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.
Index code
716959
Index type
Equity
Benchmark administrator
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Div Yld (%)
1.99
P/E
18.15
P/E Fwd
15.55
P/BV
2.55
Number of constituents
839
Index Market Cap
$29.74 T
Largest constituent Market Cap
$924.86 B
Smallest constituent Market Cap
$105.91 M
Average constituent Market Cap
$35.45 B
Median constituent Market Cap
$14.67 B
Does this benchmark pursue ESG objectives?
No
Data as of Nov. 28, 2025 

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