Index Factsheet

MSCI EAFE Extended ESG Focus Index (CAD)The MSCI EAFE Extended ESG Focus Index is based on MSCI EAFE Index, its parent index, which includes securities across Developed
Markets (DM) countries* around the world, excluding the US and Canada. The Index is designed to maximize exposure to positiveenvironmental, social and governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI EAFE
Index. The index is constructed by selecting constituents from MSCI EAFE Index through an optimization process that aims to maximize
exposure to ESG factors for a target tracking error budget set to 50bps under certain constraints. The index is sector-diversiﬁed andtargets companies with high ESG ratings in each sector. Tobacco, Controversial Weapons companies, Producers of or ties with CivilianFirearms, Thermal Coal and Oil Sands are not eligible for inclusion.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (CAD)(NOV 2014 – AUG 2024)

ANNUAL PERFORMANCE (%)
MSCI EAFE
Extended
ESG Focus

Year

MSCI EAFE Extended ESG Focus
MSCI EAFE
213.24200

206.682023
202220212020
2019201820172016
2015

MSCI EAFE

15.05
-8.91
10.71
6.75
17.24
-5.88
17.23
-2.64
19.94

15.07
-8.23
10.32
5.92
15.85
-6.03
16.82
-2.49
18.95

10050
Nov 14

Sep 15

Jul 16

May 17

Feb 18Dec 18

Oct 19Aug 20

May 21Mar 22

Jan 23

Nov 23

Aug 24INDEX PERFORMANCE — NET RETURNS (%) (AUG 30, 2024)

FUNDAMENTALS (AUG 30, 2024)
ANNUALIZED

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince
25, 2014

MSCI EAFE Extended ESG
Focus

0.75

3.40

18.79

14.63

6.22

9.15

na

MSCI EAFE

0.73

3.38

18.94

14.43

6.39

8.92

na

Div Yld (%)

P/EP/E Fwd

P/BV

8.06

2.99

15.82

14.33

1.95

7.71

2.98

15.58

14.00

1.90

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

MAXIMUM DRAWDOWN

Beta

Tracking
Error (%)

Turnover(%) 13 Yr

5 Yr

10 Yr

(%)

Period YYYY-MM-DD

MSCI EAFE Extended ESG
Focus

1.01

0.61

23.8213.02

13.17

na

26.89

2020-02-06—2020-03-23

MSCI EAFE

1.00

0.00

3.36

12.94

13.10

na27.05

2020-02-06—2020-03-23

1

Last 12 months

2

Based on monthly net returns data

MSCI EAFE Extended ESG Focus Index (CAD) | msci.com

AUG 30, 2024

Index Factsheet

MSCI EAFE Extended ESG Focus Index (CAD)INDEX CHARACTERISTICS
Number ofConstituentsTOP 10 CONSTITUENTSMSCI EAFE
Extended
ESG Focus

MSCI EAFE

369741
Weight (%)

LargestSmallest
Average
Median

2.67
0.06
0.27
0.17

2.59
0.01
0.13
0.06

NOVO NORDISK B
ASML HLDGSAPASTRAZENECANOVARTISNESTLESHELL
SCHNEIDER ELECTRIC
LVMH MOET HENNESSY
TOYOTA MOTOR CORP
Total

SECTOR WEIGHTS

Index
Wt. (%)

DK
NL
DE
GBCH
CH
GBFR
FR
JP

2.67
2.25
1.61
1.51
1.36
1.28
1.26
1.16
1.16
1.09
15.36

ParentIndex
Wt. (%)

2.59
2.05
1.30
1.54
1.35
1.63
1.29
0.79
1.17
1.15
14.87

Sector

Health Care
Info Tech
Info Tech
Health Care
Health Care
Cons Staples
EnergyIndustrials
Cons Discr
Cons Discr

COUNTRY WEIGHTS
8.38%

9.5%

6.56%
11.27%

4.18%
3.85%

32.89%

8.19%

10.06%

3.15%

13.58%

1.88%
20.3%
17.35%

Financials 20.3%

Country

Industrials 17.35%

Consumer Discretionary 11.27%
Consumer Staples 8.38%

Health Care 13.58%

Information Technology 9.5%

Materials 6.56%

Communication Services 3.85%

Utilities 3.15%

10.82%
23.14%
14.9%

Japan 23.14%
Germany 8.19%

United Kingdom 14.9%

France 10.82%

Switzerland 10.06%

Other 32.89%

Energy 4.18%
Real Estate 1.88%*DM countries include: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal,Singapore, Spain, Sweden, Switzerland and the UK.
The MSCI EAFE Extended ESG Focus Index was launched on Mar 27, 2018. 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 EAFE Extended ESG Focus Index (CAD) | msci.com

AUG 30, 2024

Index Factsheet

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