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 (%)
1.62
P/E
18.79
P/E Fwd
16.21
P/BV
2.61
Number of constituents
452
Index Market Cap
$28.80 T
Largest constituent Market Cap
$1.13 T
Smallest constituent Market Cap
$1.01 B
Average constituent Market Cap
$63.71 B
Median constituent Market Cap
$29.15 B
Does this benchmark pursue ESG objectives?
No
Data as of Aug. 29, 2025 

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