Sustainable Finance Disclosure Regulation (SFDR)
Index-Level Metrics
MSCI provides index-level metrics for over 6,000 standard equity and fixed income indexes to support clients’ reporting requirements on their financial products’
SFDR indicators linked to MSCI indexes. These index-level metrics are computed based on issuer data and are available through the following modules:• MSCI Enhance Module for standard market cap, factor and ESG indexes• MSCI ESG Modules for standard ESG and climate indexes• MSCI Fixed Income modules for standard fixed income indexesIllustrative sample of 13 index-level metrics* for selected MSCI ACWI indexes
Metric Description

ACWI

ACWI
SRI

ACWI
ESG
Leaders

ACWI
ESG
Focus

ACWI
ESG
Universal

ACWI
ClimateParis
AlignedACWIClimateChangeACWI
Sustainable
ImpactExposure to companies active inthe fossil fuel sector

Share of investments in companies active in the fossil
fuel sector

11.82%

4.70%

7.77%

11.86%

10.69%

1.16%

3.90%

5.81%

Violations of UN Global Compact
principles and OECD Guidelines forMultinational Enterprises Coverage

Share of Investments in investee companies that havebeen involved in violations of the UNGC principles
or OECD Guidelines for Multinational Enterprises

0.72%

0.00%

0.00%

0.00%

0.00%

0.00%

0.01%

0.00%

Unadjusted gender pay gap

Average unadjusted gender pay gap of investee
companies

12.09

5.11

9.77

10.75

11.30

10.90

7.85

7.34

Board gender diversity

Average ratio of female to male board members ininvestee companies

51.00%

53.42%

52.30%

53.13%

53.28%

51.04%

51.08%

47.14%

Exposure to controversial weapons(anti-personnel mines, cluster
munitions, chemical weapons andbiological weapons)

Share of investments in investee companies
involved in the manufacture or selling ofcontroversial weapons

0.43%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

0.00%

Carbon Footprint

Carbon Emissions - Scope 1+2+3 (t CO2e / million
EUR of EVIC**)

462.59273.92301.06426.92388.53118.42167.85762.04GHG Intensity

GHG intensity of investee companies(Weighted average carbon intensity)

913.24692.47678.52817.15820.81436.48526.99796.68Mandatory Adverse Impact Indicator*As of February 28, 2023**EVIC: Enterprise Value Including Cash

Greenhouse Gas Emissions

Biodiversity

Water

Waste

Social and Employee Mattersmsci.com

ACWI
ESG
Leaders

ACWI
ESG
Focus

ACWI
ESG
Universal

ACWI
ClimateParis
AlignedACWIClimateChangeACWI
Sustainable
ImpactMetric Description

ACWI

ACWI
SRI

Share of non-renewable energy
consumption and production

Share of non-renewable energy consumption andnon-renewable energy production of investee
companies from non-renewable energy sources
compared to renewable energy sources, expressed
as a percentage

73.56%

68.78%

72.46%

73.55%

73.19%

70.06%

69.44%

75.89%

Energy consumption intensity perhigh impact climate sector

Energy consumption in GwH per million EUR ofrevenue of investee companies, per high impact
climate sector

1.64

0.50

0.61

0.71

1.21

1.37

1.09

0.88

Activities negatively affecting
biodiversity-sensitive areas

Share of investments in investee companies withsites/operations located in or near to biodiversity
sensitive areas where activities of those investee
companies negatively affect those areas

0.17%

0.00%

0.00%

0.00%

0.04%

0.00%

0.00%

0.00%

Emissions to water

Tonnes of emissions to water generated byinvestee companies per million EUR invested,expressed as a weighted average

17.38

15.14

17.94

25.73

16.40

3.66

14.42

0.63

Hazardous waste ratio

Tonnes of hazardous waste generated by investee
companies per million EUR invested, expressed asa weighted average

3.05

0.42

0.44

0.79

2.03

0.69

0.59

2.55

Lack of processes and compliancemechanisms to monitor compliancewith UNGC principles and OECD
Guidelines for Multinational Enterprise

Share of investments in investee companies without
policies to monitor compliance with the UNGC
principles or OECD Guidelines for Multinational Enterprises or grievance complaints handling mechanisms to address violations of the UNGC principles
or OECD Guidelines for Multinational Enterprises

59.95%

52.52%

52.41%

54.67%

55.09%

60.43%

60.15%

53.49%

Mandatory Adverse Impact Indicator*As of February 28, 2023

Greenhouse Gas Emissions

Biodiversity

Water

Waste

Social and Employee Matters

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