MSCI ACWI Small Cap Index

The MSCI ACWI Small Cap Index captures small cap representation across Developed Markets (DM) and Emerging Markets (EM) countries. The index covers about 14% of the free float-adjusted market capitalization in each country.

Index code	655045
Inception date	May 31, 1994
Benchmark administrator
Div Yld (%)	2.18
P/E	23.17
P/E Fwd	15.78
P/BV	1.73

Number of constituents	5,972
Index Market Cap	$9.17 T
Largest constituent Market Cap	$22.24 B
Smallest constituent Market Cap	$3.41 M
Average constituent Market Cap	$1.53 B
Median constituent Market Cap	$798.47 M
Does this benchmark pursue ESG objectives?	No

Data as of Jan. 31, 2025

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI ACWI Small Cap Index	11.75	18.61	20.90	17.48	0.06	0.43	0.38	60.51	2009-03-09 - 2007-07-13
MSCI ACWI IMI Index	2.39	16.24	17.35	14.99	0.36	0.64	0.55	58.28	2009-03-09 - 2007-10-31

ESG metrics

No data available for this index

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INTERACTIVE BKRS GRP A	0.21%
NATERA	0.20%
US FOODS HOLDING	0.17%
SOFI TECHNOLOGIES	0.17%
XPO	0.16%
FLEX	0.16%
TAPESTRY	0.16%
COMFORT SYSTEMS USA	0.16%
FTAI AVIATION	0.16%
CASEYS GENERAL STORES	0.16%

MSCI ACWI Small Cap Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

ESG metrics

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		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI ACWI Small Cap Index	11.75	18.61	20.90	17.48	0.06	0.43	0.38	60.51	2009-03-09 - 2007-07-13
MSCI ACWI IMI Index	2.39	16.24	17.35	14.99	0.36	0.64	0.55	58.28	2009-03-09 - 2007-10-31

MSCI ACWI Small Cap Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

ESG metrics

Want to learn more about MSCI indexes?Get in touch.

Want to learn more about MSCI indexes?
Get in touch.