iShares ESG Aware MSCI USA ETF (ESGU US) – Portfolio Construction MethodologyThe underlying MSCI USA Extended ESG Focus Index delivers an optimized subset of the MSCI USA parent, maximizing normalized ESG score subject to a 0.5% predicted tracking-error budget. Eligibility excludes firms flagged for severe controversies (ESG Controversies Score = 0) and those with involvement in Tobacco, Controversial Weapons, Civilian Firearms, Thermal Coal, and Oil Sands. Optimization constrains security active weights to ...