Index Factsheet

MSCI USA IMI with Expanded Fossil Fuel Exclusions
Index (USD)The MSCI USA IMI with Expanded Fossil Fuel Exclusions Index is based on the MSCI USA IMI Index, its parent index, and captures large, midand small-cap stocks of the U.S. equity markets. The index represents the performance of the broad market while excluding companies
with an industry tie to thermal coal, in particular reserve ownership, production and power generation. It also excludes companies withevidence of owning fossil fuel reserves regardless of their industries, including companies that own less than 50% of a reserves ﬁeld.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (USD)(NOV 2014 – SEP 2024)

ANNUAL PERFORMANCE (%)
MSCI USA IMI with
Expanded Fossil
Fuel Exclusions

Year

MSCI USA IMI with Expanded Fossil Fuel Exclusions
MSCI USA IMI

335.53320.76

300

200

2023
2022
2021
2020
2019
2018
2017
2016
2015

MSCI USA IMI

28.55-21.58
25.54
23.58
32.45
-4.97
22.72
11.66
2.72

26.25
-19.22
26.12
21.10
31.14-5.20
21.28
12.66
0.64

10050
Nov 14

Sep 15

Jul 16

May 17Mar 18

Dec 18

Oct 19Aug 20Jun 21

Apr 22

Feb 23

Nov 23

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

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZED

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince
25, 2014

MSCI USA IMI with Expanded
Fossil Fuel Exclusions

2.21

6.17

36.75

20.89

10.02

15.65

na

MSCI USA IMI

2.08

6.18

35.31

20.66

10.40

15.44

na

Div Yld (%)

P/EP/E Fwd

P/BV

13.07

1.23

28.9222.26

5.02

12.55

1.31

27.75

21.69

4.61

INDEX RISK AND RETURN CHARACTERISTICS (NOV 25, 2014 – SEP 30, 2024)
ANNUALIZED STD DEV (%) 2

Beta

MSCI USA IMI with Expanded
Fossil Fuel Exclusions

1.01

0.88

MSCI USA IMI

1.00

0.00

1Last 12 months

2

SHARPE RATIO 2 , 3

MAXIMUM DRAWDOWN

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

10 Yr

Since
Nov 25,2014

1.94

18.17

18.80

na0.43

0.75

na

0.74

34.45

2020-02-19—2020-03-23

1.81

17.85

18.64

na0.450.74

na0.7235.00

2020-02-19—2020-03-23Tracking TurnoverError (%) (%) 1

Based on monthly gross returns data

3(%)

Period YYYY-MM-DD

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

MSCI USA IMI with Expanded Fossil Fuel Exclusions Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI USA IMI with Expanded Fossil Fuel Exclusions Index (USD)

INDEX CHARACTERISTICS
Number ofConstituents

MSCI USA IMI with
Expanded Fossil
Fuel Exclusions

LargestSmallest
AverageMedianTOP 10 CONSTITUENTSMSCI USA IMI2,231Index
Wt. (%)APPLEMICROSOFT CORP
NVIDIAAMAZON.COM
META PLATFORMS A
ALPHABET A
ALPHABET C
BROADCOMTESLALILLY (ELI) & COMPANY
Total

2,336

Weight (%)
6.53
0.00
0.04
0.01

6.14
0.00
0.04
0.01

6.53
5.85
5.75
3.36
2.41
1.87
1.63
1.47
1.45
1.38
31.69

ParentIndex
Wt. (%)

6.14
5.50
5.41
3.16
2.27
1.76
1.53
1.38
1.36
1.30
29.80

SectorInfo Tech
Info Tech
Info Tech
Cons Discr
Comm Srvcs
Comm Srvcs
Comm Srvcs
Info Tech
Cons Discr
Health Care

SECTOR WEIGHTS
10.21%

8.94%

11.36%5.91%
2.96%
2.56%

12.47%

0.89%
0.89%
12.65%

31.17%

Information Technology 31.17%

Financials 12.65%

Health Care 12.47%

Consumer Discretionary 11.36%

Industrials 10.21%

Communication Services 8.94%

Consumer Staples 5.91%

Real Estate 2.96%

Materials 2.56%

Energy 0.89%

Utilities 0.89%

The MSCI USA IMI with Expanded Fossil Fuel Exclusions Index was launched on Jun 23, 2020. Data prior to the launch date is back-tested test (i.e. calculations of how theindex might have performed over that time period had the index existed). There are frequently material differences between back-tested performance and actual results. Pastperformance -- whether actual or back-tested -- is no indication or guarantee of future performance.

MSCI USA IMI with Expanded Fossil Fuel Exclusions Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

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