Index Factsheet

MSCI World ex Australia ex Fossil Fuel Select SRIand Low Carbon Capped Index (AUD)
The MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon Capped Index is based on MSCI World ex Australia Index, its parent
index, and includes large and mid-cap stocks across 22 Developed Markets (DM) countries*. The index is a capitalization weighted index
that aims to represent the performance of a set of companies that have high Environmental, Social and Governance (ESG) performance.
The index also selects companies with low carbon emissions relative to sales and low potential carbon emissions per dollar of market
capitalization, while excluding companies that own fossil fuel reserves used for energy purposes. The index aims to achieve diversiﬁcationby controlling for the maximum weight assigned to each security, thereby avoiding concentration risk.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (AUD)(NOV 2014 – SEP 2024)

ANNUAL PERFORMANCE (%)
MSCI World ex
Australia ex FF
Select SRI Low
Carbon Capped

YearMSCI World ex Australia ex FF Select SRI Low Carbon Capped
MSCI World ex Australia

314.76300

300.7620020232022
202120202019201820172016
2015

MSCI World
ex Australia

19.07
-7.93
25.88
5.29
27.79
-2.14
15.43
3.40
15.51

23.23
-12.52
29.58
5.73
27.97
1.52
13.38
7.92
11.80

10050
Nov 14

Sep 15

Jul 16

May 17

Mar 18Dec 18

Oct 19Aug 20Jun 21

Apr 22

Feb 23

Nov 23

Sep 24INDEX PERFORMANCE — NET RETURNS (%) (SEP 30, 2024)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr

Since
Nov 25, 2014MSCI World ex Australia ex FF
Select SRI Low Carbon Capped

-1.71

1.53

25.83

16.92

10.89

12.28

na

11.82

MSCI World ex Australia

-0.47

2.30

23.21

17.00

10.57

12.49

na

12.34

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

MAXIMUM DRAWDOWN

Beta

TrackingError (%)

Turnover(%) 13 Yr

5 Yr

10 Yr

(%)

Period YYYY-MM-DD

MSCI World ex Australia ex FF
Select SRI Low Carbon Capped

0.95

3.92

32.35

12.19

11.37

na

21.92

2020-02-20—2020-03-16

MSCI World ex Australia

1.00

0.00

2.32

11.83

11.93

na23.71

2020-02-20—2020-03-16

1

Last 12 months

2

Based on monthly net returns data

MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon Capped Index (AUD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon
Capped Index (AUD)
INDEX CHARACTERISTICS

Number ofConstituents

MSCI World ex
Australia ex FF
Select SRI Low
Carbon Capped

TOP 10 CONSTITUENTSMSCI Worldex Australia

158

NVIDIAADOBEASML HLDGNOVO NORDISK B
INTUIT
AMGENELEVANCE HEALTH
AUTOMATIC DATA PROCESSAIA GROUPZURICH INSURANCE GROUP
Total

1,353

Weight (%)

LargestSmallest
Average
Median

5.97
0.07
0.63
0.31

4.95
0.00
0.07
0.03

SECTOR WEIGHTSCountryIndex
Wt. (%)

USUS
NL
DK
US
US
US
US
HK
CH

5.97
4.67
4.28
4.11
3.53
3.52
2.46
2.31
2.03
1.80
34.68

ParentIndex
Wt. (%)

4.36
0.33
0.48
0.55
0.25
0.25
0.18
0.17
0.15
0.13
6.85

SectorInfo Tech
Info Tech
Info Tech
Health Care
Info Tech
Health Care
Health Care
Industrials
Financials
Financials

COUNTRY WEIGHTS

11.85%

11.34%

13.25%

6.69%
2.67%
2.14%

5.75%
26.12%

7.14%
7.27%
9.59%

0.66%
22.38%

0.1%
28.93%

44.13%

Financials 28.93%

Information Technology 22.38%

Health Care 13.25%

United States 44.13%

Industrials 11.85%

Consumer Discretionary 11.34%

Communication Services 6.69%

Switzerland 5.75%

Real Estate 2.67%

Materials 2.14%

Consumer Staples 0.66%

Japan 9.59%

Netherlands 7.27%

United Kingdom 7.14%

Other 26.12%

Utilities 0.1%

* Developed Markets countries include: 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.

MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon Capped Index (AUD) | msci.com

SEP 30, 2024

Index Factsheet

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MSCI World ex Australia ex Fossil Fuel Select SRI and Low Carbon Capped Index (AUD) | msci.com