Index Factsheet

MSCI EUR High Yield ESG Leaders Corporate Bond Index
The MSCI Fixed Income ESG Leaders Indexes are market value-weighted indexes designed to represent the performance of fixed income securities from issuersthat are selected from an underlying index based on Environmental, Social and Governance (ESG) criteria.
Cumulative Index Performance

Annual Performance(%)

EUR Returns Aug 2016 - Aug 2024

Year

MSCI EUR High
Yield ESG
Leaders
Corporate BondIndex

MSCI EUR High
Yield CorporateBond Index

2023

10.64

12.69

2022

-10.00-10.26

2021

2.40

3.71

2020

1.092.31

2019

10.17

10.43

2018

-3.37

-3.66

2017

6.03

6.41

Index Performance
EUR returns (%) August 30, 2024
ANNUALIZED RETURN (%)

1 Month

3 Months

1 YearYear to Date

3 Years

5 Years

10 Years

Since Aug 31,
2016

MSCI EUR High Yield ESG Leaders
Corporate Bond Index

0.91

2.67

9.76

3.99

0.88

1.55

0.00

2.48

MSCI EUR High Yield Corporate Bond Index

0.98

2.87

10.95

4.76

1.86

2.67

3.37

3.20

Max
Drawdown(%)

Max
Drawdown
PeriodIndex

Index Risk and Return Characteristics
EUR returns (%) August 30, 2024
ANNUALIZED STD. DEVIATION (%)

Index
MSCI EUR High Yield ESG Leaders
Corporate Bond Index
MSCI EUR High Yield Corporate BondIndex

TrackingError (%)

Turnover*(%)

3 Years

0.75

84.72

-87.27RISK RETURN RATIO

5 Years

Since Aug31, 2016

3 Years

5 Years

Since Aug31, 2016

7.09

8.77

7.23

0.12

0.18

0.34

19.95

2020-02-20 -2020-03-23

7.31

9.21

7.58

0.25

0.29

0.42

20.52

2020-02-20 -2020-03-23*Over rebalance of last 12 months

The MSCI EUR High Yield ESG Leaders Corporate Bond Index was launched on Jun 29, 2020. Data prior to the launch date is back-tested data (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 offuture performance.

© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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Index Factsheet

Index Profile
Maturity# of Securities# of Issuers

Market Value
USD (MM)

Coupon*Price*

Yield To WorstEffective
Duration

Effective
Convexity

OAS**(bps)

Weighted Credit
Rating

0-3 Years

103

73

57,416

3.23

96.51

5.30

1.65

-0.10

257

BB

3-5 Years

104

74

63,583

4.18

96.68

5.08

3.11-0.10

271

BB-

5-7 Years

38

34

22,354

4.44

98.56

4.85

3.65

-0.02

248

BB

7-10 Years

22

13

13,7685.17

102.03

4.53

3.60

0.15

240

BB+

10-20 Years

332,452

5.02

101.72

4.63

4.63

0.28

239

BB+

20+ Years

19915,531

4.22

99.35

4.64

4.01

0.30

252

BB+Aggregate

289

137

175,104

3.99

97.56

5.042.84-0.03

258

BB

* Par Weighted** Effective Duration Weighted

Credit Rating Breakdown

ESG Metrics
MSCI EUR High Yield
ESG Leaders
Corporate Bond Index

MSCI EUR High Yield
Corporate Bond Index

ESG score--

Environmental Pillar Score--

Fossil Fuel Reserves (%)--

WACI (Scope 1+2)*--

WACI (Scope 1+2+3)*--

Green Revenues (%)--

Green Bonds (%)--

Social Pillar Score--

Controversial Weapons (%)--

Tobacco (%)--

Very Severe Controversies (%)--

Governance Pillar Score--*(t CO2e/$M Sales)

Top 5 Securities
Security Name

ISIN

Currency

SectorGRLS 3.875 2028

XS2393001891

EUR

Health Care

CRDI 2.731 2032

XS2101558307

EUR

Financials

OGNX 2.875 2028

XS2332250708

EUR

Health Care

FRVIA 2.75 2027

XS2405483301

EUR

Consumer Discretionary

BAYG 7 2083

XS2684846806

EUR

Health Care

© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

Country of Domicile

Security Credit Rating

Index Weight (%)

Parent Index Weight (%)

Spain

CCC+0.84

0.42

Italy

BB+

0.78

0.38USABB

0.76

0.38

FranceBB

0.74

0.37

GermanyBB+

0.71

0.35

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Index Factsheet

Top 5 Issuers
Issuer NameIndex Weight (%)

Parent Index Weight (%) Sector

FORVIA SE

3.42

1.70 Consumer Discretionary

TELECOM ITALIA SPA

3.30

1.64 Communication Services

COMMERZBANK AG

3.06

1.52 Financials

SOFTBANK GROUP CORP

3.03

1.50 Communication Services

BANCO BPM SPA

3.03

1.50 Financials

Sector Weights

Country Weights© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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Index Factsheet

Index Framework
The MSCI Fixed Income ESG Leaders Indexes are derived from underlying MSCI Corporate Bond Indexes ("Parent Indexes") and aim to achieve sector weightsthat reflect the sector weights of the corresponding Parent Indexes. Index construction criteria excludes constituents based on involvement in specific businessactivities as well as exposure to ESG controversies. The Indexes target 50% coverage of each Global Industry Classification Standard (GICS®) sector byselecting constituents primarily based on criteria including the ESG rating, the trend in that rating and the company's industry adjusted ESG score.
This summary is provided for illustrative purposes only and does not include all material elements of the index or its methodology. For a complete description of
the index methodology, please see Index methodology - MSCI.

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© 2024 MSCI Inc. All rights reserved. Please refer to the disclaimer at the end of this document.

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