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MSCI Single Factor ESG Reduced Carbon Target Indexes
For many investment managers and product providers, the key challenge of combining factor and ESG into a single portfolio has been to construct an appropriate methodological framework to balance the desired factor exposure while meeting ESG considerations. MSCI is at the forefront of the integration of ESG into factor portfolios to enable investors to better manage key drivers of risk and return with an extensive set of risk factor models, ESG research and factor and ESG indexes.
MSCI Single Factor ESG Reduced Carbon Target Indexes are designed to represent the performance of a strategy that seeks systematic integration of environmental, social and governance (ESG) norms along with the factor. This Index series uses an exclusion and optimization-based framework.
MSCI High Dividend Yield ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI USA High Dividend Yield ESG Reduced Carbon Target Index (USD)
- MSCI Europe High Dividend Yield ESG Reduced Carbon Target Index (EUR)
- MSCI World High Dividend Yield ESG Reduced Carbon Target Index (USD)
MSCI Value ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI World Value ESG Reduced Carbon Target Select Index (USD) (NET)
- MSCI USA Value ESG Reduced Carbon Target Select Index (USD) (NET)
MSCI Momentum ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI World Momentum ESG Reduced Carbon Target Select Index (USD) (NET)
- MSCI USA Momentum ESG Reduced Carbon Target Select Index (USD) (NET)
MSCI Minimum Volatility ESG Reduced Carbon Target Indexes
Factsheets and Performance
- MSCI World Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Emerging Markets Minimum Volatility ESG Reduced Carbon Target Index
- MSCI USA Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Japan Minimum Volatility ESG Reduced Carbon Target Index
- MSCI Europe Minimum Volatility ESG Reduced Carbon Target Index
- MSCI EMU Minimum Volatility ESG Reduced Carbon Target Index
Note: Companies involved in certain business activities relating to environmental (thermal coal, oil sands), social (tobacco, controversial weapons, nuclear weapons and civilian firearms) and governance (severe business controversies ) criteria, are excluded from inclusion into the index.
MSCI Minimum Volatility Extended ESG Reduced Carbon Target Indexes
Factsheets and Performance
- MSCI USA Minimum Volatility Extended ESG Reduced Carbon Target Index
Note: Companies involved in certain business activities relating to environmental (thermal coal, oil sands), social (tobacco, controversial weapons, and civilian firearms) and governance (severe business controversies ) criteria, are excluded from inclusion into the index.
MSCI Quality ESG Reduced Carbon Target Select Indexes
Factsheets and Performance
- MSCI USA Quality ESG Reduced Carbon Target Select Index
- MSCI World Quality ESG Reduced Carbon Target Select Index
related content
Related Content
Integrating ESG & Climate into Factor Portfolios
Watch this video to understand the effect of macroeconomic events on factors performance and how investors can incorporate ESG principles into their factor portfolios to better understand and manage market dynamics.
Watch the VideoAre Factors & ESG the New Tea & Biscuits?
What’s behind the growth of ETFs that combine factors and ESG? Some feel it’s a natural partnership, an inevitable evolution, while others have questions about the explanatory power of ESG and the effects of integrating it into portfolios.
Listen to PodcastCombining Factors and ESG in the Investment Process
Luke Smart, Head of U.S. iShares Sustainable and Factors Products Segments at BlackRock, and Guillermo Cano, Executive Director, Index Solutions Research at MSCI, discuss combining Factors and ESG principles into the portfolio construction process.
Watch Video