MSCI USA Index
Index code | 984000 |
Inception date | Dec. 31, 1969 |
Benchmark administrator | MSCI LIMITED |
Div Yld (%) | 1.37 |
P/E | 25.11 |
P/E Fwd | 20.53 |
P/BV | 4.84 |
Number of constituents | 576 |
Index Market Cap | $49.02 T |
Largest constituent Market Cap | $3.34 T |
Smallest constituent Market Cap | $3.86 B |
Average constituent Market Cap | $85.10 B |
Median constituent Market Cap | $30.31 B |
Does this benchmark pursue ESG objectives? | No |
Index risk and return characteristics
Annualized std dev (%)2 | Sharpe ratio2,3 | Maximum drawdown | |||||||
|---|---|---|---|---|---|---|---|---|---|
| Turnover(%)1 | 3 YR | 5 YR | 10 YR | 3 YR | 5 YR | 10 YR | % | Period YYYY-MM-DD | |
| MSCI USA Index | 2.00 | 17.57 | 17.26 | 15.63 | 0.33 | 0.93 | 0.71 | 54.91 | 2009-03-09 - 2007-10-09 |
| MSCI ACWI IMI Index | 2.30 | 16.44 | 16.03 | 15.05 | 0.23 | 0.82 | 0.53 | 58.28 | 2009-03-09 - 2007-10-31 |
Top 10 constituents
APPLE | 6.75% |
NVIDIA | 5.54% |
MICROSOFT CORP | 5.51% |
AMAZON.COM | 4.22% |
META PLATFORMS A | 2.83% |
ALPHABET A | 2.25% |
TESLA | 2.19% |
ALPHABET C | 1.94% |
BROADCOM | 1.85% |
JPMORGAN CHASE & CO | 1.43% |
Sector weights
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Country weights
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24 index-linked ETPs
| Ticker | Provider | Name | Product type | Index name | Currency |
|---|---|---|---|---|---|
| XMUS GY | DWS | Xtrackers MSCI USA Swap UCITS ETF 1C | ETF | MSCI USA Index | USD |
| XD9U GY | DWS | Xtrackers MSCI USA UCITS ETF 1C | ETF | MSCI USA Index | USD |
| XD9E GY | DWS | Xtrackers MSCI USA UCITS ETF 2C - EUR Hedged | ETF | MSCI USA Index | USD |
| XD9C SW | DWS | Xtrackers MSCI USA UCITS ETF 3C - CHF Hedged | ETF | MSCI USA Index | USD |
| XUSW GY | DWS | Xtrackers MSCI USA Swap UCITS ETF 1D | ETF | MSCI USA Index | USD |
ESG metrics
Summary
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MSCI USA Index
MSCI ACWI IMI Index
MSCI USA Index | Score | Coverage |
|---|---|---|
ESG Score | 6.4 | 99.8% |
UN Global Compact Violations % (*) | 0.0% | 99.8% |
Red Flag ESG Controversies % (*) | 0.0% | 99.8% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
ESG Score | 6.5 | 88.4% |
UN Global Compact Violations % (*) | 0.1% | 99.2% |
Red Flag ESG Controversies % (*) | 0.1% | 99.2% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated environmental rating distribution
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MSCI USA Index
MSCI ACWI IMI Index
MSCI USA Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 6.0 | 99.8% |
Aggregated Climate VaR % | -11.8% | -- |
Policy Risk Climate VaR % | -8.4% | 99.8% |
Technology Opportunities Climate VaR % | 0.6% | 91.3% |
Physical Risk Climate VaR % | -4.1% | 99.6% |
Fossil Fuel-Based Sector Exposure (NACE) % | 4.9% | 100.0% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 215.4 | 99.8% |
Reported Emissions % | 89.2% | -- |
Estimated Emissions % | 10.6% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 685.3 | 99.8% |
High Climate Impact Sector Exposure % | 56.4% | 100.0% |
Fossil Fuel Reserves % (*) | 4.8% | 99.8% |
Green Revenue | 9.5 | 99.8% |
Green Capex % | 0.1% | 6.7% |
Green Bonds % (**) | -- | -- |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Environmental Pillar Score | 5.8 | 88.4% |
Aggregated Climate VaR % | -18.0% | -- |
Policy Risk Climate VaR % | -12.4% | 96.7% |
Technology Opportunities Climate VaR % | 1.8% | 63.8% |
Physical Risk Climate VaR % | -7.5% | 87.4% |
Fossil Fuel-Based Sector Exposure (NACE) % | 7.1% | 100.0% |
Enterprise Carbon Intensity (t CO2e/$M EVIC) | 357.2 | 97.2% |
Reported Emissions % | 86.9% | -- |
Estimated Emissions % | 12.8% | -- |
Wtd Avg Carbon Intensity (t CO2e/$M Sales) | 825.5 | 97.2% |
High Climate Impact Sector Exposure % | 58.2% | 100.0% |
Fossil Fuel Reserves % (*) | 5.5% | 98.3% |
Green Revenue | 7.3 | 99.7% |
Green Capex % | 0.4% | 4.9% |
Green Bonds % (**) | -- | -- |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated social rating distribution
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MSCI USA Index
MSCI ACWI IMI Index
MSCI USA Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 4.9 | 99.8% |
Controversial Weapons % | 0.5% | 99.8% |
Tobacco Involvement - Highly Restrictive % | 0.7% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.7% | 99.8% |
Social Violations (Count) | 1.0 | 99.8% |
Social Violations (% of Constituents) | 0.1% | 99.8% |
Lack of Due Diligence Policy (ILO) % | 35.9% | 99.8% |
Gender Pay Gap | 12.9 | 84.3% |
Female:Male Board Diversity Ratio | 58.1 | 99.6% |
Total Recordable Injury Rate | 5.4 | 92.8% |
Bribery and Corruption Controversies (Sum) | 34.0 | 99.8% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Social Pillar Score | 4.9 | 88.4% |
Controversial Weapons % | 0.4% | 99.8% |
Tobacco Involvement - Highly Restrictive % | 0.7% | -- |
Tobacco Involvement - Moderately Restrictive % (*) | 0.6% | 99.8% |
Social Violations (Count) | 15.0 | 99.2% |
Social Violations (% of Constituents) | 0.1% | 99.2% |
Lack of Due Diligence Policy (ILO) % | 35.9% | 98.8% |
Gender Pay Gap | 14.1 | 81.6% |
Female:Male Board Diversity Ratio | 56.1 | 96.7% |
Total Recordable Injury Rate | 6.5 | 72.8% |
Bribery and Corruption Controversies (Sum) | 211.0 | 99.2% |
(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.
Consolidated governance rating distribution
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MSCI USA Index
MSCI ACWI IMI Index
MSCI USA Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 5.3 | 99.8% |
Board Independence | 83.1 | 99.8% |
Board Gender Diversity | 35.5 | 99.8% |
MSCI ACWI IMI Index | Score | Coverage |
|---|---|---|
Governance Pillar Score | 5.6 | 88.4% |
Board Independence | 78.8 | 97.7% |
Board Gender Diversity | 34.0 | 97.7% |
Data available as of Jan. 31, 2025. The information was updated as part of the regular monthly update cycle.
MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.