MSCI World Index (USD) - Index Factsheet - August 31, 2026

Sep 20, 2026

200

Uploaded by Aditya

MSCI World Index (USD) index factsheet summarizes the index’s scope, coverage, and methodology references. It describes large and mid-cap representation across 23 developed markets with 1,280 constituents covering about 85% of free-float adjusted market capitalization. It reports cumulative and annual gross return performance through Aug 2026, plus index characteristics such as fundamentals, risk and return measures, country and sector weights, and top holdings. It also outlines the MSCI Factor Box framework and Factor Groups used to explain drivers of risk and return.

LanguageEnglish

CategoryResearch & Report

FormatPDF

Pages3

Reading Time8 min

AccessFree to download

Index overview

Performance (gross returns)

Annual performance (annual return table)

Fundamentals and risk/return characteristics

Index characteristics and top constituents

MSCI Factor Box and FaCS framework

Index Factsheet MSCI World Index ( USD) The MSCI World Index captures large and mid-cap representation across 23 Developed Markets (DM) countries* . With 1,280 constituents, the index covers approximately 85% of the free ﬂoat-adjusted market capitalization in each country. For a complete description of the index methodology, please see Index methodology-MSCI. CUMULATIVE INDEX PERFORMANCE — GROSS RETURNS (USD)(AUG 2011 – AUG 2026) 600 400 200 50 MSCI World MSCI Emerging Markets MSCI ACWI 578.16 525.69 252.13 Aug 11 Nov 12 Feb 14 May 15 Aug 16 Nov 17 Feb 19 May 20 Aug 21 Nov 22 Feb 24 May 25 Aug 26 INDEX PERFORMANCE — GROSS RETURNS (%) (AUG 31, 2026) ANNUALIZED 1 Mo 3 Mo 1 Yr YTD 3 Yr 5 Yr 10 Yr Since Dec 31, 1987 MSCI World MSCI Emerging Markets MSCI ACWI 2.60 3.40 2.70 2.44 -1.10 2.01 20.83 39.66 22.81 13.40 24.35 14.61 20.62 23.82 21.00 11.71 8.67 11.39 13.56 9.73 13.12 9.08 10.50 8.94 ANNUAL PERFORMANCE (%) Year MSCI World MSCI Emerging MSCI ACWI Markets | 202520242023202220212020 2019 2018 2017 2016 2015 2014 2013 2012 | 21.60 19.19 24.42 -17.73 22.35 16.50 28.40 -8.20 23.07
8.15 -0.32
5.50 27.37 16.54 | 34.36
8.05 10.27 -19.74 -2.22 18.69 18.88 -14.24 37.75 11.60 -14.60 -1.82 -2.27 18.63 | 22.87 18.02 22.81 -17.96 19.04 16.82 27.30 -8.93 24.62
8.48 -1.84
4.71 23.44 16.80 | | --- | --- | --- | --- | | FUNDAMENTALS (AUG 31, 2026) | | | | | Div Yld (%) P/E | | P/E Fwd | P/BV | 1.50 2.01 1.56 23.20 15.23 21.85 18.55 10.07 16.87 4.12 2.40 3.80 INDEX RISK AND RETURN CHARACTERISTICS (AUG 31, 2026) ANNUALIZED STD DEV (%) 2 SHARPE RATIO 2 , 3 MAXIMUM DRAWDOWN Turnover (%) 1 3 Yr 5 Yr 10 Yr 3 Yr 5 Yr 10 Yr Since Dec 31, 1987 (%) Period YYYY-MM-DD MSCI World MSCI Emerging Markets MSCI ACWI 2.95 5.58 3.21 12.25 17.37 12.40 15.21 18.47 15.07 14.86 17.45 14.71 1.23 1.06 1.24 0.57 0.35 0.55 0.77 0.48 0.75 0.44 0.42 0.43 57.46 2007-10-31—2009-03-09 65.14 2007-10-29—2008-10-27 58.06 2007-10-31—2009-03-09 1 Last 12 months 2 Based on monthly gross returns data 3 Based on NY FED Overnight SOFR from Sep 1 2021 & on ICE LIBOR 1M prior that date *DM countries include: Australia, Austria, Belgium, Canada, Denmark, Finland, France, Germany, Hong Kong, Ireland, Israel, Italy, Japan, Netherlands, New Zealand, Norway, Portugal, Singapore, Spain, Sweden, Switzerland, the UK and the US. The MSCI World Index was launched on Mar 31, 1986. Data prior to the launch date is back-tested test (i.e. calculations of how the index might have performed over that time period had the index existed) . There are frequently material differences between back-tested performance and actual results. Past performance--whether actual or back-tested-- is no indication or guarantee of future performance. MSCI World Index (USD) | [msci.com](msci.com) AUG 31, 2026 Index Factsheet INDEX CHARACTERISTICS MSCI World | Number of Constituents | 1,280 | | --- | --- | | Mkt Cap ( USD Millions) | | Index Largest Smallest Average Median 91,704,810.20 5,096,706.30 2,405.10 71,644.38 24,317.55 TOP 10 CONSTITUENTS Float Adj Mkt Cap ( USD Billions) Index Wt. (%) Sector | NVIDIA | 5,096.71 | 5.56 | Info Tech | | --- | --- | --- | --- | | APPLE | 4,651.72 | 5.07 | Info Tech | | MICROSOFT CORP | 3,578.60 | 3.90 | Info Tech | | AMAZON. COM | 2,514.27 | 2.74 | Cons Discr | | ALPHABET A | 1,975.70 | 2.15 | Comm Srvcs | | BROADCOM | 1,665.77 | 1.82 | Info Tech | | ALPHABET C | 1,550.37 | 1.69 | Comm Srvcs | | META PLATFORMS A | 1,256.88 | 1.37 | Comm Srvcs | | MICRON TECHNOLOGY | 1,081.19 | 1.18 | Info Tech | | TESLA | 1,035.53 | 1.13 | Cons Discr | Total 24,406 .73 26.61 FACTORS-KEY EXPOSURES THAT DRIVE RISK AND RETURN MSCI FACTOR BOX UNDERWEIGHT NEUTRAL OVERWEIGHT | | | | | | | | | --- | --- | --- | --- | --- | --- | --- |

FAQs

What does the MSCI World Index (USD) cover?

It captures large and mid-cap representation across 23 developed market countries. With 1,280 constituents, it covers about 85% of each country’s free-float adjusted market capitalization.

What performance metrics are included in the factsheet?

The factsheet presents cumulative index performance—gross returns in USD, and gross returns percentages. It also provides annual performance figures and annualized measures such as returns and risk statistics.

What is the MSCI Factor Box (FaCS) used for?

It provides a visualization to compare absolute factor exposures across six Factor Groups, built from underlying factors from the latest Barra global equity factor risk model. The framework helps explain drivers of risk and return in equity portfolios.

Sep 20, 2026

200

Uploaded by Aditya

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