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
MSCI LIMITED
Div Yld (%)
1.50
P/E
19.80
P/E Fwd
16.77
P/BV
2.95
Number of constituents
452
Index Market Cap
$34.12 T
Largest constituent Market Cap
$1.22 T
Smallest constituent Market Cap
$4.01 B
Average constituent Market Cap
$75.49 B
Median constituent Market Cap
$30.93 B
Does this benchmark pursue ESG objectives?
No
Data as of Feb. 27, 2026 

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