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 (%)
1.54
P/E
19.63
P/E Fwd
15.99
P/BV
2.98
Number of constituents
445
Index Market Cap
$35.49 T
Largest constituent Market Cap
$1.61 T
Smallest constituent Market Cap
$5.02 B
Average constituent Market Cap
$79.75 B
Median constituent Market Cap
$32.18 B
Does this benchmark pursue ESG objectives?
No
Data as of June 30, 2026 

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