MSCI World ex USA Small Cap Diversified Multiple-Factor Index

The MSCI World ex USA Small Cap Diversified Multiple-Factor Index is based on the MSCI World ex USA Small Cap Index, its parent index, which includes small cap stocks across Developed Markets (DM) countries (excepting the USA). 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.