Social Sharing
Minimum Volatility ESG Reduced Carbon Target Indexes hero image
Minimum Volatility ESG Reduced Carbon Target Indexes content
MSCI Single Factor ESG Reduced Carbon Target Indexes
For many investment managers and product providers, the key challenge of combining factor and ESG into a single portfolio has been to construct an appropriate methodological framework to balance the desired factor exposure while meeting ESG considerations. MSCI is at the forefront of the integration of ESG into factor portfolios to enable investors to better manage key drivers of risk and return with an extensive set of risk factor models, ESG research and factor and ESG indexes.
MSCI Single Factor ESG Reduced Carbon Target Indexes are designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms along with the factor. This Index series uses an exclusion and optimization-based framework.
MSCI Value ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI World Value ESG Reduced Carbon Target Select Index (USD) (NET)
- MSCI USA Value ESG Reduced Carbon Target Select Index (USD) (NET)
MSCI Momentum ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI World Momentum ESG Reduced Carbon Target Select Index (USD) (NET)
- MSCI USA Momentum ESG Reduced Carbon Target Select Index (USD) (NET)
MSCI Minimum Volatility ESG Reduced Carbon Target Indexes
Factsheets and Performance
- MSCI World Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Emerging Markets Minimum Volatility ESG Reduced Carbon Target Index
- MSCI USA Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Japan Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Europe Minimum Volatility ESG Reduced Carbon Target Index
- MSCI EMU Minimum Volatility ESG Reduced Carbon Target Index
Note: Companies involved in certain business activities relating to environmental (thermal coal, oil sands), social (tobacco, controversial weapons, nuclear weapons and civilian firearms) and governance (severe business controversies ) criteria, are excluded from inclusion into the index.
MSCI Minimum Volatility Extended ESG Reduced Carbon Target Indexes
Factsheets and Performance
- MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index
Note: Companies involved in certain business activities relating to environmental (thermal coal, oil sands), social (tobacco, controversial weapons, and civilian firearms) and governance (severe business controversies ) criteria, are excluded from inclusion into the index.
related content
Related Content
Factor Strategies with ESG Integration
Anthony Kruger, Director, EMEA Head of Factor ETFs at BlackRock and Hitendra Varsani, Executive Director, Global Solutions Research at MSCI discuss the latest factor updates and how investors can integrate factors and ESG to help improve long-term performance and reduce risk.
Watch the VideoAre Factors & ESG the New Tea & Biscuits?
What’s behind the growth of ETFs that combine factors and ESG? Some feel it’s a natural partnership, an inevitable evolution, while others have questions about the explanatory power of ESG and the effects of integrating it into portfolios. We explore the topic with MSCI’s Raina Oberoi and Anthony Kruger of iShares.
Listen to PodcastFactor Indexes Overview
Adding to the investment tool kit. Learn more about our factor index offering.
Learn More