SEADM | Syntax Stratified Europe and Asia Developed Markets Index

Index Description

The Syntax Stratified Europe and Asia Developed Markets Index™ is the stratified-weight version of the MSCI EAFE Index. It holds the same constituents as the MSCI EAFE Index but the weight of each company is based on Syntax’s patented methodology to control exposure to related business risks (RBRs).

Index Facts

Number of Constituents 796
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SEADM
Index Inception Date December 31, 2015
Base Index Value 100
Total Return Index Value (as of 05/25/2023) 1466.49

Index Performance

Multi-Horizon Returns
(% as of 03/31/2023)
YTD1Q231Y3Y5Y7Y10YSince 12.31.15
MSCI EAFE8.628.62-0.8613.524.036.735.506.06
MSCI EAFE Eq. Weight7.547.54-4.1311.071.615.375.2011.14

Annual Index Performance
(% as of 03/31/2023)
MSCI EAFE-14.0111.788.2822.66-13.3625.621.51-0.39-4.4823.29
MSCI EAFE Eq. Weight-16.707.307.4720.76-13.7927.844.123.06-2.5723.10

Index Statistics
(as of 03/31/2023)
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
MSCI EAFE17.60.14-100.0100.0
MSCI EAFE Eq. Weight19.50.438.37109.285.4

Index Fundamentals
(as of 03/31/2023)
BetaDividend YieldP / E RatioP / B Ratio
MSCI EAFE13.2716.11.74
MSCI EAFE Eq. Weight13.5218.21.39

Top Holdings
(as of 03/31/2023)
CompanyWeight (%)
Compass Group0.74
McDonald's Hldgs Co Japan0.70
Carrefour SA0.70
Aeon Co Ltd0.69
Seven & I Holdings Co Ltd0.66
Wilmar International0.55
Snam SpA0.55
Barry Callebaut AG0.55
Enagas SA0.54

Sector Allocation
(as of 03/31/2023)
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials