Most studies on genomic selection in plant breeding compare different statistical methods of univariate approach. However, multi-trait methodologies should be considered since they allow the simultaneous selection of superior genotypes in several economic traits. Here, the aims were to compare the selection accuracy and efficiency of the multivariate partial least square (MPLS) method compared with random regression best linear unbiased predictor (rrBLUP), Bayesian Lasso (Blasso) and univariate partial least square (UPLS) and to develop genomic selection indexes efficient for superior genotypes identification in plant breeding. Ten F 2 populations with 800 individuals were simulated, considering four traits with different heritabilities. Genomic selection analyses using rrBLUP, Blasso, UPLS, and MPLS were conducted. Four genomic selection indexes were elaborated by the sum of the marker effects obtained for each trait, weighted by the respective residual variance. Multi-trait indexes were developed based on the assumptions of each methodology mentioned (rrBLUP, Blasso, UPLS, and MPLS), and were denominated I-rrBLUP, I-Blasso, I-UPLS, and I-MPLS. Processing time, selective accuracy, selection gains, and selection coincidence were used to compare the methods and the selection indexes proposed. The MPLS method had similar results compared to UPLS method for the low heritability traits and was less efficient than the rrBLUP and Blasso. The genome selection indexes provided the highest total genetic gains. The I-rrBLUP and I-MPLS indexes stood out for high efficiency in selecting superior genotypes in the shortest processing time. Results suggest that the genomic selection indexes proposed in this study may be promising for plant breeding programs.