MSCI Australia IMI Diversified Multiple-Factor Index

The MSCI Australia IMI Diversified Multiple-Factor (AUD) Index is designed to measure the performance of the large, mid and small cap segments of the Australia market. The index aims 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.

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Index code	709740
Index type	Equity
Benchmark administrator	MSCI LIMITED
Div Yld (%)	3.74
P/E	16.92
P/E Fwd	14.79
P/BV	2.23

Number of constituents	120
Index Market Cap	$1.37 T
Largest constituent Market Cap	$130.95 B
Smallest constituent Market Cap	$514.20 M
Average constituent Market Cap	$11.47 B
Median constituent Market Cap	$5.25 B
Does this benchmark pursue ESG objectives?	No

Data as of Oct. 30, 2026

		Annualized std dev (%)²	Sharpe ratio^2,3	Maximum drawdown
MSCI Australia IMI Diversified Multiple-Factor Index	39.99	16.61	20.07	19.83	0.90	0.27	0.39	71.24	2007-11-01 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.02	14.99	14.96	1.36	0.44	0.67	58.59	2007-10-31 - 2009-03-09

Ticker	Provider	Name	Product type	Index name	Currency
AUMF AU	iShares	iShares Edge MSCI Australia Multifactor ETF	ETF	MSCI Australia IMI Diversified Multiple-Factor Index	AUD

ESG metrics

Summary

MSCI Australia IMI Diversified Multiple-Factor Index

Implied Temperature Rise

> 3.2°C

95.0% coverage

MSCI ACWI IMI Index

Implied Temperature Rise

> 2.0°C - < 3.2°C

94.3% coverage

MSCI Australia IMI Diversified Multiple-Factor Index	Score	Coverage
ESG Score	7.5	99.2%
UN Global Compact Violations % (*)	0.0%	100.0%
Red Flag ESG Controversies % (*)	0.0%	100.0%

MSCI ACWI IMI Index	Score	Coverage
ESG Score	6.7	89.8%
UN Global Compact Violations % (*)	0.1%	100.0%
Red Flag ESG Controversies % (*)	0.1%	100.0%

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle. Data available as of Oct. 2026. The information was updated as part of the regular monthly update cycle.

MSCI ESG and climate ratings, research and data are produced by MSCI Solutions LLC, a subsidiary of MSCI Inc. MSCI Sustainability Indexes, Analytics, Real Assets, and Private Capital Solutions are products of MSCI Inc. that utilize information from MSCI Solutions LLC. MSCI Indexes are administered by MSCI Limited and MSCI Deutschland GmbH.

Consolidated environmental rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

MSCI Australia IMI Diversified Multiple-Factor Index	Score	Coverage
Environmental Pillar Score	4.9	99.2%
Aggregated Climate VaR %	-30.3%	--
Policy Risk Climate VaR %	-25.1%	98.3%
Technology Opportunities Climate VaR %	1.7%	63.3%
Physical Risk Climate VaR %	-3.3%	100.0%
Fossil Fuel-Based Sector Exposure (NACE) %	29.0%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	784.6	98.3%
Reported Emissions %	95.8%	--
Estimated Emissions %	4.2%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	2187.8	98.3%
High Climate Impact Sector Exposure %	55.1%	100.0%
Fossil Fuel Reserves % (*)	12.0%	100.0%
Green Revenue	2.2	100.0%
Green Capex %	0.0%	10.0%
Green Bonds % (**)	--	--

MSCI ACWI IMI Index	Score	Coverage
Environmental Pillar Score	5.7	89.8%
Aggregated Climate VaR %	-17.1%	--
Policy Risk Climate VaR %	-13.9%	96.3%
Technology Opportunities Climate VaR %	1.3%	63.8%
Physical Risk Climate VaR %	-4.7%	96.5%
Fossil Fuel-Based Sector Exposure (NACE) %	7.4%	100.0%
Enterprise Carbon Intensity (t CO2e/$M EVIC)	331.4	97.8%
Reported Emissions %	92.5%	--
Estimated Emissions %	7.4%	--
Wtd Avg Carbon Intensity (t CO2e/$M Sales)	1039.8	97.4%
High Climate Impact Sector Exposure %	62.9%	100.0%
Fossil Fuel Reserves % (*)	5.6%	99.1%
Green Revenue	9.3	99.9%
Green Capex %	0.4%	12.9%
Green Bonds % (**)	--	--

(*) Additional ESG factor not mentioned in the regulation but provided for transparency purposes.

(**) The universe of self-labelled green bonds is sourced from Refinitiv and Climate Bonds Initiative. Bonds included in the MSCI Fixed Income Indexes that are not identified as selflabelled green bonds based on data from Refinitiv and Climate Bonds Initiative are deemed non-compliant with the green bond criteria as defined by the MSCI ESG Research Green Bond Assessment methodology. Such bonds are counted towards the Coverage %.

MSCI Australia IMI Diversified Multiple-Factor Index	Score	Coverage
Social Pillar Score	4.8	99.2%
Controversial Weapons %	0.0%	100.0%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.0%	100.0%
Social Violations (Count)	0.0	100.0%
Social Violations (% of Constituents)	0.0%	100.0%
Lack of Due Diligence Policy (ILO) %	42.1%	100.0%
Gender Pay Gap	10.7	79.2%
Female:Male Board Diversity Ratio	75.0	99.2%
Total Recordable Injury Rate	5.5	68.3%
Bribery and Corruption Controversies (Sum)	1.0	100.0%

MSCI ACWI IMI Index	Score	Coverage
Social Pillar Score	4.9	89.8%
Controversial Weapons %	0.4%	99.9%
Tobacco Involvement - Highly Restrictive %	0.7%	--
Tobacco Involvement - Moderately Restrictive % (*)	0.6%	99.9%
Social Violations (Count)	11.0	100.0%
Social Violations (% of Constituents)	0.1%	100.0%
Lack of Due Diligence Policy (ILO) %	22.7%	97.5%
Gender Pay Gap	14.0	83.8%
Female:Male Board Diversity Ratio	55.8	96.7%
Total Recordable Injury Rate	4.0	69.1%
Bribery and Corruption Controversies (Sum)	103.0	100.0%

MSCI Australia IMI Diversified Multiple-Factor Index	Score	Coverage
Governance Pillar Score	7.6	99.2%
Board Independence	82.5	100.0%
Board Gender Diversity	41.3	100.0%

MSCI ACWI IMI Index	Score	Coverage
Governance Pillar Score	5.8	89.8%
Board Independence	79.0	98.6%
Board Gender Diversity	33.8	98.6%

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MSCI Australia IMI Diversified Multiple-Factor Index

Score

Coverage

ESG Score

7.5

99.2%

UN Global Compact Violations % (*)

0.0%

100.0%

Red Flag ESG Controversies % (*)

0.0%

100.0%

MSCI ACWI IMI Index

Score

Coverage

ESG Score

6.7

89.8%

UN Global Compact Violations % (*)

0.1%

100.0%

Red Flag ESG Controversies % (*)

0.1%

100.0%

MSCI Australia IMI Diversified Multiple-Factor Index

Score

Coverage

Environmental Pillar Score

4.9

99.2%

Aggregated Climate VaR %

-30.3%

Policy Risk Climate VaR %

-25.1%

98.3%

Technology Opportunities Climate VaR %

1.7%

63.3%

Physical Risk Climate VaR %

-3.3%

100.0%

Fossil Fuel-Based Sector Exposure (NACE) %

29.0%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

784.6

98.3%

Reported Emissions %

95.8%

Estimated Emissions %

4.2%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

2187.8

98.3%

High Climate Impact Sector Exposure %

55.1%

100.0%

Fossil Fuel Reserves % (*)

12.0%

100.0%

Green Revenue

2.2

100.0%

Green Capex %

0.0%

10.0%

Green Bonds % (**)

MSCI ACWI IMI Index

Score

Coverage

Environmental Pillar Score

5.7

89.8%

Aggregated Climate VaR %

-17.1%

Policy Risk Climate VaR %

-13.9%

96.3%

Technology Opportunities Climate VaR %

1.3%

63.8%

Physical Risk Climate VaR %

-4.7%

96.5%

Fossil Fuel-Based Sector Exposure (NACE) %

7.4%

100.0%

Enterprise Carbon Intensity (t CO2e/$M EVIC)

331.4

97.8%

Reported Emissions %

92.5%

Estimated Emissions %

7.4%

Wtd Avg Carbon Intensity (t CO2e/$M Sales)

1039.8

97.4%

High Climate Impact Sector Exposure %

62.9%

100.0%

Fossil Fuel Reserves % (*)

5.6%

99.1%

Green Revenue

9.3

99.9%

Green Capex %

0.4%

12.9%

Green Bonds % (**)

BHP GROUP (AU)	9.51%
COMMONWEALTH BANK OF AUS	8.72%
RIO TINTO LTD (AU)	3.88%
NATIONAL AUSTRALIA BANK	2.86%
WESTPAC BANKING	2.72%
QBE INSURANCE GROUP	2.69%
ANZ GROUP HOLDINGS	2.57%
TELSTRA GROUP	2.50%
FORTESCUE	2.31%
COLES	2.07%

		Annualized std dev (%)²			Sharpe ratio^2,3			Maximum drawdown
Index	Turnover(%)¹	3 YR	5 YR	10 YR	3 YR	5 YR	10 YR	%	Period YYYY-MM-DD
MSCI Australia IMI Diversified Multiple-Factor Index	39.99	16.61	20.07	19.83	0.90	0.27	0.39	71.24	2007-11-01 - 2009-03-09
MSCI ACWI IMI Index	2.62	12.02	14.99	14.96	1.36	0.44	0.67	58.59	2007-10-31 - 2009-03-09

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MSCI Australia IMI Diversified Multiple-Factor Index

Index risk and return characteristics

Top 10 constituents

Sector weights

Country weights

1 index-linked ETP

ESG metrics

Summary

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

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ESG metrics

Summary

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated environmental rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated social rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Consolidated governance rating distribution

MSCI Australia IMI Diversified Multiple-Factor Index

MSCI ACWI IMI Index

Index risk and return characteristics

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