ELEMENTS OF PERFORMANCE

Factors by MSCI

MSCI Factor Performance Heat Map - EMEA

Gross Performance as of 04/09/2021 in USD
Index Name 1D 1W 1M 3M YTD 1Y 3Y 5Y 10Y
MSCI ACWI Index 0.3% 2.1% 5.0% 5.2% 8.1% 51.0% 14.0% 14.8% 9.9%
MSCI ACWI Minimum Volatility Index 0.1% 1.0% 4.6% 2.2% 3.4% 19.2% 9.0% 9.3% 9.8%
MSCI ACWI High Dividend Yield Index 0.0% 1.2% 4.3% 5.1% 7.9% 34.6% 9.8% 10.8% 7.9%
MSCI ACWI Quality Index 0.6% 2.6% 6.9% 5.7% 7.5% 50.6% 19.5% 18.0% 13.6%
MSCI ACWI Momentum Index 0.2% 2.8% 6.2% -1.1% 3.7% 55.8% 18.4% 18.9% 14.0%
MSCI ACWI Enhanced Value Index -0.3% 0.9% 3.2% 8.0% 13.1% 51.1% 6.4% 11.6% 6.6%
MSCI ACWI Equal Weighted Index -0.2% 0.9% 3.5% 2.1% 5.7% 48.6% 8.0% 11.3% 6.6%
MSCI ACWI Growth Target Index 0.2% 1.9% 5.6% 3.6% 7.3% 53.3% 13.6% 16.3% 11.1%
MSCI World Index 0.5% 2.4% 5.6% 6.2% 8.8% 50.6% 14.8% 15.0% 10.7%
MSCI World Minimum Volatility Index 0.2% 1.3% 5.1% 2.3% 3.3% 18.1% 9.6% 9.4% 10.3%
MSCI World High Dividend Yield Index 0.2% 1.4% 4.7% 5.9% 8.0% 31.5% 9.2% 9.8% 8.5%
MSCI World Quality Index 0.7% 3.1% 7.9% 6.2% 7.5% 47.1% 19.8% 17.6% 14.1%
MSCI World Momentum Index 0.7% 3.9% 8.5% 2.4% 6.2% 53.5% 19.0% 19.1% 14.6%
MSCI World Enhanced Value Index 0.1% 1.2% 3.3% 11.1% 15.5% 45.9% 5.3% 10.4% 7.0%
MSCI World Equal Weighted Index 0.2% 1.5% 4.1% 5.8% 8.8% 52.4% 9.9% 12.3% 8.8%
MSCI World Growth Target Index 0.4% 2.2% 6.0% 4.5% 7.8% 50.3% 14.0% 15.8% 11.2%
MSCI Emerging Markets Index -1.0% -0.6% 1.1% -1.3% 3.5% 53.5% 7.5% 13.3% 3.8%
MSCI Emerging Markets Minimum Volatility Index -0.4% -0.1% 2.0% 0.2% 3.3% 33.5% 4.0% 8.1% 4.4%
MSCI Emerging Markets High Dividend Yield Index -0.7% -0.1% 2.3% 4.1% 7.7% 32.0% 2.9% 9.4% 1.8%
MSCI Emerging Markets Quality Index -1.0% -0.4% 3.2% -0.8% 3.5% 51.7% 7.9% 11.9% 5.1%
MSCI Emerging Markets Momentum Index -1.5% -0.5% 3.3% -8.1% -1.1% 72.1% 13.8% 18.0% 7.4%
MSCI Emerging Markets Enhanced Value Index -1.1% 0.5% 3.8% 2.7% 10.2% 56.1% 5.9% 13.2% 3.2%
MSCI Emerging Markets Equal Weighted Index -0.7% 0.2% 2.7% -2.1% 2.0% 44.2% 4.6% 9.3% 2.1%
MSCI Emerging Markets Growth Target Index -1.0% -0.4% 1.6% -0.1% 4.4% 61.7% 10.0% 15.9% 6.0%
MSCI Europe Index 0.0% 2.3% 4.4% 3.9% 7.4% 45.4% 6.8% 9.8% 5.6%
MSCI Europe Minimum Volatility (EUR) Index 0.1% 2.6% 5.9% 0.7% 2.5% 28.3% 7.1% 7.5% 7.2%
MSCI Europe High Dividend Yield Index -0.5% 2.3% 4.0% 1.4% 5.4% 38.9% 5.8% 7.8% 5.3%
MSCI Europe Quality Index 0.4% 3.3% 6.7% 3.4% 5.4% 43.6% 13.3% 12.0% 9.3%
MSCI Europe Momentum Index 0.5% 2.9% 7.8% 2.5% 6.1% 48.9% 12.4% 13.2% 10.0%
MSCI Europe Enhanced Value Index -0.5% 1.4% 3.7% 6.2% 11.2% 53.2% 3.5% 8.6% 3.7%
MSCI Europe Equal Weighted Index 0.0% 2.2% 4.1% 4.3% 7.6% 54.9% 6.8% 10.4% 5.7%
MSCI Europe Growth Target Index 0.1% 2.4% 5.5% 4.5% 7.7% 50.8% 6.5% 9.9% 5.4%
MSCI EMU Index 0.0% 1.9% 4.7% 4.5% 7.7% 53.2% 6.3% 10.9% 5.5%
MSCI EMU Minimum Volatility (EUR) Index -0.1% 2.1% 5.2% 1.1% 2.9% 34.0% 4.8% 8.5% 6.4%
MSCI EMU High Dividend Yield Index -0.2% 2.2% 4.4% 2.7% 7.0% 46.5% 6.4% 10.3% 6.2%
MSCI EMU Quality Index 0.5% 3.2% 6.6% 4.3% 6.0% 50.8% 10.5% 13.3% 8.2%
MSCI EMU Momentum Index 0.3% 2.5% 6.9% 2.4% 5.7% 52.7% 12.3% 14.4% 9.8%
MSCI EMU Enhanced Value Index -0.3% 1.0% 4.5% 7.8% 12.7% 62.2% 0.8% 8.4% 4.2%
MSCI EMU Equal Weighted Index -0.1% 1.6% 3.5% 2.8% 5.7% 51.4% 4.8% 10.4% 5.0%
MSCI United Kingdom Index -0.4% 2.0% 2.0% 2.9% 8.9% 33.1% 0.9% 5.2% 3.1%
MSCI United Kingdom Minimum Volatility (GBP) Index -0.4% 2.1% 3.3% 1.5% 6.1% 28.9% 2.1% 3.6% 4.7%
MSCI United Kingdom High Dividend Yield Index -1.1% 1.9% 3.1% 1.5% 6.3% 29.5% 0.4% 5.2% 4.4%
MSCI United Kingdom Quality Index 0.1% 3.0% 4.4% 1.5% 6.0% 39.8% 9.5% 8.9% 8.5%
MSCI United Kingdom Momentum Index 0.3% 3.1% 5.5% 2.3% 7.7% 43.1% 7.6% 9.2% 8.8%
MSCI United Kingdom Enhanced Value Index -0.9% 1.6% 2.7% 6.0% 12.2% 39.2% -1.3% 2.0% 0.6%
MSCI United Kingdom Equal Weighted Index -0.1% 2.3% 3.6% 5.7% 10.9% 54.0% 4.2% 6.1% 4.7%
MSCI United Kingdom Growth Target Index -0.3% 2.0% 1.9% 2.0% 7.7% 33.4% -0.2% 4.7% 2.7%
MSCI USA Index 0.7% 2.8% 6.6% 7.7% 9.8% 53.4% 19.4% 17.8% 14.5%
MSCI USA Minimum Volatility Index 0.4% 1.5% 5.7% 3.9% 4.7% 22.1% 13.5% 12.4% 13.3%
MSCI USA High Dividend Yield Index 0.6% 1.3% 6.0% 8.1% 9.5% 30.9% 11.1% 11.9% 12.5%
MSCI USA Quality Index 0.8% 2.9% 7.7% 6.9% 8.1% 46.5% 21.7% 19.3% 16.5%
MSCI USA Momentum Index 0.7% 4.3% 8.2% 1.5% 5.8% 53.9% 19.7% 20.2% 17.1%
MSCI USA Enhanced Value Index 0.6% 1.4% 5.4% 17.0% 21.5% 57.7% 12.0% 14.8% 12.3%
MSCI USA Equal Weighted Index 0.5% 1.4% 5.3% 8.6% 11.6% 59.3% 16.1% 15.7% 13.1%
MSCI USA Growth Target Index 0.7% 2.5% 7.5% 7.1% 9.4% 49.3% 17.1% 17.7% 15.7%
YTD Factor relative performance over parent market cap index

  • All returns over 1 year are annualized.
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