Index Factsheet

MSCI USA Growth Extended ESG Focus Index (USD)
MSCI USA Growth Extended ESG Focus Index is designed to maximize their exposure to positive environmental, social and governance(ESG) factors while exhibiting risk and return characteristics similar to those of the underlying market capitalization weighted index. TheIndexes are constructed by selecting constituents of a market capitalization weighted MSCI USA Growth Index (the ‘Parent Index’) throughan optimization process that aims to maximize exposure to ESG factors for a target tracking error budget under certain constraints.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (USD)(NOV 2014 – AUG 2024)

ANNUAL PERFORMANCE (%)
MSCI USA
Growth Extended
ESG Focus

Year

MSCI USA Growth Extended ESG Focus
MSCI USA Growth428.44400

425.05300

2002023
2022
2021
2020
2019
2018
2017
2016
2015

MSCI USA Growth

46.86-32.40
27.99
43.91
38.75
-2.00
29.38
6.46
4.01

46.72
-31.97
26.23
43.06
37.71
-2.02
28.73
6.49
4.57

10050Nov 14

Sep 15Jul 16

May 17

Feb 18Dec 18

Oct 19Aug 20

May 21Mar 22

Jan 23

Nov 23

Aug 24INDEX PERFORMANCE — GROSS 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 USA Growth Extended
ESG Focus

1.82

6.98

29.76

20.83

7.74

19.81

na

MSCI USA Growth

1.97

7.01

31.18

22.27

8.17

19.59

na

Div Yld (%)

P/EP/E Fwd

P/BV

16.06

0.43

36.82

29.27

12.50

15.96

0.41

38.23

30.11

12.46

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

MSCI USA Growth Extended
ESG Focus

1.01

0.86

MSCI USA Growth

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
Nov 25,2014

28.49

22.79

21.81

na

0.30

0.84

na

0.82

35.58

2021-11-19—2022-10-14

16.06

22.56

21.68

na

0.32

0.84

na0.8235.18

2021-11-19—2022-10-14

Tracking TurnoverError (%) (%) 12

Based on monthly gross returns data3(%)

Period YYYY-MM-DD

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

MSCI USA Growth Extended ESG Focus Index (USD) | msci.com

AUG 30, 2024

Index Factsheet

MSCI USA Growth Extended ESG Focus Index (USD)

INDEX CHARACTERISTICS
Number ofConstituents

MSCI USA
Growth Extended
ESG Focus

TOP 10 CONSTITUENTSMSCI USA Growth104

Index
Wt. (%)APPLE
NVIDIAMICROSOFT CORPAMAZON.COM
ALPHABET C
META PLATFORMS A
LILLY (ELI) & COMPANYTESLAALPHABET A
VISA ATotal221Weight (%)

LargestSmallest
Average
Median

12.62
0.06
0.96
0.36

13.23
0.01
0.45
0.10

12.62
12.03
11.75
6.24
4.54
3.99
3.07
2.39
2.26
1.66
60.55

ParentIndex
Wt. (%)

13.23
11.75
11.60
6.58
3.32
4.50
3.06
2.42
3.79
1.72
61.96

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

SECTOR WEIGHTS
9.29%

11.63%

6.53%
5.14%

11.65%

1.94%
1.27%
1.05%
0.36%
51.13%

Information Technology 51.13%

Communication Services 11.65%

Consumer Discretionary 11.63%

Health Care 9.29%

Financials 5.14%

Consumer Staples 1.94%

Industrials 6.53%

Energy 1.27%

Materials 1.05%

Real Estate 0.36%

The MSCI USA Growth Extended ESG Focus Index was launched on Aug 29, 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 USA Growth Extended ESG Focus Index (USD) | msci.com

AUG 30, 2024

Index Factsheet

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MSCI USA Growth Extended ESG Focus Index (USD) | msci.com