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
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Div Yld (%)
3.29
P/E
14.87
P/E Fwd
12.92
P/BV
1.55
Number of constituents
231
Index Market Cap
$4.25 T
Largest constituent Market Cap
$123.12 B
Smallest constituent Market Cap
$66.63 M
Average constituent Market Cap
$18.43 B
Median constituent Market Cap
$10.72 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of July 31, 2026 
* For ESG objective information, please see this page

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