MSCI ACWI Diversified Multiple 5-Factor Index (USD)

The MSCI ACWI Diversified Multiple 5-Factor 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 constructed using a diversified multi-factor strategy that targets exposure to Value, Momentum, Quality, Low Size, and Low Volatility while maintaining broad market characteristics and risk constraints.