Index Factsheet

MSCI World Financials ESG Reduced Carbon Select
20 35 Capped Index (USD)The MSCI World Financials ESG Reduced Carbon Select 20 35 Capped Index is based on MSCI World Financials Index, its parent index,
which includes large and mid-cap stocks across 23 Developed Markets (DM) countries*. The index is designed to support investors seeking
to increase exposure to positive environmental, social and governance (ESG) factors by 20% and aim to reduce the carbon-equivalent
exposure to carbon dioxide (CO2) and other greenhouse gases (GHG) as well as their exposure to potential emissions risk of fossil fuelreserves by thirty percent (30%) relative to the Parent Index. All securities in the index are classiﬁed in the Financials sector as per theGlobal Industry Classiﬁcation Standard (GICS®). The index is weighted in accordance with the MSCI Capped Indexes methodology, suchthat the largest group entity within each Index is capped at 35% while all other group entities are capped at 20%, with a buffer of 10%
applied on these limits at each index rebalancing.
For a complete description of the index methodology, please see Index methodology - MSCI.

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

ANNUAL PERFORMANCE (%)
MSCI World
Financials
ESG ReducedCarbon Select
20 35 Capped

Year
MSCI World Financials ESG Reduced Carbon Select 20 35 Capped
MSCI World Financials
217.15211.69

200

2023
2022
2021
2020
2019
2018
2017
2016

MSCI World
Financials

17.13-11.25
26.25
-0.61
25.68
-16.84
23.86
13.25

16.16
-10.19
27.87
-2.84
25.51
-16.97
22.74
12.47

10050
May 15Mar 16

Dec 16

Sep 17

Jul 18Apr 19Jan 20

Nov 20Aug 21

May 22

Mar 23

Dec 23

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

FUNDAMENTALS (SEP 30, 2024)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr MaySince
29, 2015

MSCI World Financials ESG
Reduced Carbon Select 20 35
Capped

2.29

12.31

39.61

22.34

9.79

11.66

na

8.65

MSCI World Financials

1.15

10.68

37.92

21.80

9.66

11.42

na

8.35

Div Yld (%)

P/EP/E Fwd

P/BV

3.13

14.68

12.79

1.89

2.70

14.44

12.97

1.73

INDEX RISK AND RETURN CHARACTERISTICS (MAY 29, 2015 – SEP 30, 2024)
ANNUALIZED STD DEV (%) 2Beta

MSCI World Financials ESG
Reduced Carbon Select 20 35
Capped1.01

1.74

MSCI World Financials

1.00

0.00

1Last 12 months

SHARPE RATIO 2 , 3

MAXIMUM DRAWDOWN

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

10 Yr

Since
May 29,2015

27.12

19.79

22.50

na

0.40

0.50

na

0.43

43.54

2018-01-26—2020-03-23

2.54

19.33

22.12

na

0.40

0.50

na0.42

44.02

2018-01-26—2020-03-23

Tracking TurnoverError (%) (%) 12

Based on monthly net returns data3(%)

Period YYYY-MM-DD

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

MSCI World Financials ESG Reduced Carbon Select 20 35 Capped Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

MSCI World Financials ESG Reduced Carbon Select 20 35 Capped Index(USD)
INDEX CHARACTERISTICS

Number ofConstituents

MSCI WorldFinancials
ESG ReducedCarbon Select
20 35 Capped

LargestSmallest
Average
MedianTOP 10 CONSTITUENTSMSCI WorldFinancials

230

Country

MASTERCARD A
VISA A
ZURICH INSURANCE GROUPBANK NOVA SCOTIAMUENCHENER RUECKVERSICHMORGAN STANLEYAXA
BANK NEW YORK MELLONMOODY'S CORP
MACQUARIE GROUP
Total

232

Weight (%)
4.77
0.02
0.43
0.08

5.65
0.02
0.43
0.20

SUB-INDUSTRY WEIGHTS

US
USCH
CADE
US
FR
US
US
AU

Index
Wt. (%)

4.77
4.14
2.85
2.80
2.71
2.66
2.61
2.44
2.44
2.40
29.83

Parent Index
Wt. (%)

3.80
4.01
0.82
0.62
0.68
1.18
0.65
0.49
0.72
0.54
13.51

COUNTRY WEIGHTS

6.49%

5.02%

6.17%

4.71%

6.77%

8.03%

4.59%

7.05%

9.48%

4.24%

7.14%

22.4%

11.29%

4.2%
10.77%

24.46%

10.86%

Diversified Banks 24.46%

46.32%

Transaction & Payment Processing Services 10.86%

Financial Exchanges & Data 10.77%
Life & Health Insurance 8.03%

Multi-line Insurance 9.48%

United States 46.32%
Germany 6.17%

Canada 11.29%

Australia 7.05%

Switzerland 6.77%

Other 22.4%

Asset Management & Custody Banks 7.14%

Property & Casualty Insurance 6.49%
Investment Banking & Brokerage 4.59%

Consumer Finance 5.02%

Reinsurance 4.71%

Diversified Capital Markets 4.24%

Other 4.2%

* 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.
The MSCI World Financials ESG Reduced Carbon Select 20 35 Capped Index was launched on Jan 07, 2022. 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 actual or back-tested -- is no indication or guarantee of future performance.

MSCI World Financials ESG Reduced Carbon Select 20 35 Capped Index (USD) | msci.com

SEP 30, 2024

Index Factsheet

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