iShares MSCI Canada ETF (EWC US) – Portfolio Construction MethodologyThe underlying MSCI Canada Custom Capped Index offers free float-adjusted, market-cap-weighted exposure to Canadian large- and mid-caps (Standard Index target coverage 85% ±5%), subject to investability screens (FIF generally ≥0.15 with enhanced size tests if lower; foreign room ≥25% for full inclusion; Developed Markets liquidity of 12-month ATVR ≥20%, 3-month ATVR ≥20% and 3-month trading frequency ≥90% across four quarters). It applies ...