MSCI EAFE Size Tilt Index

The MSCI EAFE Size Tilt Index is based on MSCI EAFE, its parent index, which includes large and mid-cap stocks across Developed Markets (DM) countries around the world, excluding the US and Canada. It aims to reflect the performance of a low size strategy with relatively high investment capacity. The indexes are created by including all the constituents in the parent index and weighting the constituents using the square root of their market capitalization weight.