MSCI ACWI Small Cap Risk Weighted Index

The MSCI ACWI Small Cap Risk Weighted Index is based on the MSCI ACWI Small Cap Index, its parent index, which includes small cap stocks across Developed Markets (DM) and Emerging Markets (EM) countries. Constructed using a simple, but effective and transparent process, the MSCI AC Asia Risk Weighted Index reweights each security of the parent index so that stocks with lower risk are given higher index weights. Historically the index has exhibited lower realized volatility in comparison to its parent index, while maintaining reasonable liquidity and capacity.