Skip to Content

MSCI ESG Focus Indexes

The MSCI ESG Focus Indexes are designed to target companies with positive environmental, social and governance (ESG) characteristics while closely representing the risk and return profile of the underlying market. Each index is constructed through an optimization process that aims to maximize its exposure to ESG, subject to a target tracking error and other constraints. The indexes are sector-diversified and are designed to over-weight companies with high MSCI ESG Ratings and under-weight companies with low ratings. Tobacco and Controversial Weapons companies are not eligible for inclusion.

 

MSCI ESG Focus Indexes Brochure

MSCI ESG Focus Indexes Methodology


MSCI ESG ENHANCED FOCUS INDEXES

The MSCI ESG Enhanced Focus indexes aim to maximize their ESG profile and reduce carbon exposure while maintaining risk and return characteristics similar to the underlying parent index.

 

MSCI ESG Enhanced Focus Indexes Brochure

MSCI ESG Enhanced Focus Indexes Methodology

 

KEY BENEFITS
 
  • Targets 30% reduction in carbon exposure compared with parent index
  • Designed to maintain a broad coverage with similar profile to market cap index
  • Aims to maximize exposure to companies with strong ESG profiles
  • Excludes exposure to Controversial Weapons and Tobacco Producers

 

Indexes
 
MSCI ESG EXTENDED FOCUS INDEXES

The MSCI Extended ESG Focus Indexes exclude tobacco and controversial weapons companies and those with ties to civilian firearms production and retailing.

The Indexes exclude producers of or ties with civilian firearms and all companies classified as a retailer that earn 5% or more in revenue or more than $20 million in revenue, from civilian firearms-related products.

 

MSCI ESG Extended Focus Indexes Brochure

MSCI ESG Extended Focus Indexes Methodology

 
INDEXES

MSCI Emerging Markets Extended ESG Focus Index

Factsheet (USD) | Factsheet (CAD) | Performance

MSCI USA Small Cap Extended ESG Focus Index

Factsheet

MSCI USA Extended ESG Focus Index

Factsheet (USD) | Factsheet (CAD) | Performance

MSCI EAFE Extended ESG Focus Index

Factsheet (USD) | Factsheet (CAD) | Performance

MSCI Canada IMI Extended ESG Focus Index (Gross/CAD)

Factsheet (CAD) | Performance

 

Bloomberg Barclays MSCI Fixed Income Indexes

Bloomberg Barclays MSCI 1-5 year Canadian Aggregate ESG Focus Index

Factsheet

Bloomberg Barclays MSCI Canadian Aggregate ESG Focus Index

Factsheet

MSCI ESG Indexes

The MSCI ESG Indexes are designed to support common approaches to ESG investing, and help institutional investors more effectively benchmark to ESG investment performance as well as manage, measure and report on ESG mandates.

Getting Focused on ESG Investing

The challenge some investors face is how to integrate ESG into their investment process and maintain equity market-like exposure at the same time. The MSCI ESG Focus Indexes are designed to help.

MSCI ESG Ratings

MSCI ESG Ratings is designed to support institutional investors’ growing ESG integration, manager reporting, engagement and portfolio monitoring needs.

Back to Top