MSCI EAFE Diversified Multiple 5-Factor Index (USD)

The MSCI EAFE Diversified Multiple 5-Factor Index is based on the MSCI EAFE Index, its parent index, which includes large and mid-cap stocks across Developed Markets in Europe, Australasia, and the Far East. The index is designed to enhance long-term risk-adjusted returns by maximizing exposure to Value, Momentum, Quality, Low Size, and Low Volatility while maintaining broad market representation.
Index code
716953
Index type
Equity
Benchmark administrator
--
Div Yld (%)
3.46
P/E
13.88
P/E Fwd
12.57
P/BV
1.50
Number of constituents
234
Index Market Cap
$3.33 T
Largest constituent Market Cap
$76.14 B
Smallest constituent Market Cap
$56.83 M
Average constituent Market Cap
$14.25 B
Median constituent Market Cap
$8.21 B
Does this benchmark pursue ESG objectives?
No
Data as of Nov. 28, 2025 

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