MSCI High Dividend Yield Indices
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MSCI constructs a global family of indices designed to reflect the performance of the high dividend yield opportunity set. The MSCI High Dividend Yield Indices are designed to serve as performance benchmarks and may be used as the basis for passive investment vehicles. |
The MSCI High Dividend Yield Indices aim to reflect the high dividend yield opportunity set within select MSCI equity indices ("Parent Indices") and:
- Are derived from country, regional, or composite level MSCI Parent Indices,
- Include only securities that offer a meaningfully higher than average dividend yield relative to their respective Parent Index and pass dividend sustainability and persistence screens,
- Offer broad market coverage,
- Have moderate turnover due to the use of a market cap weighted scheme and appropriate buffer rules, and
- Are free float market capitalization weighted to ensure that their performance can be replicated in institutional and retail portfolios.
The MSCI High Dividend Yield Indices may be calculated for all MSCI Developed Markets countries. The MSCI High Dividend Yield Indices are constructed from various MSCI Country and Regional Indices that are calculated according to the MSCI Global Investable Market Indices Methodology. Index and security level history are available for the MSCI High Dividend Yield Indices.
Flagship indices at launch include:
| Developed Markets | US Domestic Market |
|---|---|
| MSCI World High Dividend Yield Index | MSCI US Investable Market 2500 High Dividend Yield Index |
| MSCI World ex Australia High Dividend Yield Index | |
| MSCI EAFE High Dividend Yield Index | |
| MSCI Europe High Dividend Yield Index | |
| MSCI EMU High Dividend Yield Index | |
| MSCI Kokusai High Dividend Yield Index | |
| MSCI Pacific High Dividend Yield Index |