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 (%)
2.99
P/E
14.15
P/E Fwd
12.71
P/BV
1.47
Number of constituents
219
Index Market Cap
$3.75 T
Largest constituent Market Cap
$91.11 B
Smallest constituent Market Cap
$568.12 M
Average constituent Market Cap
$17.12 B
Median constituent Market Cap
$8.74 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of April 30, 2026 
* For ESG objective information, please see this page

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