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MSCI High Dividend Yield and Hedged Indexes

The MSCI High Dividend Yield Indexes aim to reflect the opportunity set of companies with high dividend income and quality characteristics that pass dividend sustainability, persistence and quality screens. These measures aim to omit securities with potentially deteriorating fundamentals that could force them to cut or reduce dividends. The MSCI HDY Indexes are also available on a hedged version.

The MSCI Hedged Indexes include both equities and currency components and measure the effects of hedging foreign currencies back to the “home currency.” The equities included in each MSCI Hedged Index are based on an unhedged MSCI parent equity index. The indexes are designed to represent a close estimation of the local currency return of the MSCI parent index that can be achieved by hedging the currency exposures of the MSCI parent index by notionally “selling” currency forwards.
 


PERFORMANCE, FACTSHEETS AND METHODOLOGIES

MSCI HDY Hedged Indexes

MSCI High Dividend Yield Indexes Methodology

MSCI ACWI ex US HDY US Dollar Hedged Index
Performance | Factsheet

MSCI EAFE HDY US Dollar Hedged Index
Performance | Factsheet

MSCI EMU HDY US Dollar Hedged Index
Performance | Factsheet

MSCI EM HDY US Dollar Hedged Index
Performance | Factsheet


MSCI Hedged Indexes

MSCI Hedged Indexes Methodology

MSCI AC Asia Pacific ex Japan US Dollar Hedged Index
Performance | Factsheet   

MSCI ACWI ex USA US Dollar Hedged Index
Performance | Factsheet

MSCI Australia US Dollar Hedged Index
Performance | Factsheet

MSCI Brazil US Dollar Hedged Index
Performance | Factsheet

MSCI EAFE Small Cap US Dollar Hedged Index
Performance | Factsheet

MSCI EAFE US Dollar Hedged Index
Performance | Factsheet

MSCI EM US Dollar Hedged Index
Performance | Factsheet

MSCI EMU IMI US Dollar Hedged Index
Performance | Factsheet

MSCI Europe US Dollar Hedged Index
Performance | Factsheet

MSCI Germany US Dollar Hedged Index
Performance | Factsheet

MSCI Italy 25-50 US Dollar Hedged Index
Performance | Factsheet

MSCI Japan US Dollar Hedged Index
Performance | Factsheet

MSCI Korea 25/50 US Dollar Hedged Index
Performance | Factsheet

MSCI Mexico IMI 25/50 US Dollar Hedged Index
Performance | Factsheet

MSCI Southern Europe US Dollar Hedged Index
Performance | Factsheet

MSCI Spain 25-50 US Dollar Hedged Index
Performance | Factsheet

MSCI United Kingdom US Dollar Hedged Index
Performance | Factsheet


Raina Oberoi on the ins and outs of currency hedging today

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RESEARCH PAPER

Why currency returns and currency hedging matters?

Index methodology

View all MSCI index methodologies.

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