iShares ESG Advanced MSCI EAFE ETF (DMXF US) – Portfolio Construction Methodology

The underlying MSCI EAFE Choice ESG Screened Net Index targets developed ex-US/Canada large- and mid-caps from the MSCI EAFE parent after applying explicit business-involvement and conduct exclusions. Constituents tied to controversial, nuclear, or civilian weapons, tobacco (≥5% revenue), fossil-fuel extraction (including thermal coal and select unconventional sources), and thermal-coal power (≥5% revenue) are removed, as are UN Global Compact violators and securities with Red Flag ESG controversies. Eligible names are weighted by free-float market cap; no additional factor tilts are applied. The index undergoes Quarterly Index Reviews aligned with the MSCI Global Investable Market Indexes (effective at month-end in Feb/May/Aug/Nov), with ongoing event maintenance that minimizes turnover and does not add IPOs between reviews. Corporate events follow parent-index treatment; deletions in the parent are reflected simultaneously.

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