MSCI EAFE ESG Screened Index (USD)
MSCI EAFE ESG Screened Index (USD) The MSCI EAFE ESG Screened Index is based on the MSCI EAFE Index, its parent index, and includes large and mid-cap securities across 21 Developed Markets (DM)* countries excluding the U.S and Canada. The index excludes companies from the parent index that are associated with controversial, civilian and nuclear weapons and tobacco, that derive revenues from thermal coal and oil sands extraction and that are not compliant with the United Nations Global Compact principles. CUMULATIVE INDEX PERFORMANCE — NET RETURNS (USD) ANNUAL PERFORMANCE (%) (MAY 2012 – AUG 2021) MSCI EAFE Year ESG Screened MSCI EAFE MSCI EAFE ESG Screened 2020 9.27 7.82 MSCI EAFE 2019 22.43 22.01 231.82 2018 -14.27 -13.79 225.67 2017 25.13 25.03 200 2016 0.09 1.00 2015 -0.04 -0.81 2014 -4.61 -4.90 2013 23.88 22.78 100 50 May 12 Mar 13 Dec 13 Sep 14 Jun 15 Apr 16 Jan 17 Oct 17 Jul 18 May 19 Feb 20 Nov 20 Aug 21 INDEX PERFORMANCE — NET RETURNS (%) (AUG 31, 2021) FUNDAMENTALS (AUG 31, 2021) ANNUALIZED Since 1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr May 31, 2012 Div Yld (%) P/E P/E Fwd P/BV MSCI EAFE ESG Screened 2.06 1.57 25.94 11.49 9.44 9.86 na 9.51 2.30 20.23 16.30 1.95 MSCI EAFE 1.76 1.38 26.12 11.58 9.00 9.72 na 9.19 2.43 20.10 15.76 1.93 INDEX RISK AND RETURN CHARACTERISTICS (MAY 31, 2012 – AUG 31, 2021) ANNUALIZED STD DEV (%) 2 SHARPE RATIO 2 , 3 MAXIMUM DRAWDOWN TrackingTurnover Since Beta 1 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr May 31, (%) Period YYYY-MM-DD Error (%) (%) 2012 MSCI EAFE ESG Screened 0.99 0.66 4.50 17.51 14.42 na 0.53 0.64 na 0.68 33.72 2018-01-25—2020-03-23 MSCI EAFE 1.00 0.00 2.32 17.65 14.54 na 0.50 0.62 na 0.66 34.12 2018-01-25—2020-03-23 1 Last 12 months 2 Based on monthly net returns data 3 Based on ICE LIBOR 1M *DM countries include: Australia, Austria, Belgium, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, the Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland and the UK.
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