MSCI World Diversified Multiple-Factor Index

The MSCI World Diversified Multiple-Factor Index is based on the MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed Markets 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.
Index code
706536
Index type
Equity
Benchmark administrator
--
Div Yld (%)
1.61
P/E
19.15
P/E Fwd
16.30
P/BV
2.68
Number of constituents
449
Index Market Cap
$25.86 T
Largest constituent Market Cap
$1.10 T
Smallest constituent Market Cap
$783.26 M
Average constituent Market Cap
$57.60 B
Median constituent Market Cap
$25.26 B
Does this benchmark pursue ESG objectives?
No
Data as of July 31, 2025 

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