MSCI EAFE Minimum Volatility (USD) Index

The MSCI EAFE Minimum Volatility (USD) Index aims to reflect the performance characteristics of a minimum variance strategy applied to the large and mid cap equity universe across Developed Markets countries around the world excluding the US and Canada. The index is calculated by optimizing the MSCI EAFE Index, its parent index, for the lowest absolute risk (within a given set of constraints). Historically, the index has shown lower beta and volatility characteristics relative to the MSCI EAFE Index.
Index code
700332
Inception date
Aug. 27, 2015
Div Yld (%)
3.32
P/E
15.71
P/E Fwd
14.36
P/BV
1.82
Number of constituents
233
Index Market Cap
$7.54 T
Largest constituent Market Cap
$126.65 B
Smallest constituent Market Cap
$2.62 B
Average constituent Market Cap
$32.38 B
Median constituent Market Cap
$23.67 B
Data as of Sept. 30, 2024 

ESG metrics

Summary

MSCI EAFE Minimum Volatility (USD) Index

Implied Temperature Rise
> 1.5°C - < 2°C
100.00% coverage

MSCI ACWI IMI

Implied Temperature Rise
> 2.0°C - < 3.2°C
94.69% coverage
MSCI EAFE Minimum Volatility (USD) Index
Score
Coverage
ESG Score
7.59
100.00%
UN Global Compact Violations % (*)
0.00%
100.00%
Red Flag ESG Controversies % (*)
0.00%
100.00%
MSCI ACWI IMI
Score
Coverage
ESG Score
6.72
88.49%
UN Global Compact Violations % (*)
0.15%
97.03%
Red Flag ESG Controversies % (*)
0.16%
97.03%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Sept. 30, 2024. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI ESG Research LLC, a subsidiary of MSCI Inc. MSCI ESG Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI ESG Research LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

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