Index Factsheet

MSCI ACWI ESG Leaders Index (USD)The MSCI ACWI ESG Leaders Index is a free ﬂoat-adjusted market capitalization-weighted index designed to represent the performanceof companies that are selected from the MSCI AWCI Index (“Parent Index”) based on Environmental, Social and Governance (ESG) criteria.
These criteria exclude constituents based on involvement in speciﬁc business activities, as well as ESG ratings and exposure to ESG
controversies. The Indexes are derived from the MSCI ACWI Index and aim to achieve sector weights that reﬂect the sector weights of thecorresponding Parent Index. The MSCI ACWI ESG Leaders Index consists of Large and Mid cap companies across 23 Developed Markets(DM) and 24 Emerging Markets (EM) countries*. The Index construction targets 50% free ﬂoat-adjusted market capitalization coverage ofeach Global Industry Classiﬁcation Standard (GICS®) sector by selecting constituents primarily based on criteria including the ESG rating,the trend in that rating and the company’s industry-adjusted ESG score. The Index is a member of the MSCI ESG Leaders Index series.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (USD)(JUL 2009 – JUL 2024)

ANNUAL PERFORMANCE (%)

MSCI ACWI ESG Leaders460.79MSCI ACWI

441.7740020050
Jul 09Oct 10

Jan 12

Apr 13

Jul 14

Oct 15

Jan 17

Apr 18Jul 19Oct 20Jan 22

Apr 23Year

MSCI ACWIESG Leaders

MSCI ACWI

2023
2022
2021
2020
2019
2018
2017
2016
2015
2014
2013
2012
2011
2010

23.66
-19.57
21.33
16.58
27.89
-8.11
23.77
8.50
-1.72
5.40
25.13
15.87
-5.77
13.2622.81-17.96
19.04
16.82
27.30
-8.93
24.62
8.48
-1.84
4.71
23.44
16.80
-6.86
13.21

Jul 24INDEX PERFORMANCE — GROSS RETURNS (%) (JUL 31, 2024)

FUNDAMENTALS (JUL 31, 2024)
ANNUALIZED

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr SepSince
28, 2007MSCI ACWI ESG Leaders

0.85

7.90

18.36

13.69

6.26

11.85

9.48

MSCI ACWI

1.64

8.23

17.55

13.41

6.26

11.57

9.29

Div Yld (%)

P/EP/E Fwd

P/BV

7.30

1.77

23.05

18.82

3.68

6.76

1.89

21.29

17.63

3.14INDEX RISK AND RETURN CHARACTERISTICS (SEP 28, 2007 – JUL 31, 2024)
ANNUALIZED STD DEV (%) 2Beta

MSCI ACWI ESG Leaders

0.98

1.35

MSCI ACWI

1.00

0.00

1Last 12 months

2SHARPE RATIO 2 , 3

MAXIMUM DRAWDOWN

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

10 Yr

Since
Sep 28,2007(%)

Period YYYY-MM-DD

8.33

17.27

17.31

14.64

0.25

0.61

0.58

0.43

56.82

2007-10-31—2009-03-09

2.41

16.78

17.43

14.82

0.26

0.59

0.57

0.40

58.06

2007-10-31—2009-03-09

Tracking TurnoverError (%) (%) 1

Based on monthly gross returns data

3

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

The MSCI ESG Leaders Indexes are products of MSCI Inc. that utilize information such as company ratings and research produced and provided by MSCI ESG Research LLC(MSCI ESG Research), a subsidiary of MSCI Inc.
* 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, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia,Korea, Kuwait, Malaysia, Mexico, Peru, Philippines, Poland, Qatar, Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI ACWI ESG Leaders Index was launched on Jun 06, 2013. Data prior to the launch date is back-tested test (i.e. calculations of how the index might have performed
over that time period had the index existed). There are frequently material differences between back-tested performance and actual results. Past performance -- whether actualor back-tested -- is no indication or guarantee of future performance.

MSCI ACWI ESG Leaders Index (USD) | msci.com

JUL 31, 2024

Index Factsheet

INDEX CHARACTERISTICS
Number ofConstituents

MSCI ACWIESG Leaders

TOP 10 CONSTITUENTSMSCI ACWI

1,202

2,757

MICROSOFT CORP
NVIDIA
ALPHABET A
ALPHABET CTAIWAN SEMICONDUCTOR MFG
TESLA
LILLY (ELI) & COMPANYNOVO NORDISK B
VISA A
MASTERCARD A
Total

Weight (%)

LargestSmallest
Average
Median7.47
0.000.08
0.02

4.35
0.00
0.04
0.01

CountryIndex
Wt. (%)

USUSUSUSTW
USUS
DKUSUS

7.47
7.40
2.56
2.24
1.77
1.68
1.64
1.09
1.06
0.98
27.89

ParentIndex
Wt. (%)

3.94
3.91
1.35
1.18
0.94
0.89
0.87
0.58
0.56
0.52
14.73

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

FACTORS - KEY EXPOSURES THAT DRIVE RISK AND RETURNMSCI FACTOR BOX

MSCI FaCS

UNDERWEIGHTNEUTRAL

VALUE
Relatively Inexpensive StocksOVERWEIGHTLOW SIZE
Smaller Companies
MOMENTUM
Rising Stocks
QUALITY
Sound Balance Sheet Stocks
YIELD
Cash Flow Paid Out
LOW VOLATILITY
Lower Risk Stocks<-1.50MSCI ACWI ESG Leaders

MSCI FaCS provides absolute factor exposuresrelative to abroad global index - MSCI ACWI IMI.

+1.5<
MSCI ACWI

Neutral factor exposure (FaCS = 0) represents
MSCI ACWI IMI.

SECTOR WEIGHTS

COUNTRY WEIGHTS

10.07%
10.21%

8.93%

3.26%

2.72%

5.94%

5.64%

2.7%
20.82%

4.09%
2.91%
11.33%

2.15%
1.68%15.41%

27.28%

Information Technology 27.28%
Industrials 10.21%

Financials 15.41%

Consumer Discretionary 10.07%

Consumer Staples 5.94%

Materials 4.09%

64.86%

Health Care 11.33%

United States 64.86%

Communication Services 8.93%

Canada 2.7%

Energy 2.91%

Japan 5.64%

United Kingdom 3.26%

China 2.72%

Other 20.82%

Real Estate 2.15%

Utilities 1.68%

MSCI ACWI ESG Leaders Index (USD) | msci.com

JUL 31, 2024

Index Factsheet

MSCI FACTOR BOX AND FaCS FRAMEWORK (Please refer to complete description of the MSCI FaCS methodology here)
MSCI FaCS is a standard method for evaluating and reporting the Factor characteristics of equity portfolios. MSCI FaCS consistsof Factor Groups (e.g. Value, Size, Momentum, Quality, Yield, and Volatility) that have been extensively documented in academic
literature and validated by MSCI Research as key drivers of risk and return in equity portfolios. These Factor Groups are constructedby aggregating 16 factors (e.g. Book-to-Price, Earnings/Dividend Yields, LT Reversal, Leverage, Earnings Variability/Quality, Beta)from the latest Barra global equity factor risk model, GEMLT, designed to make fund comparisons transparent and intuitive for use.
The MSCI Factor Box, which is powered by MSCI FaCS, provides a visualization designed to easily compare absolute exposuresof funds/indexes and their benchmarks along 6 Factor Groups that have historically demonstrated excess market returns overthe long run.

ABOUT MSCIMSCI is a leading provider of critical decision support tools and services for the global investment community. With over 45 years of expertise in research, data and technology, we power better investment
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