MSCI Canada Index

The MSCI Canada Index is designed to measure the performance of the large and mid cap segments of the Canada market. The index covers approximately 85% of the free float-adjusted market capitalization in Canada.

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Index code	912400
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	2.14
P/E	19.93
P/E Fwd	15.87
P/BV	2.78

Number of constituents	80
Index Market Cap	$3.08 T
Largest constituent Market Cap	$282.04 B
Smallest constituent Market Cap	$4.07 B
Average constituent Market Cap	$38.57 B
Median constituent Market Cap	$17.53 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 Canada Index	2.14	13.15	16.26	17.24	1.55	0.53	0.57	60.57	2008-05-20 - 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
CCAU SW	iShares	iShares MSCI Canada UCITS ETF USD (Acc)	ETF	MSCI Canada Index	USD
CANCDA SW	UBS	UBS ETF (LU) MSCI Canada UCITS ETF (CAD) A-dis	ETF	MSCI Canada Index	USD
CANA SW	UBS	UBS ETF (LU) MSCI Canada UCITS ETF (CAD) A-acc	ETF	MSCI Canada Index	USD
HCAN LN	HSBC	HSBC MSCI CANADA UCITS ETF	ETF	MSCI Canada Index	USD
CANUKD SW	UBS	UBS ETF (LU) MSCI Canada UCITS ETF (CAD) A-UKdis	ETF	MSCI Canada Index	USD

ESG metrics

Summary

MSCI Canada 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

94.3% coverage

MSCI Canada Index	Score	Coverage
ESG Score	7.6	100.0%
UN Global Compact Violations % (*)	2.0%	100.0%
Red Flag ESG Controversies % (*)	2.0%	100.0%

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 Canada Index

MSCI ACWI IMI Index

MSCI Canada Index	Score	Coverage
Environmental Pillar Score	5.5	100.0%
Aggregated Climate VaR %	-24.7%	--
Policy Risk Climate VaR %	-22.5%	100.0%
Technology Opportunities Climate VaR %	0.5%	71.3%
Physical Risk Climate VaR %	-2.7%	100.0%
Fossil Fuel-Based Sector Exposure (NACE) %	23.3%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	523.5	100.0%
Reported Emissions %	86.2%	--
Estimated Emissions %	13.8%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1586.1	100.0%
High Climate Impact Sector Exposure %	48.6%	100.0%
Fossil Fuel Reserves % (*)	17.8%	100.0%
Green Revenue	1.3	100.0%
Green Capex %	0.1%	21.3%
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 Canada Index	Score	Coverage
Social Pillar Score	5.2	100.0%
Controversial Weapons %	0.0%	100.0%
Tobacco Involvement - Highly Restrictive %	1.3%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.0%	100.0%
Social Violations (Count)	1.0	100.0%
Social Violations (% of Constituents)	1.3%	100.0%
Lack of Due Diligence Policy (ILO) %	26.2%	100.0%
Gender Pay Gap	11.5	95.0%
Female:Male Board Diversity Ratio	66.1	100.0%
Total Recordable Injury Rate	4.8	88.8%
Bribery and Corruption Controversies (Sum)	3.0	100.0%

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 Canada Index	Score	Coverage
Governance Pillar Score	7.0	100.0%
Board Independence	84.5	100.0%
Board Gender Diversity	39.1	100.0%

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 Canada Index

Score

Coverage

ESG Score

7.6

100.0%

UN Global Compact Violations % (*)

2.0%

100.0%

Red Flag ESG Controversies % (*)

2.0%

100.0%

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 Canada Index

Score

Coverage

Environmental Pillar Score

5.5

100.0%

Aggregated Climate VaR %

-24.7%

Policy Risk Climate VaR %

-22.5%

100.0%

Technology Opportunities Climate VaR %

0.5%

71.3%

Physical Risk Climate VaR %

-2.7%

100.0%

Fossil Fuel-Based Sector Exposure (NACE) %

23.3%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

523.5

100.0%

Reported Emissions %

86.2%

Estimated Emissions %

13.8%

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

1586.1

100.0%

High Climate Impact Sector Exposure %

48.6%

100.0%

Fossil Fuel Reserves % (*)

17.8%

100.0%

Green Revenue

1.3

100.0%

Green Capex %

0.1%

21.3%

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 % (**)

ROYAL BANK OF CANADA	9.14%
TORONTO-DOMINION BANK	6.68%
SHOPIFY A	6.20%
BANK MONTREAL	3.79%
CANADIAN NAT RESOURCES	3.78%
BANK NOVA SCOTIA	3.73%
ENBRIDGE	3.50%
CANADIAN IMPERIAL BANK	3.45%
SUNCOR ENERGY	3.05%
AGNICO EAGLE MINES	2.72%

		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 Canada Index	2.14	13.15	16.26	17.24	1.55	0.53	0.57	60.57	2008-05-20 - 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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ESG metrics

Summary

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

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ESG metrics

Summary

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Canada Index

MSCI ACWI IMI Index

Index risk and return characteristics

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Get in touch.