MSCI EAFE Diversified Multiple-Factor Index (CAD)

The MSCI EAFE Diversified Multiple-Factor (CAD) Index captures large and mid-cap stocks across Developed Markets countries. The index is calculated by optimizing the MSCI EAFE Index, its parent index, in CAD, 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
707932
Index type
Equity
Benchmark administrator
--
Div Yld (%)
3.07
P/E
13.94
P/E Fwd
12.81
P/BV
1.48
Number of constituents
231
Index Market Cap
$3.21 T
Largest constituent Market Cap
$82.33 B
Smallest constituent Market Cap
$1.36 B
Average constituent Market Cap
$13.90 B
Median constituent Market Cap
$7.72 B
Does this benchmark pursue ESG objectives?
No
Data as of Nov. 28, 2025 

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