ESG indices

The MSCI Switzerland ESG Rating Select 20 Index is based on its parent index, MSCI Switzerland index, which includes large and mid-cap securities of the Switzerland market. The index aims to represent the performance of a selection of securities from the corresponding Parent Index, that have a relatively large free-float adjusted market capitalization as well as high Environmental, Social and Governance (ESG) scores relative to their peers. The index excludes companies that are associated with business that have high negative social impact as well as those with a high negative environmental impact. The indexes are further diversified by capping issuers, to avoid concentration.

The MSCI Switzerland ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. MSCI Switzerland ESG Leaders Index consists of large and mid-cap companies in Switzerland markets. The Index is designed for investors seeking a broad, diversified sustainability benchmark with relatively low tracking error to the underlying equity market. The index is a member of the MSCI ESG Leaders Index series. Constituent selection is based on data from MSCI ESG Research.

The MSCI Switzerland IMI ESG Universal Index is based on the MSCI Switzerland IMI, its parent index, and includes large, mid and small-cap securities of the Switzerland equity markets. The index is designed to reflect the performance of an investment strategy that, by tilting away from free-float market cap weights, seeks to gain exposure to those companies demonstrating both a robust ESG profile as well as a positive trend in improving that profile, using minimal exclusions from the MSCI Switzerland IMI Index.

The MSCI Switzerland IMI ESG Leaders Index is a capitalization weighted index that provides exposure to companies with high Environmental, Social and Governance (ESG) performance relative to their sector peers. MSCI Switzerland IMI ESG Leaders Index consists of large, mid and small-cap companies in Switzerland markets. The Index is designed for investors seeking a broad, diversified sustainability benchmark with relatively low tracking error to the underlying equity market. The index is a member of the MSCI ESG Leaders Index series. Constituent selection is based on data from MSCI ESG Research.

The MSCI Switzerland ESG Universal Index is based on the MSCI Switzerland, its parent index, and includes large and mid-cap securities of the Switzerland equity markets. The index is designed to reflect the performance of an investment strategy that, by tilting away from free-float market cap weights, seeks to gain exposure to those companies demonstrating both a robust ESG profile as well as a positive trend in improving that profile, using minimal exclusions from the MSCI Switzerland Index.

The SPI ESG Weighted Price measures the development of Swiss equities based on an ESG Rating metric provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A to D and make less than 5% turnover in disputed sectors. The components are weighted by their freefloat market capitalisation. Additionally they are over or underweighted depending on their ESG Impact Rating.

The SPI ESG Weighted Total Return measures the development of Swiss equities based on an ESG Rating metric provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A to D and make less than 5% turnover in disputed sectors. The components are weighted by their freefloat market capitalisation. Additionally they are over or underweighted depending on their ESG Impact Rating.

The SPI ESG Total Return measures the development of Swiss equities based on an ESG Rating metric provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A to D and make less than 5% turnover in disputed sectors. The components are weighted by their freefloat market capitalisation. Additionally they are over or underweighted depending on their ESG Impact Rating.

The SPI ESG Total Return measures the development of Swiss equities based on ESG Ratings provided by Inrate. At the index Review date the components are selected for the index until it contains half the number of components of SPI. The components are selected depending on their ESG Rating and their size in Market Capitalisation. Additionally they must make less than 5% turnover in disputed sectors. The index actively controls component weights to reduce cluster risks.

The SPI ESG Select Price measures the development of Swiss equities based on ESG Ratings provided by Inrate. At the index Review date the components are selected for the index until it contains half the number of components of SPI. The components are selected depending on their ESG Rating and their size in Market Capitalisation. Additionally they must make less than 5% turnover in disputed sectors. The index actively controls component weights to reduce cluster risks.

The SPI ESG Price measures the development of Swiss equities based on ESG Ratings provided by Inrate. The index consists of those components of SPI which have at least a rating of C+ on a Scale from A+ to D- and make less than 5% turnover in disputed sectors. The components are weighted by their Freefloat Market Capitalisation.

The STOXX Global ESG Leaders index offers a representation of the leading global companies in terms of environmental, social and governance criteria, based on ESG indicators provided by Sustainalytics. The index is made of the following three ESG sub-indices: the STOXX Global ESG Environmental Leaders, the STOXX Global ESG Social Leaders and the STOXX Global ESG Governance Leaders indices.

The index is built out of the SMI expanded. A total score is derived for each company provided by a third party research provider (Sustainalytics). The higher the score, the more sustainable the company. All companies that are considered sustainable and belong to the SMI expanded are eligible and ranked according to their total score. The best 25 companies are selected.

The SXI Switzerland Sustainability 25 Index® Total Return (SSUST) measures the development of Swiss companies which are considered sustainable according to a measurement framework provided by Sustainalytics. The index has a fixed composition of 25 components which is reviewed annually. The components are weighted by their freefloat market capitalisation and capped at 15%.

The SXI Switzerland Sustainability 25 Index® Price (SSUSTX) measures the development of Swiss companies which are considered sustainable according to a measurement framework provided by Sustainalytics. The index has a fixed composition of 25 components which is reviewed annually. The components are weighted by their freefloat market capitalisation and capped at 15%.