MSCI ACWI Diversified Multiple-Factor Index (CAD)

The MSCI ACWI Diversified Multiple-Factor Index (CAD) is based on the MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed and Emerging Markets. The index systematically integrates exposure to four key investment factors—Value, Momentum, Quality, and Low Size—while maintaining a risk profile similar to that of the parent index. The index is denominated in Canadian dollars (CAD) and aims to provide diversified factor exposure while preserving broad market representation.