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 798
Weighting Methodology Stratified
Rebalancing Frequency Quarterly
Currency USD
Exchange Symbol/Ticker SEADM
Index Inception Date December 31, 2015
Total Return Index Value as of 09/22/2023 1472.35

Index Performance

Multi-Horizon Returns % as of 2023-06-30
YTD2Q231Y3Y5Y7Y10YSince 12.31.15
MSCI EAFE12.133.2219.419.484.907.405.916.30
MSCI EAFE Eq. Weight9.451.7814.696.452.245.935.4411.47
Annual Index Performance % as of 2023-06-30
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 2023-06-30
Vol.Sharpe RatioTrack. Err.Upside CaptureDown. Capture
MSCI EAFE17.80.18-100.0100.0
MSCI EAFE Eq. Weight19.80.448.27110.589.3
Index Fundamentals as of 2023-06-30
Dividend YieldP / E RatioP / B Ratio
MSCI EAFE3.6313.51.58
MSCI EAFE Eq. Weight3.8615.91.37
Top Holdings as of 2023-06-30
CompanyWeight (%)
Carrefour SA0.74
Compass Group0.71
Aeon Co Ltd0.70
Seven & I Holdings Co Ltd0.68
McDonald's Hldgs Co Japan0.66
Shell PLC0.54
Enagas SA0.52
Barry Callebaut AG0.52
Sector Allocation as of 2023-06-30
  • Energy
  • Food
  • Consumer
  • Info. Tools
  • Information
  • Industrials
  • Healthcare
  • Financials