

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

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

ESG metrics

Summary

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI USA Ex Mega Cap Select Index

MSCI ACWI IMI Index

Index risk and return characteristics

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