MSCI ACWI Diversified Multiple-Factor R Series Index (USD)

The MSCI ACWI Diversified Multiple-Factor R-Series Index is based on the MSCI ACWI Index, its parent index, which includes large and mid-cap stocks across Developed and Emerging Markets. The index is designed to maximize 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 R-Series methodology integrates risk constraints to maintain broad market characteristics while enhancing factor exposure.
Index code
716957
Index type
Equity
Benchmark administrator
--
Div Yld (%)
1.86
P/E
18.08
P/E Fwd
14.46
P/BV
2.60
Number of constituents
862
Index Market Cap
$34.72 T
Largest constituent Market Cap
$1.21 T
Smallest constituent Market Cap
$491.86 M
Average constituent Market Cap
$40.28 B
Median constituent Market Cap
$14.93 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Feb. 27, 2026 
* For ESG objective information, please see this page

Want to learn more about MSCI indexes?
Get in touch.