iShares MSCI Turkey ETF (TUR US) – Portfolio Construction Methodology

The underlying MSCI Turkey IMI 25/50 Index offers free float-adjusted, market-cap exposure to large, mid and small Turkish equities meeting MSCI Global Investable Market Indexes rules. Eligibility requires minimum free-float and liquidity; additions must meet size cutoffs tied to the relevant Market Size-Segment Interim Cutoff (typically ≥50% of the global minimum size range for the segment, with higher thresholds when free float is <15%). Liquidity screens use MSCI’s traded-value/turnover metrics; foreign room constraints may reduce weights where foreign ownership limits bind. The index is free float-weighted with 25/50 capping applied at each review so that any single group entity ≤25% and the sum of weights of group entities >5% ≤50%. Quarterly index reviews occur in Feb/May/Aug/Nov with buffer rules to reduce turnover; corporate events are reflected promptly per MSCI’s maintenance policy. ADRs/GDRs may be used when investability requires.

To explore TUR in more depth, visit our ETF analytics platform for institutional-grade insights — including performance and risk metrics, correlations, sensitivities, and factor exposure: https://www.etfstrategy.com/etf/TUR_US