Factors by MSCI

MSCI Factor Performance Heat Map - Europe

Gross Performance as of 06/02/2023 in USD
Index Name 1D 1W 1M 3M YTD 1Y 3Y 5Y 10Y
MSCI Europe Index 1.4% 0.3% -1.3% 3.8% 12.1% 8.8% 11.0% 5.1% 5.6%
MSCI Europe Minimum Volatility (EUR) Index 0.8% 0.1% -3.0% 5.9% 11.0% 5.9% 6.0% 4.5% 5.8%
MSCI Europe High Dividend Yield Index 1.9% 1.0% -2.0% 2.5% 7.8% 3.4% 10.8% 5.4% 5.7%
MSCI Europe Quality Index 1.5% 0.3% -1.6% 6.3% 12.7% 10.6% 10.1% 8.4% 7.8%
MSCI Europe Momentum Index 1.2% -0.1% -2.6% 2.8% 8.8% 5.6% 7.3% 5.7% 7.2%
MSCI Europe Enhanced Value Index 1.7% 0.7% -1.5% -0.1% 9.5% 2.8% 13.2% 3.4% 4.6%
MSCI Europe Equal Weighted Index 1.8% 1.0% -2.0% 1.4% 10.3% 3.1% 8.4% 2.7% 5.2%
MSCI Europe Growth Target Index 1.1% 0.7% -0.7% 4.6% 12.7% 10.9% 12.5% 5.8% 5.9%
YTD Factor relative performance over parent market cap index

  • All returns over 1 year are annualized.
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