Index Factsheet

MSCI Canada IMI Extended ESG Focus Index (CAD)The MSCI Canada IMI Extended ESG Focus Index is based on MSCI Canada IMI Index, its parent index, which includes large, mid andsmall-cap securities across the Canadian equity markets. The Index is designed to maximize exposure to positive environmental, socialand governance (ESG) factors while exhibiting risk and return characteristics similar to those of the MSCI Canada IMI Index. The index
is constructed by selecting constituents from MSCI Canada IMI Index through an optimization process that aims to maximize exposure
to ESG factors for a target tracking error budget set to 100bps under certain constraints. The index is sector-diversiﬁed and targets
companies with high ESG ratings in each sector. Tobacco, Controversial Weapons and Producers of or ties with Civilian Firearms are noteligible for inclusion.
For a complete description of the index methodology, please see Index methodology - MSCI.

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

ANNUAL PERFORMANCE (%)
MSCI Canada
IMI Extended
ESG Focus

Year

MSCI Canada IMI Extended ESG Focus
MSCI Canada IMI
207.83200

201.66

2023
2022
2021
2020
2019
2018
2017
2016
2015

MSCI Canada IMI

10.37
-7.34
24.80
5.45
20.77
-8.50
9.47
24.04
-9.10

12.29
-5.73
25.35
5.87
22.35
-9.52
8.78
21.94
-9.07

10050
Nov 14

Sep 15

Jul 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)
ANNUALIZED1 Mo

3 Mo

1 Yr

YTD

3 Yr

5 Yr

10 Yr NovSince25, 2014MSCI Canada IMI Extended
ESG Focus

1.24

5.04

17.07

13.21

6.53

9.94

na

MSCI Canada IMI

1.16

5.49

19.24

14.05

7.99

11.03

na

Div Yld (%)

P/EP/E Fwd

P/BV

7.44

3.02

21.02

14.74

2.01

7.78

2.88

18.77

14.21

2.01

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

MAXIMUM DRAWDOWN

Beta

Tracking
Error (%)

Turnover(%) 13 Yr

5 Yr

10 Yr

(%)

Period YYYY-MM-DD

MSCI Canada IMI Extended
ESG Focus

1.00

1.06

22.8613.87

16.09

na37.38

2020-02-20—2020-03-23

MSCI Canada IMI

1.00

1.86

13.81

16.04

na37.52

2020-02-20—2020-03-23

0.00
1

Last 12 months

2Based on monthly gross returns data

MSCI Canada IMI Extended ESG Focus Index (CAD) | msci.com

AUG 30, 2024

Index Factsheet

MSCI Canada IMI Extended ESG Focus Index (CAD)INDEX CHARACTERISTICS
Number ofConstituents

MSCI Canada
IMI Extended
ESG Focus

TOP 10 CONSTITUENTSMSCI Canada IMI

120IndexWt. (%)ROYAL BANK OF CANADATORONTO-DOMINION BANKBANK NOVA SCOTIASHOPIFY A
ENBRIDGE
CANADIAN NATL RAILWAYNATIONAL BANK OF CANADASUN LIFE FINANCIAL
BROOKFIELD CORP A
CANADIAN IMPERIAL BANK
Total

290

Weight (%)

LargestSmallest
Average
Median

7.79
0.04
0.83
0.35

7.09
0.01
0.34
0.07

7.79
4.54
4.53
4.01
3.89
3.68
3.38
2.94
2.76
2.56
40.09

ParentIndex
Wt. (%)

7.09
4.41
2.54
3.72
3.56
2.67
1.29
1.32
2.84
2.28
31.74

SectorFinancials
Financials
Financials
Info Tech
EnergyIndustrials
Financials
Financials
Financials
Financials

SECTOR WEIGHTS12.28%
12.79%

9.17%
3.45%
3.04%
2.26%
0.47%

20.37%

0.19%
0.06%
35.93%

Financials 35.93%

Energy 20.37%

Materials 12.79%

Information Technology 9.17%

Consumer Staples 3.45%

Consumer Discretionary 2.26%

Health Care 0.47%

Industrials 12.28%
Utilities 3.04%

Real Estate 0.19%

Communication Services 0.06%

The MSCI Canada IMI Extended ESG Focus Index was launched on Dec 28, 2018. 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 Canada IMI Extended ESG Focus Index (CAD) | msci.com

AUG 30, 2024

Index Factsheet

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