Msci value weighted index factsheet

iShares MSCI EAFE ETF Fact Sheet as of 12/31/2019 The iShares MSCI EAFE ETF seeks to track the investment results of an index composed of large- and mid-capitalization developed market equities, excluding the U.S. and Canada. WHY EFA? 1Exposure to a broad range of companies in Europe, Australia, Asia, and the Far East MSCI and the MSCI index name is a service mark of MSCI, or its affiliates, and has been licensed for use for certain purposes by Legal & General Investment Management ("LGIM") and its affiliates. The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such

The iShares Edge MSCI USA Value Factor ETF seeks to track the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations, before fees and expenses. three factors: value, quality, and low volatility. The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index. Total Return Cumulative Annualized The SPDR® MSCI USA Value UCITS ETF was previously known as the SPDR MSCI USA Value Weighted UCITS ETF. Previous to 11th July, 2018 this Fund's Benchmark was the MSCI USA Value Weighted Index. Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic The MSCI Fixed Income Factor Indexes have been developed after receiving feedback from some of the world’s largest investors and leverages research backed by four decades of Factor data, compiled by a 200+ global research team.

MSCI VALUE WEIGHTED INDEXES METHODOLOGY | AUGUST 2012 3 MAINTAINING MSCI VALUE WEIGHTED INDEXES 3.1 SEMI-ANNUAL INDEX REVIEWS The MSCI Value Weighted Indexes are rebalanced on a semi-annual basis, usually as of the close of the last business day of May and November, coinciding with the May and November

MSCI EAFE Value Index (USD) | msci.com INDEX METHODOLOGY The index is based on the MSCI Global Investable Market Indexes (GIMI) Methodology —a comprehensive and consistent approach to index construction that allows for meaningful global views and cross regional comparisons across all market capitalization size, The index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The index reweights each security of the parent index to emphasize stocks with higher accounting values compared to the accounting values of the constituents in the parent index. The iShares Edge MSCI USA Value Factor ETF seeks to track the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations, before fees and expenses. three factors: value, quality, and low volatility. The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index. Total Return Cumulative Annualized The SPDR® MSCI USA Value UCITS ETF was previously known as the SPDR MSCI USA Value Weighted UCITS ETF. Previous to 11th July, 2018 this Fund's Benchmark was the MSCI USA Value Weighted Index. Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic The MSCI Fixed Income Factor Indexes have been developed after receiving feedback from some of the world’s largest investors and leverages research backed by four decades of Factor data, compiled by a 200+ global research team. Benchmark MSCI USA Equal Weighted Index 30 Day SEC Yield 1.59% Number of Holdings 638 Net Assets $360,993,332 Ticker EUSA CUSIP 464286681 Exchange NYSE Arca TOP HOLDINGS (%) VIACOMCBS INC CLASS B 0.34 TRUIST FINANCIAL CORP 0.31 BRISTOL MYERS SQUIBB 0.25 SAREPTA THERAPEUTICS INC 0.20 SPLUNK INC 0.19 ALNYLAM PHARMACEUTICALS INC 0.19 GRUBHUB INC 0.19

MSCI and the MSCI index name is a service mark of MSCI, or its affiliates, and has been licensed for use for certain purposes by Legal & General Investment Management ("LGIM") and its affiliates. The funds or securities referred to herein are not sponsored, endorsed, or promoted by MSCI, and MSCI bears no liability with respect to any such

28 Feb 2020 The MSCI ACWI Value Weighted Index is based on a traditional market cap weighted parent index, MSCI ACWI, which includes large and mid 

29 Feb 2020 The value methodology of the Index is to re-weight each security in the parent index to emphasise those stocks with lower valuations within the 

the majority of the fundamental-weighted indexes have significant exposures to the size and value Keywords: fundamental indexes, efficient market hypothesis (EMH), value effect, size effect, style anomalies, Stanley Capital International ( MSCI) index, mostly from the S&P Dow Jones Indexes Methodology factsheet. The MSCI Value Weighted Index methodology effectively tilts the parent index towards stocks with lower valuations by reweighting each constituent of the parent index according to four fundamental accounting variables: sales, book value, earnings and cash earnings. MSCI USA VALUE WEIGHTED INDEX The MSCI USA Value Weighted Index is based on a traditional market cap weighted parent index, the MSCI USA Index, which includes US large and mid cap stocks. The MSCI USA Value Weighted Index reweights each security of the parent index to emphasize stocks with Factsheet. The MSCI USA Equal Weighted Index represents an alternative weighting scheme to its market cap weighted parent index, the MSCI USA Index. Download the factsheet

iShares Edge MSCI USA Value Factor ETF Fact Sheet as of 12/31/2019 The iShares Edge MSCI USA Value Factor ETF seeks to track the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations, before fees and expenses. WHY VLUE?

three factors: value, quality, and low volatility. The Index is an equal weighted combination of the following three MSCI Factor Indices in a single composite index: the MSCI USA Value Weighted Index, the MSCI USA Quality Index, and the MSCI USA Minimum Volatility Index. Total Return Cumulative Annualized The SPDR® MSCI USA Value UCITS ETF was previously known as the SPDR MSCI USA Value Weighted UCITS ETF. Previous to 11th July, 2018 this Fund's Benchmark was the MSCI USA Value Weighted Index. Calendar year inception performance returns will be partial for the year where the inception date for either the Fund in question or the historic The MSCI Fixed Income Factor Indexes have been developed after receiving feedback from some of the world’s largest investors and leverages research backed by four decades of Factor data, compiled by a 200+ global research team. Benchmark MSCI USA Equal Weighted Index 30 Day SEC Yield 1.59% Number of Holdings 638 Net Assets $360,993,332 Ticker EUSA CUSIP 464286681 Exchange NYSE Arca TOP HOLDINGS (%) VIACOMCBS INC CLASS B 0.34 TRUIST FINANCIAL CORP 0.31 BRISTOL MYERS SQUIBB 0.25 SAREPTA THERAPEUTICS INC 0.20 SPLUNK INC 0.19 ALNYLAM PHARMACEUTICALS INC 0.19 GRUBHUB INC 0.19 iShares Edge MSCI USA Value Factor ETF Fact Sheet as of 12/31/2019 The iShares Edge MSCI USA Value Factor ETF seeks to track the performance of an index that measures the performance of U.S. large- and mid-capitalization stocks with value characteristics and relatively lower valuations, before fees and expenses. WHY VLUE? iShares ESG MSCI USA ETF Fact Sheet as of 12/31/2019 The iShares ESG MSCI USA ETF seeks to track the investment results of an index composed of U.S. companies that have positive environmental, social and governance characteristics as identified by the index provider while exhibiting risk and return

28 Feb 2020 The MSCI ACWI Value Weighted Index is based on a traditional market cap weighted parent index, MSCI ACWI, which includes large and mid