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MSCI EAFE index

The MSCI EAFE Index is designed to represent the performance of large and mid-cap securities across 21 developed markets, including countries in Europe, Australasia and the Far East, excluding the U.S. and Canada. The Index is available for a number of regions, market segments/sizes and covers approximately 85% of the free float-adjusted market capitalization in each of the 21 countries.

The Index is widely used as a benchmark and as the basis for index-linked financial products.  Multiple exchange traded funds are based on the MSCI EAFE Index and the ICE Futures Europe, ICE Futures US and Chicago Board Options Exchange (CBOE) are licensed to list futures contracts on this Index.

Download the MSCI EAFE index brochure
 




1 As of June 30, 2017, as reported on September 30, 2017 by eVestment, Morningstar and Bloomberg
 

MSCI eafe index market allocation

 

MSCI EAFE Index reflects the Modern Index Strategy
 

MODERN

Evolves to measure and capture equity markets as they exist today. Our indexes are built using an innovative maintenance methodology that provides superior balance between the need for a stable index that is flexible enough to adjust quickly to a constantly changing opportunity set. We provide timely and consistent treatment of corporate events and synchronized rebalancings, globally.
 

SEAMLESS

Covers the full opportunity set and all its segments, including GICS® sectors. All of MSCI’s indexes are created using the Global Industry Classification Standard (GICS®), an industry classification system developed by MSCI and S&P Global, which provides a common framework to classify stocks. They offer exhaustive coverage of the investable opportunity set with non-overlapping size and style segmentation.
 

INTEGRATED

Consistent methodology for every market. Where other providers use either a long- or short-term liquidity measure to assess the eligibility of stocks for their indexes, MSCI uses both, recognizing the differences in liquidity between developed and emerging markets and enhancing the investability and replicability of our indexes. MSCI puts strong emphasis on investability and replicability of its indexes through the use of size and liquidity screens.
 

MSCI EAFE DAILY PERFORMANCE

FLAGSHIP BENCHMARKS
  • MSCI EAFE Index: Covers more than 900 securities across large and mid-cap size segments and across style and sector segments in 21 developed markets.
    Performance | Factsheet
  • MSCI EAFE IMI Index: Covers more than 3,000 securities across large, mid and small-cap size segments and across style and sector segments in 21 developed markets.
    Performance | Factsheet
  • MSCI EAFE All Cap Index: Covers more than 7,500 securities across large, mid, small and micro-cap size segments and across style and sector segments in 21 developed markets.
    Performance | Factsheet
APPLICATIONS

The MSCI EAFE Index provides a broad international equity benchmark to support: 

  • Asset allocation: Consistent, complete representation of the performance of the full spectrum of developed markets international equity outside of the U.S. and Canada.
  • Performance measurement and attribution: An industry-leading benchmark for non-US developed markets mandates, with regional, sector and other subsets available for more targeted investment mandates.
  • Research: A trusted source for international equity markets and underlying security-level data for sell-side research.
  • Investment product development: May be licensed for use as the basis for structured products and other index-linked investment vehicles, such as ETFs and ETNs.



our Building Block Approach 

MSCI EAFE Indexes offer a building block approach with a rules-based, consistent and transparent methodology.

Using MSCI EAFE as a framework to build portfolios helps to avoid unintended bets and risks.

Robust foundation allows investors to measure exposure to all sources of equity returns using a single global framework.


MSCI wins “best index provider” award

We are recognized as an industry leader by some of the most influential publications and organizations globally. Recent awards include both “Index Provider of the Year for 2016” by Pensions Age and “Best Global Index Provider” by Hedgeweek.

MSCI EAFE IMI index

An equity index which captures large, mid and small-cap representation across Developed Markets countries around the world, excluding the U.S. and Canada.

MSCI’s 2016 Market Classification Review

Webinar on the results of MSCI’s 2016 Market Classification Review, taking place on June 15, 2016.

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