ELEMENTS OF PERFORMANCE
Factors by MSCI
MSCI Factor Performance Heat Map - Americas
| Index Name | 1D | 1W | 1M | 3M | YTD | 1Y | 3Y | 5Y | 10Y |
|---|---|---|---|---|---|---|---|---|---|
| MSCI ACWI Index | 1.0% | 2.3% | 5.0% | 6.5% | 10.1% | 24.4% | 6.6% | 11.8% | 9.3% |
| MSCI ACWI Minimum Volatility Index | 0.3% | 1.4% | 3.5% | 3.2% | 4.9% | 8.4% | 3.6% | 6.1% | 7.6% |
| MSCI ACWI High Dividend Yield Index | 0.7% | 2.1% | 4.9% | 6.5% | 6.6% | 14.7% | 4.4% | 8.2% | 6.5% |
| MSCI ACWI Quality Index | 1.6% | 2.8% | 5.2% | 6.3% | 14.1% | 34.6% | 9.8% | 16.0% | 12.8% |
| MSCI ACWI Momentum Index | 1.8% | 2.5% | 3.6% | 8.5% | 22.9% | 36.0% | 6.9% | 12.5% | 11.6% |
| MSCI ACWI Enhanced Value Index | 0.3% | 2.0% | 3.7% | 7.8% | 6.4% | 19.1% | 4.0% | 8.8% | 6.0% |
| MSCI ACWI Equal Weighted Index | 0.4% | 1.9% | 4.8% | 6.7% | 4.5% | 9.2% | -0.9% | 5.6% | 4.8% |
| MSCI ACWI Growth Target Index | 1.1% | 2.5% | 4.9% | 5.4% | 12.4% | 27.2% | 7.0% | 12.1% | 10.6% |
| MSCI World Index | 1.1% | 2.4% | 4.9% | 6.3% | 10.5% | 25.7% | 7.9% | 12.8% | 10.0% |
| MSCI World Minimum Volatility Index | 0.4% | 1.3% | 3.6% | 3.1% | 5.2% | 8.2% | 3.8% | 6.4% | 8.0% |
| MSCI World High Dividend Yield Index | 0.8% | 2.2% | 5.2% | 6.8% | 7.2% | 15.3% | 5.6% | 8.6% | 6.8% |
| MSCI World Quality Index | 1.6% | 2.8% | 5.4% | 6.1% | 14.1% | 33.9% | 11.3% | 16.6% | 13.4% |
| MSCI World Momentum Index | 1.8% | 2.5% | 3.6% | 8.2% | 21.7% | 35.9% | 8.1% | 13.3% | 12.7% |
| MSCI World Enhanced Value Index | 0.7% | 2.7% | 3.4% | 6.8% | 7.0% | 21.0% | 6.3% | 8.9% | 6.4% |
| MSCI World Equal Weighted Index | 0.8% | 2.4% | 4.9% | 6.2% | 6.0% | 16.1% | 2.8% | 8.1% | 7.0% |
| MSCI World Growth Target Index | 1.1% | 2.4% | 4.9% | 5.7% | 13.3% | 29.4% | 7.8% | 12.5% | 10.5% |
| MSCI Emerging Markets Index | 0.4% | 1.7% | 5.5% | 8.5% | 6.9% | 14.4% | -3.2% | 4.3% | 3.4% |
| MSCI Emerging Markets Minimum Volatility Index | 0.0% | 0.7% | 2.3% | 3.0% | 3.1% | 7.2% | 0.2% | 3.5% | 2.9% |
| MSCI Emerging Markets High Dividend Yield Index | 0.4% | 2.4% | 5.3% | 8.7% | 6.7% | 19.2% | 1.7% | 4.4% | 2.7% |
| MSCI Emerging Markets Quality Index | 0.5% | 1.1% | 3.2% | 2.0% | 1.2% | 16.4% | -0.9% | 6.4% | 4.2% |
| MSCI Emerging Markets Momentum Index | 0.4% | 1.3% | 5.1% | 7.4% | 11.7% | 17.3% | -4.1% | 7.1% | 5.0% |
| MSCI Emerging Markets Enhanced Value Index | 0.0% | 1.2% | 6.4% | 9.4% | 6.8% | 18.1% | 0.3% | 7.0% | 4.6% |
| MSCI Emerging Markets Equal Weighted Index | -0.1% | 1.4% | 4.6% | 7.3% | 2.8% | 1.8% | -4.9% | 2.7% | 1.5% |
| MSCI Emerging Markets Growth Target Index | 0.5% | 1.4% | 5.1% | 7.0% | 5.4% | 9.6% | -0.8% | 7.5% | 6.2% |
| MSCI Europe Index | 0.9% | 3.0% | 6.9% | 10.1% | 9.7% | 15.7% | 5.8% | 9.3% | 5.2% |
| MSCI Europe Minimum Volatility (EUR) Index | 0.7% | 2.3% | 7.0% | 7.8% | 6.7% | 8.2% | 3.1% | 6.4% | 4.8% |
| MSCI Europe High Dividend Yield Index | 0.5% | 3.1% | 6.9% | 10.9% | 6.7% | 15.7% | 7.0% | 8.6% | 4.8% |
| MSCI Europe Quality Index | 0.9% | 2.7% | 6.1% | 6.6% | 7.4% | 12.4% | 4.4% | 10.7% | 7.3% |
| MSCI Europe Momentum Index | 0.8% | 2.6% | 6.9% | 13.6% | 15.7% | 21.9% | 5.4% | 11.6% | 7.7% |
| MSCI Europe Enhanced Value Index | 0.6% | 3.8% | 8.9% | 13.9% | 10.5% | 18.3% | 6.4% | 9.4% | 4.1% |
| MSCI Europe Equal Weighted Index | 1.0% | 3.5% | 7.9% | 10.4% | 7.2% | 14.2% | 1.8% | 7.3% | 4.5% |
| MSCI Europe Growth Target Index | 0.8% | 2.9% | 7.4% | 13.2% | 12.1% | 19.4% | 8.0% | 11.0% | 6.1% |
| MSCI World ex USA Index | 0.8% | 2.3% | 4.8% | 7.5% | 7.7% | 14.7% | 4.5% | 8.4% | 5.3% |
| MSCI World ex USA Minimum Volatility Index | 0.3% | 1.6% | 4.5% | 5.2% | 4.1% | 5.5% | 1.7% | 3.8% | 4.7% |
| MSCI World ex USA High Dividend Yield Index | 0.5% | 2.7% | 6.1% | 9.3% | 5.6% | 15.3% | 6.7% | 8.9% | 4.6% |
| MSCI World ex USA Quality Index | 0.9% | 2.4% | 4.3% | 4.7% | 6.4% | 12.8% | 3.9% | 9.9% | 6.7% |
| MSCI World ex USA Momentum Index | 1.0% | 1.9% | 2.1% | 8.5% | 14.1% | 21.3% | 5.0% | 10.1% | 7.1% |
| MSCI World ex USA Enhanced Value Index | 0.6% | 2.6% | 4.7% | 10.9% | 10.0% | 20.9% | 8.2% | 9.2% | 5.2% |
| MSCI World ex USA Equal Weighted Index | 0.6% | 2.4% | 4.9% | 7.2% | 4.9% | 11.0% | 1.3% | 6.0% | 4.8% |
| MSCI World ex USA Growth Target Index | 0.8% | 2.8% | 6.2% | 10.4% | 11.8% | 19.9% | 6.6% | 10.6% | 7.0% |
| MSCI USA Index | 1.2% | 2.4% | 5.0% | 5.7% | 11.7% | 30.9% | 9.5% | 15.1% | 13.0% |
| MSCI USA Minimum Volatility Index | 0.6% | 1.6% | 4.4% | 4.0% | 7.6% | 15.5% | 6.5% | 9.1% | 10.9% |
| MSCI USA High Dividend Yield Index | 0.9% | 2.4% | 4.3% | 5.6% | 8.0% | 18.6% | 6.0% | 9.1% | 9.8% |
| MSCI USA Quality Index | 1.8% | 3.0% | 5.7% | 5.4% | 15.0% | 39.1% | 12.6% | 17.5% | 15.4% |
| MSCI USA Momentum Index | 2.1% | 2.7% | 4.7% | 6.8% | 22.0% | 38.2% | 7.0% | 12.7% | 14.0% |
| MSCI USA Enhanced Value Index | 1.0% | 2.6% | 3.0% | 3.6% | 4.5% | 21.2% | 2.6% | 8.9% | 8.6% |
| MSCI USA Equal Weighted Index | 0.9% | 2.3% | 4.9% | 4.9% | 7.5% | 23.6% | 4.8% | 11.3% | 10.3% |
| MSCI USA Growth Target Index | 1.1% | 2.3% | 4.9% | 5.5% | 13.8% | 32.8% | 6.6% | 11.9% | 12.3% |
| MSCI Brazil Index | -0.9% | -2.6% | 2.9% | -3.4% | -9.4% | 13.5% | 4.2% | 3.2% | 1.0% |
| MSCI Brazil Minimum Volatility (USD) Index | 0.4% | -0.9% | 2.7% | -2.0% | -8.0% | 12.6% | 6.0% | 3.6% | 0.1% |
| MSCI Brazil High Dividend Yield Index | 1.7% | 2.5% | 4.4% | 5.9% | -2.3% | -91.7% | -55.2% | -40.6% | -27.2% |
| MSCI Brazil Quality Index | 0.5% | -1.0% | 2.7% | -1.6% | -11.9% | 1.1% | -0.8% | 2.4% | -1.0% |
| MSCI Brazil Momentum Index | -0.7% | -2.6% | 0.4% | -5.1% | -5.4% | 17.2% | 3.3% | 7.4% | 4.1% |
| MSCI Brazil Enhanced Value Index | -1.1% | -2.9% | 3.6% | -2.5% | -8.4% | 20.4% | 10.4% | 4.2% | 1.9% |
| MSCI Brazil Equal Weighted Index | 0.6% | -1.6% | 2.7% | -2.9% | -10.1% | 9.9% | -1.3% | 0.0% | 0.3% |
| MSCI EM Latin America Index | -0.1% | -0.5% | 3.5% | 0.1% | -4.4% | 13.9% | 7.6% | 5.1% | 1.4% |
| MSCI EM Latin America Minimum Volatility (USD) Index | 0.5% | 1.0% | 4.8% | 2.7% | -1.2% | 15.8% | 9.7% | 5.5% | 1.6% |
| MSCI EM Latin America High Dividend Yield Index | 1.2% | 2.8% | 7.2% | 11.5% | 4.6% | 2.8% | 6.5% | 5.4% | -0.6% |
| MSCI EM Latin America Quality Index | 0.7% | 1.0% | 3.9% | 3.7% | -5.4% | 3.8% | 3.2% | 3.2% | 0.0% |
| MSCI EM Latin America Momentum Index | -0.1% | -0.3% | 1.8% | -2.2% | -4.4% | 10.7% | 3.8% | 4.8% | 1.7% |
| MSCI EM Latin America Enhanced Value Index | 0.0% | -1.1% | 4.3% | 0.5% | -5.4% | 19.7% | 14.2% | 7.0% | 2.5% |
| MSCI EM Latin America Equal Weighted Index | 0.9% | 0.7% | 4.2% | 2.6% | -3.0% | 14.2% | 5.6% | 3.1% | 1.1% |
YTD Factor relative performance over parent market cap index
- All returns over 1 year are annualized.
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