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MSCI USA ESG Select Index

The MSCI USA ESG Select Index is designed to target companies with positive environmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI USA Index. The index is constructed through an optimization process that aims to maximize its exposure to ESG factors, subject to an expected tracking error of 1.8% and other constraints. It is sector-controlled, and is designed to over-weight companies with high ESG ratings and under-weight companies with low ratings. Tobacco and Controversial Weapons companies, as well as major producers of Alcohol, Gambling, Firearms, Military Weapons and Nuclear Power, 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.

 

Bloomberg Barclays MSCI US Aggregate ESG Select Index

The Bloomberg Barclays MSCI US Aggregate ESG Select Index is designed to represent the performance of bonds from issuers that exhibit ESG leadership, and exclude bonds from issuers that are inconsistent with specific values-based criteria.

Download the Bloomberg Barclays MSCI US Aggregate ESG Select Index Factsheet.


PERFORMANCE, FACTSHEETS AND METHODOLOGY

MSCI USA ESG Select Index Methodology

MSCI USA ESG Select Index

Factsheet | Performance

MSCI USA Extended ESG Select Index

Factsheet | Performance | Index Profile
 

Bloomberg Barclays MSCI US Aggregate ESG Select Index

Factsheet I Methodology

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.

MSCI ESG Ratings

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

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.

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