Gender Lens Index Stats

Our coverage universe incorporates several families of gender lens equity indexes, including a suite of global and regional Solactive Equileap indexes, a group of MSCI women’s leadership indexes with a focus on women at board and leadership levels, two FTSE Russell women’s leadership indexes, and a family of Morningstar gender lens indexes constructed from Equileap data. There is also a collection of stand-alone gender lens equity indexes. Key stats for the gender lens indexes are found in the table below.

As of December 31, 2023
Index	Parent Index or Universe	Inception Date	Returns	# of constituents	Weighting	Market Cap	Reconstitution / Rebalance
MSCI Women's & Gender Indexes
MSCI World Women's Leadership	MSCI World Index (23 developed markets)	12-Jul-2016	Net	600+	Sector weights equal to those of parent index. Equal weights within sector.	Large, mid caps	Rebalanced quarterly
MSCI USA Women's Leadership	MSCI USA Index	12-Jul-2016	Net	About 300	Sector weights equal to those of parent index. Equal weights within sector.	Large and mid	Rebalanced quarterly
MSCI USA IMI Women's Leadership	MSCI USA IMI Index	12-Jul-2016	Net	1000+	Sector weights equal to those of parent index. Equal weights within sector.	Large, mid, and small	Rebalanced quarterly
MSCI Europe Women's Leadership	MSCI Europe Index (15 developed markets)	12-Jul-2016	Net	Around 200	Sector weights equal to those of parent index. Equal weights within sector.	Large and mid	Rebalanced quarterly
MSCI Canada IMI Women's Leadership Select Index	MSCI Canada Investable Market Index (IMI)	22-Feb-2018	Gross	About 150	Sector weights equal to those of parent index. Equal weights within sector.	Large, mid, and small	Rebalanced quarterly
MSCI Japan Empowering Women Select Index	MSCI Japan IMI Top 700 Index	07-Mar-2018	Gross	Around 300	Weighted by market cap, sector relative GDS, and sector relative MSCI Quality Score	Large, mid, and small	Rebalanced quarterly
MSCI Japan Empowering Women Index	MSCI Japan IMI Top 700 Index	03-Jul-2017	Gross	About 350	Weighted by market cap, sector relative GDS, and sector relative MSCI Quality Score	Large, mid, and small	Rebalanced quarterly
MSCI USA Gender Diversity Select Index	MSCI USA Index	08-Dec-2022	unspecified	Around 280	Weighted by market cap and Gender Diversity Score. Sector weights equal to those of parent index.	Large and mid	Rebalanced quarterly
Solactive Equileap Indexes
Solactive Equileap Global Gender Equality 100 Leadership Index	Solactive GBS Dev Markets Large & Mid Index	30-Aug-2017	Price, Gross, Net avail.	+/-100	Equal weighted	Large and mid	Rebalanced annually in Sept. Reviewed quarterly.
Solactive Equileap Global exAPAC Gender Equality 100 NTR Index	Solactive GBS Dev Markets Large & Mid Index	04-Dec-2020	Price, Gross, Net avail.	+/-100	Equal weighted	Large and mid	Rebalanced annually in Sept. Reviewed quarterly.
Solactive Equileap Global Gender Equality NTR Index	Solactive GBS Dev Markets Large & Mid Index	03-Apr-2017	Price, Gross, Net avail.	+/-150	Equal weighted	Large and mid	Rebalanced annually in Sept. Reviewed quarterly.
Solactive Equileap Europe Gender Equality NTR Index	Solactive Europe 600 Index	03-Apr-2017	Price, Gross, Net avail.	+/-75	Equal weighted	Large, mid and small	Rebalanced annually in Sept. Reviewed quarterly.
Solactive Equileap US Gender Equality NTR Index	Solactive GBS United States 1000 Index	03-Apr-2017	Price, Gross, Net avail.	+/-75	Equal weighted	Large, mid and small	Rebalanced annually in Sept. Reviewed quarterly.
Solactive Equileap US Select Gender Equality NTR Index	Solactive GBS United States 1000 Index	03-Apr-2017	Price, Gross, Net avail.	+/-75	Equal weighted	Large, mid and small	Rebalanced quarterly in Mar, Jun, Sept, and Dec.
Morningstar Indexes
Morningstar Women's Empowerment Index	Morningstar US Large-Mid Index	14-Aug-2018	Price, Total, and Net Return	203 (top Equileap Gender Equality scorers)	Float-adjusted market cap weighted. Weights capped at 5%. +/-2 points from parent.	U.S. large and mid	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar Developed Markets Gender Diversity Index	Morningstar Developed Markets Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	About 2700	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	Large- and mid-capitalization equities from developed countries in the Americas, Europe, the Middle East and Asia-Pacific	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar Developed Markets Ex-Japan Gender Diversity Index	Morningstar Developed Markets ex-Japan Large-Mid Index	10-Aug-2020	Price, Total, and Net Return	2000+	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	Large- and mid-capitalization equities from the U.S., Canada, Western Europe, Israel, Australia, Hong Kong, New Zealand, and Singapore	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar Developed Europe Gender Diversity Index	Morningstar Developed Europe Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	Around 900	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	Large- and mid-capitalization equities from developed countries in Europe	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar US Gender Diversity Index	Morningstar US Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	750+	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	U.S. large- and mid-capitalization equities	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar Japan Gender Diversity Index	Morningstar Japan Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	About 560	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	Japan large- and mid-capitalization equities	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar UK Gender Diversity Index	Morningstar UK Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	Around 180	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	U.K. large- and mid-capitalization equities	Reconstituted annually in Dec. Rebalanced quarterly.
Morningstar Canada Gender Diversity Index	Morningstar Canada Large-Mid Index	25-Jan-2021	Price, Total, and Net Return	About 140	Tilted market cap weighted. Weights capped at 0.50-1.50x parent weight based on Equileap Gender Equality Score.	Canada large- and mid-capitalization equities	Reconstituted annually in Dec. Rebalanced quarterly.
Russell Women Leadership Indexes
FTSE All-Share Women on Boards Leadership Index	FTSE All-Share ex Investment Trust Index	01-Feb-2018	Price and Total Return	About 200	Weighted by # female board members and social policy.	Large, mid and small	Annually in June
Russell 1000 Women on Boards Leadership Index	Russell 1000 Index	01-Feb-2018	Price and Total Return	400+	Weighted by # female board members and social policy.	USD 2 billion	Annually in June
Eurozone Equileap
Euronext Equileap Gender Equality Eurozone 100	Euronext Eurozone 300	17-Nov-2022	Price, Gross, and Total Return	100	Free float market cap-weighted	Greater than or equal to $5 million	Annual constituent selection wiith quarterly review
Euronext Equileap Gender Equality France 40	SBF 120	17-Nov-2022	Price, Gross, and Total Return	40	Free float market cap-weighted	Greater than or equal to $5 million	Annual constituent selection wiith quarterly review
S&P Gender Equality Indexes
S&P Developed 100 Gender Equality & Inclusion Equal Weight Index	S&P Developed LargeMidCap	02-Aug-2021	Price, Total, and Net Return	100	Equal weighted	Large and mid	Rebalanced annually in Apr. Reviewed quarterly.
Additional Gender Lens Indexes
Hypatia Women CEO Index	FT Wilshire US Small Cap Index	01-Jan 2021 (history available from 29-Dec-2017)	Price and Total Return	About 130	Industry-neutral	USD 500 million+	Reviewed quarterly
ISS ESG US Diversity Index	Solactive GBS US Investable Universe Index	20-Oct-2020 (history available from 01-Nov-2017)	Pirce, Total, and Net Return	600+	Free float market cap-weighted	Large, mid and small	Rebalanced semi-annually (in May and November)
(Foxberry) SPB Women Impact Europe NTR Index	Europe developed markets	18-Nov-2019	Price, Gross, Net avail.	30	n/a	EUR 10 billion	Rebalanced quarterly
Concinnity Gender Diversity Index	Concinnity Multi-Stakeholder Operating Companies Index.	n/a	n/a	About 175	Equal weighted. Holdings are brought up to -1% under the Solactive US Large Cap Index.	USD 2 billion	Reconstituted annually; rebalanced qtrly.
Bloomberg GEI Index	11,500 companies of Bloomberg ESG data set.	22-Jan-2018*	n/a	484	Modified market cap-weighted: market cap x GEI score	USD 1 billion	Reconstituted annually; rebalanced qtrly.
Green Alpha Next Economy Social Index	Global "Next Economy" stocks identified through internal process	31-Dec-2015	n/a	90+	Initially market weighted then additional weight to constituents with strong WIL or inclusive policies.	All-cap	Rebalanced annually
HFRI Women Access Index	Women-managed SEC-registered liquid hedge funds, open, no lock-ups	n/a	Total Return	n/a	Equal weighted	Hedge funds with min. $80 million in assets	Rebalanced quarterly
Hypatia Women Hedge Fund Index	Hedge funds with a female portfolio manager or Chief Investment Officer and pass an annual due diligence review	30-Sep-2017	Total Return	About 20	Equal weighted	Hedge funds with min. $100 million in assets	Reviewed quarterly
*Announcement of first sector-neutral version. Financial Services Gender Equality Index launched on 5/3/2016.

The above publicly available content is for informational purposes only and does not constitute investment advice.

See the table of current fund performance.