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 (%)
2.75
P/E
16.28
P/E Fwd
14.06
P/BV
1.64
Number of constituents
218
Index Market Cap
$4.27 T
Largest constituent Market Cap
$187.13 B
Smallest constituent Market Cap
$354.70 M
Average constituent Market Cap
$19.60 B
Median constituent Market Cap
$9.14 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of May 29, 2026 
* For ESG objective information, please see this page

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