MSCI High Dividend Yield Indices
MSCI Barra constructs a global family of indices designed to reflect the performance of the high dividend yield opportunity set. The MSCI High Dividend Yield Indices are designed to serve as performance benchmarks and may be used as the basis for passive investment vehicles.
The MSCI High Dividend Yield Indices aim to objectively reflect the high dividend yield opportunity set within select MSCI equity indices ("Parent Indices") and:
- Are derived from country, regional, or composite level MSCI Parent Indices,
- Include only securities that offer a meaningfully higher than average dividend yield relative to their respective Parent Index and pass dividend sustainability and persistence screens,
- Offer broad market coverage, and
- Are free float market capitalization weighted to ensure that their performance can be replicated in institutional and retail portfolios.
The MSCI High Dividend Yield Indices may be calculated for all MSCI Developed Markets countries.
The MSCI High Dividend Yield Indices are constructed from various MSCI Country and Regional Indices
that are calculated according to the MSCI Global Investable Market Indices Methodology. Eleven years
of index and security level history are available for the MSCI High Dividend Yield Indices.
Flagship indices at launch include:
- MSCI World High Dividend Yield Index
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- MSCI US Investable Market 2500 High Dividend Yield Index
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- MSCI World ex Australia High Dividend Yield Index
- MSCI EAFE High Dividend Yield Index
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- MSCI Europe High Dividend Yield Index
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- MSCI EMU High Dividend Yield Index
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- MSCI Kokusai High Dividend Yield Index
- MSCI Pacific High Dividend Yield Index
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To find out more about the MSCI High Dividend Yield Indices, please contact us.
