MSCI EAFE Analyst Sentiment Select Index

The MSCI EAFE Analyst Sentiment Select Index is based on MSCI EAFE Index, its parent index which includes large and mid-cap stocks across 21 Developed Markets countries around the world, excluding the US and Canada. The index uses an optimization process that aims to maximize the exposure to the Analyst Sentiment factor, while controlling for active risk, active specific risk and net ex-ante beta relative to the parent index.

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Index code	763972
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	2.45
P/E	18.99
P/E Fwd	14.89
P/BV	2.66

Number of constituents	100
Index Market Cap	$6.98 T
Largest constituent Market Cap	$361.63 B
Smallest constituent Market Cap	$17.82 B
Average constituent Market Cap	$69.86 B
Median constituent Market Cap	$52.89 B
Does this benchmark pursue ESG objectives?	No

Data as of June 30, 2026

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI EAFE Analyst Sentiment Select Index	114.26	13.88	16.30	15.58	0.94	0.53	0.65	61.85	2007-10-31 - 2009-03-09
MSCI ACWI IMI Index	2.60	12.84	15.17	14.97	1.09	0.51	0.71	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
VEFA US	VanEck	VanEck MSCI EAFE Analyst Sentiment ETF	ETF	MSCI EAFE Analyst Sentiment Select Index

ESG metrics

Summary

MSCI EAFE Analyst Sentiment Select Index

Implied Temperature Rise

> 3.2°C

99.0% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.9% coverage

MSCI EAFE Analyst Sentiment Select Index	Score	Coverage
ESG Score	7.9	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	6.7	88.2%
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 June 2026. The information was updated as part of the regular monthly update cycle. Data available as of June 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 EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

MSCI EAFE Analyst Sentiment Select Index	Score	Coverage
Environmental Pillar Score	6.0	100.0%
Aggregated Climate VaR %	-20.2%	--
Policy Risk Climate VaR %	-15.8%	99.0%
Technology Opportunities Climate VaR %	2.1%	90.0%
Physical Risk Climate VaR %	-6.1%	98.0%
Fossil Fuel-Based Sector Exposure (NACE) %	12.7%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	563.3	100.0%
Reported Emissions %	95.8%	--
Estimated Emissions %	4.2%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1303.7	100.0%
High Climate Impact Sector Exposure %	56.9%	100.0%
Fossil Fuel Reserves % (*)	9.0%	100.0%
Green Revenue	3.1	100.0%
Green Capex %	0.4%	7.0%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.7	88.2%
Aggregated Climate VaR %	-16.4%	--
Policy Risk Climate VaR %	-11.5%	96.1%
Technology Opportunities Climate VaR %	1.5%	63.3%
Physical Risk Climate VaR %	-5.4%	89.2%
Fossil Fuel-Based Sector Exposure (NACE) %	6.5%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	317.5	96.5%
Reported Emissions %	90.1%	--
Estimated Emissions %	9.4%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	923.4	96.4%
High Climate Impact Sector Exposure %	64.7%	100.0%
Fossil Fuel Reserves % (*)	4.7%	98.0%
Green Revenue	9.2	99.3%
Green Capex %	0.4%	15.4%
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 June 2026. The information was updated as part of the regular monthly update cycle. Data available as of June 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.

MSCI EAFE Analyst Sentiment Select Index	Score	Coverage
Social Pillar Score	5.1	100.0%
Controversial Weapons %	0.0%	100.0%
Tobacco Involvement - Highly Restrictive %	1.9%	--
Tobacco Involvement - Moderately Restrictive % (*)	1.9%	100.0%
Social Violations (Count)	0.0	100.0%
Social Violations (% of Constituents)	0.0%	100.0%
Lack of Due Diligence Policy (ILO) %	12.7%	100.0%
Gender Pay Gap	18.2	96.0%
Female:Male Board Diversity Ratio	65.5	100.0%
Total Recordable Injury Rate	2.7	93.0%
Bribery and Corruption Controversies (Sum)	3.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	88.2%
Controversial Weapons %	0.4%	99.7%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.7%
Social Violations (Count)	11.0	99.9%
Social Violations (% of Constituents)	0.1%	99.9%
Lack of Due Diligence Policy (ILO) %	23.1%	97.3%
Gender Pay Gap	14.2	84.3%
Female:Male Board Diversity Ratio	54.6	97.0%
Total Recordable Injury Rate	4.1	69.3%
Bribery and Corruption Controversies (Sum)	104.0	99.9%

MSCI EAFE Analyst Sentiment Select Index	Score	Coverage
Governance Pillar Score	6.7	100.0%
Board Independence	78.8	100.0%
Board Gender Diversity	37.7	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.9	88.2%
Board Independence	79.1	98.9%
Board Gender Diversity	33.3	98.9%

Index resources

Bringing Analyst Sentiment to Index Investing

Institutional equity analysts frequently revise earnings forecasts, cash-flow expectations, sales estimates, price targets, and recommendations.

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ASML HLDG	5.18%
ABB LTD	2.64%
OCBC BANK	2.32%
RIO TINTO PLC (GB)	2.21%
HSBC HOLDINGS (GB)	2.21%
BHP GROUP (AU)	2.13%
ING GROEP	2.08%
BARCLAYS	2.01%
MURATA MANUFACTURING CO	2.01%
BP	1.94%

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MSCI EAFE Analyst Sentiment Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Index resources

Bringing Analyst Sentiment to Index Investing

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

		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 EAFE Analyst Sentiment Select Index	114.26	13.88	16.30	15.58	0.94	0.53	0.65	61.85	2007-10-31 - 2009-03-09
MSCI ACWI IMI Index	2.60	12.84	15.17	14.97	1.09	0.51	0.71	58.59	2007-10-31 - 2009-03-09

Featured solutions bring together a variety of products to create approaches customized to your needs

MSCI Research Weekly

By topic

By asset class

Introducing MSCI IndexAI Insights™

Index categories

Index resources

Daily private asset indexes

By asset class

By theme

The 2026 MSCI GP Survey

Who we are

News and events

Innovation

Grow with us

MSCI EAFE Analyst Sentiment Select Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI EAFE Analyst Sentiment Select Index

MSCI ACWI IMI Index

Index resources

Bringing Analyst Sentiment to Index Investing

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

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