Index Factsheet

MSCI EMU ESG Enhanced Focus CTB Index (EUR)
The MSCI EMU ESG Enhanced Focus CTB Index is based on the MSCI EMU Index, its parent index, and includes large and mid-cap
securities across 10 Developed Markets (DM) in the EMU. The index is designed to maximize exposure to positive environmental, socialand governance (ESG) factors while reducing the carbon equivalent exposure to carbon dioxide (CO2) and other greenhouse gases (GHG)
as well as their exposure to potential emissions risk of fossil fuel reserves by thirty percent (30%). The Index also aims to maintain risk
and return characteristics similar to its underlying market capitalization weighted index (the MSCI EMU Index). Additionally, the index aims
to exceed the minimum technical requirements laid out for EU Climate Transition Benchmarks in the EU Delegated Acts.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (EUR)(NOV 2012 – AUG 2024)

ANNUAL PERFORMANCE (%)

3002023202220212020
2019
2018
20172016
2015
2014
2013

MSCI EMU
ESG EnhancedFocus CTBYearMSCI EMU ESG Enhanced Focus CTB
MSCI EMU
259.75258.50200100MSCI EMU

18.28-13.32
22.39
0.90
25.59
-13.01
12.22
5.16
10.14
3.65
22.63

18.78
-12.47
22.16
-1.02
25.47
-12.71
12.49
4.37
9.81
4.32
23.36

50
Nov 12

Nov 13

Nov 14

Nov 15

Oct 16

Oct 17

Oct 18

Oct 19Sep 20

Sep 21

Sep 22

Sep 23

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

FUNDAMENTALS (AUG 30, 2024)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr10 Yr NovSince30, 2012MSCI EMU ESG Enhanced
Focus CTB

1.86

0.29

16.08

11.25

5.20

9.03

7.24

MSCI EMU

1.61

-0.49

15.28

10.53

5.47

8.65

7.04

Div Yld (%)

P/EP/E Fwd

P/BV

8.46

3.13

15.15

13.18

1.88

8.41

3.16

14.85

12.77

1.83

INDEX RISK AND RETURN CHARACTERISTICS (NOV 30, 2012 – AUG 30, 2024)
ANNUALIZED STD DEV (%) 2Beta

MSCI EMU ESG Enhanced
Focus CTB

1.00

0.82

MSCI EMU

1.00

0.00

1Last 12 months

SHARPE RATIO 2 , 3

MAXIMUM DRAWDOWN3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

10 Yr

Since
Nov 30,
2012

23.27

16.05

18.00

16.06

0.28

0.52

0.50

0.59

37.15

2020-02-19—2020-03-18

3.36

15.78

18.00

16.05

0.30

0.50

0.49

0.59

38.07

2020-02-19—2020-03-18

Tracking TurnoverError (%) (%) 1

2

Based on monthly net returns data

3(%)

Period YYYY-MM-DD

Based on EMMI EURIBOR 1M from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI EMU ESG Enhanced Focus CTB Index (EUR) | msci.com

AUG 30, 2024

Index Factsheet

MSCI EMU ESG Enhanced Focus CTB Index (EUR)

INDEX CHARACTERISTICS
Number ofConstituentsTOP 10 CONSTITUENTSMSCI EMU
ESG EnhancedFocus CTB

MSCI EMU

206

ASML HLDGSAP
LVMH MOET HENNESSYSCHNEIDER ELECTRIC
SIEMENSSANOFIALLIANZTOTALENERGIESAIR LIQUIDEIBERDROLA
Total

224

Weight (%)

LargestSmallest
Average
Median

6.26
0.03
0.49
0.28

6.20
0.03
0.45
0.20

SECTOR WEIGHTSCountryIndex
Wt. (%)NL
DEFR
FR
DEFRDE
FR
FR
ES

6.26
4.00
3.52
2.81
2.38
2.36
2.33
2.27
1.93
1.74
29.61

ParentIndexWt. (%)

6.20
3.95
3.56
2.39
2.47
2.20
2.10
2.55
1.86
1.46
28.74

SectorInfo Tech
Info Tech
Cons Discr
Industrials
Industrials
Health Care
Financials
EnergyMaterials
Utilities

COUNTRY WEIGHTS
7.46%

7.51%

6.42%
13.79%

9.08%

15.52%

8.49%

4.17%

8.69%

3.85%
3.42%

14.11%

24.87%

1.97%
21.08%

33.35%

16.21%

Financials 21.08%

Industrials 16.21%

Information Technology 13.79%
Utilities 6.42%

Materials 4.17%

Consumer Discretionary 14.11%

Health Care 7.51%

Consumer Staples 7.46%

Communication Services 3.85%

France 33.35%
Italy 8.49%

Germany 24.87%

Netherlands 15.52%

Spain 9.08%

Other 8.69%

Energy 3.42%

Real Estate 1.97%*DM countries in the EMU include: Austria, Belgium, Finland, France, Germany, Ireland, Italy, the Netherlands, Portugal and Spain.
The MSCI EMU ESG Enhanced Focus CTB Index was launched on Jan 15, 2019. 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 EMU ESG Enhanced Focus CTB Index (EUR) | msci.com

AUG 30, 2024

Index Factsheet

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