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 (%)
2.68
P/E
16.01
P/E Fwd
14.06
P/BV
1.64
Number of constituents
218
Index Market Cap
$3.46 T
Largest constituent Market Cap
$103.32 B
Smallest constituent Market Cap
$1.78 B
Average constituent Market Cap
$15.91 B
Median constituent Market Cap
$8.01 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Feb. 27, 2026 
* For ESG objective information, please see this page

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