MSCI USA Diversified Multiple 5-Factor Index (USD)

The MSCI USA Diversified Multiple 5-Factor Index is based on the MSCI USA Index, its parent index, which includes large and mid-cap stocks across the US market. The index aims to maximize exposure to Value, Momentum, Quality, Low Size, and Low Volatility while maintaining a risk profile similar to that of the parent index.
Index code
716956
Index type
Equity
Benchmark administrator
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Div Yld (%)
1.26
P/E
23.35
P/E Fwd
19.36
P/BV
4.52
Number of constituents
199
Index Market Cap
$31.47 T
Largest constituent Market Cap
$1.59 T
Smallest constituent Market Cap
$1.86 B
Average constituent Market Cap
$158.15 B
Median constituent Market Cap
$62.80 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Feb. 27, 2026 
* For ESG objective information, please see this page

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