MSCI ACWI Diversified Multiple-Factor Index

The MSCI ACWI Diversified Multiple-Factor Index is based on MSCI ACWI Index, its parent index, which includes large and mid cap stocks across Developed Markets (DM) and Emerging Markets (EM) countries. The index aims to maximize exposure to four factors – Value, Momentum, Quality and Low Size -- while maintaining a risk profile similar to that of the underlying parent index.