WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened Index methodology changes
01 March 2024
Effective March 15, 2024, the following changes will be applied to the methodology of the WisdomTree Emerging Markets ex-State-Owned Enterprises ESG Screened Index (EMXSOEU).
- Argentina will be added as an eligible country for the initial universe.
- “10% of China A shares’ float-adjusted market capitalization” will be included for Country Factor calculations.
As a result, a special rebalance will be implemented after the close of trading on March 15, 2024.
On the “Investability Weighting Factor” (IWF) maintenance, “changes of less than 5% of the float-adjusted shares” will no longer be accumulated and made quarterly after March 2024