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
19.73
P/E Fwd
16.12
P/BV
2.95
Number of constituents
465
Index Market Cap
$31.60 T
Largest constituent Market Cap
$1.76 T
Smallest constituent Market Cap
$192.38 M
Average constituent Market Cap
$67.96 B
Median constituent Market Cap
$26.39 B
Does this benchmark pursue ESG objectives?
No
Data as of May 29, 2026 

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