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 (%)
1.23
P/E
21.58
P/E Fwd
16.80
P/BV
4.47
Number of constituents
183
Index Market Cap
$31.22 T
Largest constituent Market Cap
$1.98 T
Smallest constituent Market Cap
$1.48 B
Average constituent Market Cap
$170.62 B
Median constituent Market Cap
$66.72 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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