MSCI World Quantitative Low Residual Volatility Index

The MSCI World Quantitative Low Residual Volatility Index is based on the MSCI World Index, its parent index, which includes large and mid-cap stocks across Developed markets. The index uses an optimization process that aims to maximize the exposure to the Low Residual Volatility factor, while controlling for active risk, active specific risk and non-target factors relative to the parent index.
Index code
766272
Index type
Equity
Benchmark administrator
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Div Yld (%)
1.81
P/E
23.16
P/E Fwd
19.41
P/BV
3.59
Number of constituents
196
Index Market Cap
$33.55 T
Largest constituent Market Cap
$2.11 T
Smallest constituent Market Cap
$464.19 M
Average constituent Market Cap
$171.19 B
Median constituent Market Cap
$80.78 B
Does this benchmark pursue ESG objectives?
N/A*
Data as of May 29, 2026 
* For ESG objective information, please see this page

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