The FTSE KLD US Large-Mid Cap Sustainability Index (USSLM) is a diversified and comprehensive representation of the US large cap and mid cap equity market available to investors seeking to integrate environmental, social and governance (ESG) criteria into their investment strategies. The USSLM holds companies with the highest ESG rankings in each sector of the large cap and mid cap US equity market. To reduce the systematic risk introduced by the selection process, the USSLM is designed to approximate the sector weights of the underlying market based on sector weighting targets. The USSLM is one of two composite indexes in the FTSE KLD US All Cap Sustainability Index Index (USSA) series. The USSLM is comprised of the constituents of the FTSE KLD US Large Cap Sustainability Index (USSL) and the FTSE KLD US Mid Cap Sustainability Index (USSM).
The USSLM offers a diversified benchmark for measuring the risk and return characteristics of large-mid cap US portfolios that incorporate ESG performance into the equity selection process.
For Information on FTSE KLD US Large-Mid Cap Sustainability Index Analytics, Licensing and Redistribution contact kldindices@msci.com.
|