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 (%)
1.81
P/E
16.40
P/E Fwd
12.04
P/BV
2.67
Number of constituents
722
Index Market Cap
$37.27 T
Largest constituent Market Cap
$1.50 T
Smallest constituent Market Cap
$460.85 M
Average constituent Market Cap
$51.63 B
Median constituent Market Cap
$18.59 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of Sept. 30, 2026 
* For ESG objective information, please see this page

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