MSCI EAFE Small Cap Diversified Multiple-Factor Index

The MSCI EAFE Small Cap Diversified Multiple-Factor Index is based on the MSCI EAFE Small Cap Index, its parent index, and includes small-cap stocks across Developed Markets in Europe, Australasia, and the Far East. The index is designed to provide systematic exposure to multiple factors—Value, Momentum, Quality and Low Size—while maintaining broad market characteristics.