Index Factsheet

MSCI Nihonkabu ESG Select Leaders Index (JPY)The MSCI Nihonkabu ESG Select Leaders Index (the “Index”) is a free ﬂoat-adjusted market capitalization-weighted index designed torepresent the performance of companies that are selected from the MSCI Nihonkabu Investable Market Index (Parent Index”) based on
Environmental, Social and Governance (“ESG”) criteria. These criteria exclude constituents based on involvement in speciﬁc businessactivities, as well as ESG ratings and exposure to ESG controversies. The Index construction has a target coverage of 50% by number ofsecurities in each Global Industry Classiﬁcation Standard (GICS®) sector of the Parent Index by selecting constituents primarily based on
criteria including the ESG rating and the company’s industry adjusted ESG score.
For a complete description of the index methodology, please see Index methodology - MSCI.

CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (JPY)(MAY 2017 – AUG 2024)

ANNUAL PERFORMANCE (%)

MSCI Nihonkabu ESG Select Leaders
MSCI Nihonkabu IMI
221.89206.63200

Year

MSCI Nihonkabu
ESG Select LeadersMSCINihonkabu IMI

2023
2022
2021
2020
2019
2018

29.44
-3.07
13.00
9.75
20.51
-15.23

28.25
-2.81
12.85
8.29
18.64
-15.98100

50
May 17

Jan 18Aug 18Mar 19Oct 19Jun 20Jan 21Aug 21Mar 22

Nov 22Jun 23

Jan 24

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

1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr

Since
May 31, 2017MSCI Nihonkabu ESG SelectLeaders

-2.61

-1.32

21.34

18.07

15.26

16.12

na

11.61

MSCI Nihonkabu IMI

-2.75

-1.84

19.04

16.10

14.1215.29

na10.52

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

SHARPE RATIO 2 , 310 Yr(%)

Period YYYY-MM-DD

1.15

na

0.86

29.57

2018-01-23—2020-03-16

1.10

na

0.79

31.85

2018-01-23—2020-03-16

3 Yr

5 Yr

10 Yr

3 Yr

5 Yr

MSCI Nihonkabu ESG SelectLeaders

2.55

12.41

13.88

na

1.20

MSCI Nihonkabu IMI

1.75

12.02

13.88

na

1.16

1

Last 12 months

2

Based on monthly gross returns data

3

MAXIMUM DRAWDOWNSinceMay 31,2017

Turnover(%) 1Based on JBA TIBOR 1M from Sep 1 2021 & on ICE LIBOR 1M prior that date

MSCI Nihonkabu ESG Select Leaders Index (JPY) | msci.com

AUG 30, 2024

Index Factsheet

MSCI Nihonkabu ESG Select Leaders Index (JPY)

INDEX CHARACTERISTICS
Number ofConstituentsTOP 10 CONSTITUENTSMSCI Nihonkabu ESG Select Leaders

509

TOYOTA MOTOR CORPSONY GROUP CORP
MITSUBISHI UFJ FIN GRPHITACHIKEYENCE CORPRECRUIT HOLDINGS COTOKYO ELECTRONSUMITOMO MITSUI FINL GRP
SHIN-ETSU CHEMICAL CODAIICHI SANKYO COTotal

Mkt Cap ( JPY Millions)

Index
LargestSmallest
Average
Median604,764,297.36
29,263,785.13
24,180.40
1,188,142.04
299,453.38

Float Adj Mkt
Cap( JPY Billions)

29,263.79
17,730.40
16,966.82
16,559.22
13,543.75
13,433.51
12,170.48
11,952.09
11,569.38
11,297.86
154,487.28

Index
Wt. (%)

Sector

4.84
2.93
2.81
2.74
2.24
2.22
2.01
1.98
1.91
1.87
25.55

Cons Discr
Cons Discr
Financials
Industrials
Info Tech
Industrials
Info Tech
Financials
Materials
Health Care

SECTOR WEIGHTS
7.44%

7.25%

13.82%

5.68%
5.61%
2.37%

14.69%

0.9%
0.85%
24.42%

16.95%

Industrials 24.42%

Consumer Discretionary 16.95%

Financials 13.82%

Communication Services 7.44%

Materials 5.68%

Consumer Staples 5.61%

Information Technology 14.69%
Health Care 7.25%

Real Estate 2.37%

Energy 0.9%

Utilities 0.85%

The MSCI Nihonkabu ESG Select Leaders Index was launched on Jan 18, 2024. 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 Nihonkabu ESG Select Leaders Index (JPY) | msci.com

AUG 30, 2024

Index Factsheet

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