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 (%)
2.82
P/E
15.14
P/E Fwd
13.26
P/BV
1.55
Number of constituents
223
Index Market Cap
$4.21 T
Largest constituent Market Cap
$170.29 B
Smallest constituent Market Cap
$414.92 M
Average constituent Market Cap
$18.90 B
Median constituent Market Cap
$9.85 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of June 30, 2026 
* For ESG objective information, please see this page

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