Index Factsheet

MSCI Emerging Markets Extended ESG Leaders 5%Issuer Capped Index (USD)The MSCI Emerging Markets (EM) Extended ESG Leaders 5% Issuer Capped Index captures large and mid-cap stocks across 24 Emerging
Markets (EM) countries*. The Index aims to provide exposure to companies with high Environmental, Social and Governance (ESG)
performance relative to their sector peers and is designed for investors seeking a broad, diversiﬁed sustainability benchmark with relatively
low tracking error to the underlying equity market. The index also excludes companies with ties to Civilian Firearms. The index further
diversiﬁed by capping the maximum weight of any issuer in the MSCI Emerging Markets ESG Leaders Index at 5%. The excess weight ofthe capped issuers is distributed among the remaining constituents in proportion of their existing weights in the index.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD)(MAY 2013 – AUG 2024)

ANNUAL PERFORMANCE (%)

MSCI EM Extended ESG Leaders 5% Issuer Capped
MSCI Emerging Markets
200

151.34150

143.6610050
May 13

May 14

Apr 15

Mar 16

Feb 17

Feb 18

Jan 19Dec 19Nov 20MSCI EM Extended
ESG Leaders 5%Issuer CappedYear

Nov 21

Oct 22

Sep 23

2023
2022
2021
2020
2019
2018
2017
2016
2015
2014

MSCI Emerging
Markets

4.85-21.55
0.50
16.61
17.20
-14.2638.31
13.00-12.46
4.78

9.83-20.09
-2.54
18.31
18.42
-14.5737.28
11.19-14.92-2.19

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

FUNDAMENTALS (AUG 30, 2024)
ANNUALIZED

1 Mo

3 Mo

1 YrYTD

3 Yr

5 Yr

10 Yr MaySince
31, 2013

MSCI EM Extended ESG
Leaders 5% Issuer Capped

2.76

6.71

11.03

7.90

-5.93

3.24

2.74

MSCI Emerging Markets

1.61

5.94

15.07

9.55

-3.06

4.79

2.56

Div Yld (%)

P/EP/E Fwd

P/BV

3.75

2.72

14.92

11.82

1.64

3.27

2.67

15.74

11.75

1.77

INDEX RISK AND RETURN CHARACTERISTICS (MAY 31, 2013 – AUG 30, 2024)
ANNUALIZED STD DEV (%) 2Beta

MSCI EM Extended ESG
Leaders 5% Issuer Capped

0.98

2.58

MSCI Emerging Markets

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 31,2013

15.19

17.52

19.03

17.09

-0.46

0.14

0.15

0.21

39.50

2021-02-17—2022-10-24

5.10

17.35

18.43

17.16

-0.29

0.22

0.14

0.19

39.00

2021-02-17—2022-10-24

Tracking TurnoverError (%) (%) 12

Based on monthly net returns data

3(%)

Period YYYY-MM-DD

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

MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped Index (USD) | msci.com

AUG 30, 2024

Index Factsheet

MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped Index(USD)
INDEX CHARACTERISTICS
Number ofConstituents

MSCI EM Extended
ESG Leaders 5%
Issuer Capped

TOP 10 CONSTITUENTSMSCI Emerging
Markets

492

TAIWAN SEMICONDUCTOR MFG
TENCENT HOLDINGS LI (CN)
ALIBABA GRP HLDG (HK)RELIANCE INDUSTRIESINFOSYSCHINA CONSTRUCTION BK H
MEDIATEK INC
HDFC BANKBHARTI AIRTELICBC H
Total

1,328

Weight (%)

LargestSmallest
Average
Median5.610.00
0.20
0.09

9.51
0.00
0.08
0.03

SECTOR WEIGHTSCountryIndex
Wt. (%)

TWCN
CNIN
IN
CNTWIN
IN
CN

5.61
4.93
4.64
3.13
2.20
1.94
1.68
1.57
1.23
1.07
27.98

ParentIndex
Wt. (%)

Sector

9.51
4.23
2.13
1.43
1.01
0.89
0.77
0.72
0.56
0.49
21.73

Info Tech
Comm Srvcs
Cons Discr
EnergyInfo Tech
Financials
Info Tech
Financials
Comm Srvcs
Financials

COUNTRY WEIGHTS

7.39%
13.12%

6.57%

6.07%

5.92%

7.35%

5.34%

15.62%

23.25%

3.88%
2.95%

13.32%

1.91%
25.11%

14.5%

Financials 25.11%

Consumer Discretionary 14.5%

Information Technology 13.12%
Consumer Staples 5.92%

Industrials 7.39%

Energy 5.34%

20.59%

Communication Services 13.32%

China 27.12%

Materials 6.57%

South Africa 6.07%

Health Care 3.88%

27.12%

India 20.59%

Taiwan 15.62%

South Korea 7.35%

Other 23.25%

Utilities 2.95%

Real Estate 1.91%

The MSCI ESG Indexes use ratings and other data supplied by MSCI ESG Research Inc, a subsidiary of MSCI Inc.
* EM countries include: Brazil, Chile, China, Colombia, Czech Republic, Egypt, Greece, Hungary, India, Indonesia, Korea, Kuwait, Malaysia, Mexico, Peru, Philippines, Poland, Qatar,
Saudi Arabia, South Africa, Taiwan, Thailand, Turkey and United Arab Emirates.
The MSCI Emerging Markets Extended ESG Leaders 5% Issuer Capped Index was launched on Oct 25, 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 Emerging Markets Extended ESG Leaders 5% Issuer Capped Index (USD) | msci.com

AUG 30, 2024

Index Factsheet

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