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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.

The MSCI Extended ESG Focus Indexes are a variation of the MSCI ESG Focus Indexes. In addition to tobacco and controversial weapons companies, those with ties to civilian firearms production and retailing are not eligible for inclusion.

The MSCI ESG Ratings are constructed based on thousands of data points across 37 ESG Key Issues, focusing on the intersection between a company’s core business and the industry issues that can create significant ESG related risks and opportunities. Companies are rated on a AAA-CCC scale relative their industry peers.

The Bloomberg Barclays MSCI ESG Fixed Income Indexes also include ESG Focus Indexes.  For more information please visit the primer here and see the factsheets below.


This web page may contain analysis of historical data, which may include hypothetical, backtested or simulated performance results.  There are frequently material differences between backtested or simulated performance results and actual results subsequently achieved by any investment strategy.  Past performance — whether actual, backtested or simulated — is no indication or guarantee of future performance.  None of the information or analysis herein is intended to constitute investment advice or a recommendation to make (or refrain from making) any kind of investment decision or asset allocation and should not be relied on as such. Results may be different for the other indexes in the MSCI ESG Focus Index family.


PERFORMANCE, FACTSHEETS AND METHODOLOGY

MSCI ESG Focus Indexes Methodology
 

MSCI USA Small Cap Extended ESG Focus Index

Factsheet | Performance | Index Profile
 

MSCI USA Extended ESG Focus Index

Factsheet | Performance | Index Profile
 

MSCI EAFE Extended ESG Focus Index

Factsheet | Performance | Index Profile
 

MSCI Emerging Markets Extended ESG Focus Index

Factsheet | Performance | Index Profile
 

Bloomberg Barclays MSCI US Corporate ESG Focus Index

Factsheet
 

Bloomberg Barclays MSCI US Corporate 1-5 Year ESG Focus Index

Factsheet

 

Bloomberg Barclays MSCI US 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.

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