Index Factsheet

MSCI ACWI Semiconductors & Semiconductor
Equipment ESG Filtered Index (USD)The MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered Index is based on the MSCI ACWI Semiconductors andSemiconductor Equipment Index, its parent index, and includes large and mid-cap securities across 23 Developed Markets (DM) and 8Emerging Markets (EM) countries*. The index aims to represent the performance of a select set of companies from the semiconductors
and semiconductor equipment industries that excludes companies involved in certain controversial businesses or have low ESG
Controversies and Ratings scores relative to a reference universe.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD)(NOV 2015 – SEP 2024)

ANNUAL PERFORMANCE (%)
MSCI ACWI
Semiconductors& Semiconductor
Equipment
ESG FilteredYear
MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered
MSCI ACWI Semiconductors & Semiconductor Equipment

1000.30
936.68800400

2023
2022
2021
2020
2019
2018
2017
2016

MSCI ACWI
Semiconductors& Semiconductor
Equipment79.28-36.44
44.55
53.25
58.45
-12.65
46.42
30.66

78.35
-36.67
44.90
51.87
55.45
-12.41
41.31
29.91

50
Nov 15

Aug 16

May 17

Feb 18

Nov 18Aug 19Apr 20Jan 21

Oct 21

Jul 22

Apr 23

Dec 23

Sep 24INDEX PERFORMANCE — NET RETURNS (%) (SEP 30, 2024)

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZEDMSCI ACWI Semiconductors& Semiconductor Equipment
ESG Filtered
MSCI ACWI Semiconductors &Semiconductor Equipment

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince30, 2015

1.13

-4.59

83.44

50.78

27.4635.61

na29.75

1.22-4.12

86.03

52.69

27.58

35.41

na28.79

Div Yld (%)

P/EP/E Fwd

P/BV

0.91

45.21

23.73

7.59

0.77

47.73

24.89

8.72

INDEX RISK AND RETURN CHARACTERISTICS (SEP 30, 2024)
ANNUALIZED STD DEV (%) 2

MSCI ACWI Semiconductors& Semiconductor Equipment
ESG Filtered
MSCI ACWI Semiconductors &Semiconductor Equipment
1SHARPE RATIO 2 , 3

10 Yr(%)

Period YYYY-MM-DD

1.10

na

1.07

47.35

2021-12-27—2022-10-14

1.09

na

1.04

47.48

2021-12-27—2022-10-14

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

13.20

35.51

30.08

na0.77

35.56

30.18

na0.77

1.51

Last 12 months

2

Based on monthly net returns data

3

MAXIMUM DRAWDOWNSince
Nov 30,2015Turnover(%) 1

Based on NY FED Overnight SOFR from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI ACWI Semiconductors & Semiconductor Equipment ESG FilteredIndex (USD)
INDEX CHARACTERISTICS
Number ofConstituentsIndex
LargestSmallest
Average
MedianTOP 10 CONSTITUENTSMSCI ACWI Semiconductors &Semiconductor Equipment ESG Filtered67

Mkt Cap ( USD Millions)

7,093,128.34
2,227,282.23
304.25
105,867.59
18,418.96

Country

NVIDIA
BROADCOMTAIWAN SEMICONDUCTOR MFG
ASML HLDGADVANCED MICRO DEVICESQUALCOMMTEXAS INSTRUMENTS
APPLIED MATERIALSMICRON TECHNOLOGYANALOG DEVICES
Total

SUB-INDUSTRY WEIGHTS

US
USTW
NL
US
US
US
USUS
US

Float Adj Mkt Cap( USD Billions)

Index
Wt. (%)

2,227.28
911.65894.41
399.15318.33227.81225.67
201.53137.86137.025,680.73

31.40
12.85
12.61
5.63
4.49
3.21
3.18
2.84
1.94
1.93
80.09

COUNTRY WEIGHTS
14.8%
6.32%

16.63%

3.25%
1.23%
1.4%

83.37%
73%

Semiconductors 83.37%

Semiconductor Materials & Equipment 16.63%

United States 73%

Taiwan 14.8%

South Korea 1.23%

Other 1.4%

Netherlands 6.32%

Japan 3.25%*DM countries include: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway,Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US. EM countries include: Brazil, China, Malaysia, Mexico, South Africa, South Korea Taiwan and Thailand.
The MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered Index was launched on Jul 20, 2021. Data prior to the launch date is back-tested test (i.e. calculationsof how the index might have performed over that time period had the index existed). There are frequently material differences between back-tested performance and actualresults. Past performance -- whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI ACWI Semiconductors & Semiconductor Equipment ESG Filtered Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

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