Manager Details

  • 1. Indexes

    A global index provider with local expertise in all major markets and across all asset classes that provides you with a true multi-asset index solution. For more information on our range of indexes, click above...

  • 2. Analytics

    Equity and fixed income decision support tools designed for advanced security, portfolio, industry, sector, index, and economic analysis. For more information on our Analytics tools, click above...

  • 2018 ftse russell advisor smart beta survey

    2018 FTSE Russell advisor smart beta survey

    The survey shows a bright future for smart beta among financial advisors in the US, UK and Canada, yet a long way to go toward broad-based knowledge and usage of smart beta strategies.

  • ftse step change reportr

    2018 STEP Change Report: FTSE Russell Stewardship, Transition and Engagement Program for Change

    FTSE Russell announced the launch of its Stewardship, Transition and Engagement Program for Change on May 30th 2018 with the first STEP Change report. In our STEP Change report, we provide an in-depth look at FTSE Russell’s approach to stewardship and illustrate how we conduct dialogue with companies. It includes what we have learnt from FTSE4Good and, how with leadership, we can lift market standards, including building ESG into core benchmarks.

  • 3. Data solutions

    Robust data solutions across asset classes and geographies. Mergent, now part of FTSE Russell, has been a leading provider of business and financial information on public and private companies for more than a century. For more information on our Data solutions, click above...

  • a focus on funded status volatility of corporate db plans

    A focus on funded status volatility of corporate DB plans

    Year after year, corporate DB plan sponsor surveys show controlling funded status volatility (surplus risk) as the top priority for their organizations. When liabilities grow faster than plan assets, additional cash contributions are required. At the same time, pension assets and liabilities have become prominent parts of company financial statements that investors use to evaluate company health.

  • Accessing the China A-shares market via minimum-variance investing

    Accessing the China A-shares market via minimum-variance investing

    In the last 10 years, the concept of the minimum-variance (MV) portfolio has successfully evolved from an academic topic of discussion to an implementable investment theme. Currently, a significant number of investment mandates or products have embraced the concept and allocated financial resources to MV investing. The concept of MV investing is applicable in a variety of geographical regions, but despite its wide applications, MV investing is still a relatively new topic in the China ...

  • Alternative approaches to multi-factor index construction: Like-for-like comparisons

    Alternative approaches to multi-factor index construction: Like-for-like comparisons

    Factor index construction is currently a widely discussed topic among institutional investors and asset managers, particularly whether the construction of multi-factor indexes should be top-down or bottom-up.

  • Are the Eurozone and ECB turning Japanese…?

    Blog | Are the Eurozone and ECB turning Japanese…?

    ECB President Draghi recently stated his concerns about the slowdown in the Eurozone economy and noted that the ECB still has plenty of scope to expand its QE asset purchase program (Sintra, Portugal, June 19) if required.

  • Blog | Building solid returns with developed core infrastructure

    At the end of last year, I posted about how FTSE Russell is meeting the rising demand for developed core infrastructure indexes. The continued environment of yield scarcity had a growing number of investors turning to this asset class for its income-generating potential, and our FTSE Developed Core Infrastructure Index gave them a means to benchmark their returns.

  • China A Shares inclusion – seven key points

    Blog | China A Shares inclusion – seven key points

    As of Monday June 24, China A Shares are included in FTSE Russell’s flagship FTSE Global Equity Index Series (GEIS) benchmarks. Investors and markets have followed the process closely and it has made headlines around the world. But what are the main points?

  • China A Shares inclusion: The end of the beginning (not the beginning of the end)

    Blog | China A Shares inclusion: The end of the beginning (not the beginning of the end)

    One development that emerging market equity investors have been watching with interest this year is the inclusion of China A Shares in the FTSE Global Equity Index Series (FTSE GEIS).

  • China A: Looking down the road

    Blog | China A: Looking down the road

    There’s an uplifting China story that is incredibly significant for global investors: the introduction of A Shares (available via the Northbound China Stock Connect Scheme Buy-and-Sell List)...

  • Blog | China's retail investment market: Implications for minimum variance

    Accessing the China A-Shares Market Via Minimum-Variance Investing (recently published in the Journal of Portfolio Management) explains how minimum variance strategies may work in historically volatile markets such as China.

  • Blog | ChiNext: Rising stars inclusion in our China A Shares implementation

    Back in September of 2018 we announced the inclusion of China A Shares into our indexes—a move that takes effect in June. The FTSE Global Equity Index Series (GEIS) China A implementation opens up a range of China stocks to investors globally. One interesting detail about it is that ChiNext stocks will be included.

  • BLOG: Climate change strategies: Beware obsolescence

    Blog | Climate change strategies: Beware obsolescence

    Climate change is now central to politics and public discourse. But a surprising number of investors continue to take a business-as-usual approach to investing, presenting a blind spot that can put portfolios at risk. Those who are looking at the issue often find the debate framed around the risks of exposure to carbon-intensive industries, while the downside of missing out on the green success stories of the future are less discussed.

  • Corporates seek tools to reduce pension plan risk

    Blog | Corporates seek tools to reduce pension plan risk

    Global market volatility and low interest rates have greatly impacted the funded status of corporate defined benefit plans over the past decade. Particularly in the last year, wide swings in equity markets have become less predictable, making funded status volatility a greater cause for concern.

  • Blog - Dynamic evolution in low carbon investing

    Blog | Deteriorating revenue and EPS growth outlook remains key market headwind

    Despite broadly easing financial conditions, slowing global growth and pervasive geopolitical uncertainties pose greater hurdles for revenues and profits—and risk appetite—following the recent rally.

  • Factor valuation considerations

    Blog | Factor valuation considerations

    The increasing popularity of factor investing has raised questions about the valuation of factors. As with individual stocks, there is no definitive valuation metric that provides a clear answer, and different valuation metrics may well result in different conclusions. Join Sergiy Lesyk, director of Applied Research at FTSE Russell, to learn more about the merits and pitfalls of different measures and approaches.

  • Falling too far? What sets fallen angels apart

    Blog | Falling too far? What sets fallen angels apart

    When US investment grade bonds are downgraded and cross the ratings threshold into high yield territory, they join the sector known as “fallen angels.” And while they’re technically categorized as high yield (HY) bonds, it’s important to note that fallen angels were initially issued as investment grade (IG) credits. This is why they tend to have distinct characteristics that set them apart from the rest of the US HY bond market.

  • Blog | Four factors fueling Europe’s ETF fixed income surge

    ETF usage among institutional investors in Europe has been on the rise, and fixed income ETFs have been a key driver behind this growth. European institutions surveyed in a recent Greenwich Associates study indicated that fixed income ETFs as a percentage of their portfolios more than doubled from 2017 to 2018.1 As fixed income ETF inflows in Europe continue to pick up steam, we’ve identified four primary reasons behind this trend.

  • Gender equality – more to be done across the board

    Blog | Gender equality – more to be done across the board

    International Women’s Day presents a great opportunity every year to take stock on progress in the long march toward gender equality. Investors, companies and governments around the world have made headlines with their efforts to achieve better gender balance. Yet, studies demonstrate that there is still much progress to be made, signalling that it’s time to focus on more powerful and collaborative approaches to addressing gender imbalance.

  • Glass half full or half empty? Easing-cycle optimism outweighs macro worries

    Blog | Glass half full or half empty? Easing-cycle optimism outweighs macro worries

    Equity markets have been rallying on the decisively dovish turn in Federal Reserve and European Central Bank positioning and optimism about the macro rewards such stimulus may bring. But, as highlighted in our latest overview of current macro conditions, we note a persistent mismatch between market expectations and incoming economic signals.

  • hanging in the rebalance what to expect for ftse geis in march

    Blog | Hanging in the rebalance: What to expect for FTSE GEIS in March

    At the open of March 18, 2019, FTSE Russell’s semiannual rebalance of its flagship global equity indexes, the FTSE Global Equity Index Series (FTSE GEIS) and derived indexes, including the well- known FTSE All-World Index, will take effect.

  • Blog | Index IDEA: Equal weight, unequal performance

    Equal weight is considered by many to be one of the oldest and most time-tested approaches to reduce portfolio concentration and enhance diversification. But how have equal weighted approaches stacked up relative to traditional market cap weighted approaches for long-term risk-adjusted performance? Quite well, in fact, according to new research from FTSE Russell.

  • Blog | Index IDEA: The global equity bounce back

    Following a challenging 2018 for equity markets around the world, global equity markets have bounced back in a major way thus far in 2019, helped by the rapid easing in global financial conditions led by the US Federal Reserve’s more accommodative policy stance.

  • Blog | Index IDEA: US cap tiers are running neck and neck

    It’s been a real horse race between US large- and small-cap stock index performance in 2019, with both posting strong double-digit gains year-to-date ( 16.2% for the Russell 1000 Index and 17.2% for the Russell 2000 Index as of May 10). And according to our new insight, each is benefitting from its own unique macroeconomic drivers.

  • Blog | Index IDEA: US small caps gain strength in 2019 as new investor tools emerge

    After underperforming US large cap stocks by more than 6% in 2018—and more than 8% over the past year as of May 3—US small cap stocks have changed course in 2019, gaining 20.2% relative to an 18.7% return for US large cap stocks through May 3.

  • whats holding back small caps

    Blog | Index IDEA: What's holding back small caps?

    While US small-cap stocks have had decent returns in 2019, they still lag US large caps, with a total return of 11.7% for the Russell 2000 Index relative to a 17% total return for the Russell 1000 Index.* So, what’s holding back US small caps and is it time to give the asset class a second look?

  • Blog | Infrastructure REITs: A match made in low yield environment heaven

    For a brief period, it appeared that the extended low yield environment of today might at last be coming to a close. But the Fed’s about-face to a more dovish stance on interest rates has investors again searching for yield, giving a boost to income-producing investments. Two asset classes that have benefited in particular are REITs and Infrastructure, and the combination of them—Infrastructure REITs—have performed notably better than broader REIT and equity indexes.

  • Innovative China A share stocks have soared in 2019. Why?

    Blog | Innovative China A share stocks have soared in 2019. Why?

    Created in 2009 by the Shenzhen Stock Exchange, the ChiNext Board has been referred to as “China’s Nasdaq” for the innovative and growth-oriented Chinese firms it has attracted over the last decade. And this growth potential has been recognized in 2019, as reflected by a nearly 37% (CNY) year-to-date return for the FTSE China A Innovative Enterprises Index*.

  • Considering new responses to issues around environment, development and globalisation.

    Blog | Interdependence Day - Considering new responses to issues around environment, development and globalisation.

    In recent scientific research, it is suggested that the Anthropocene era – the first era in which human activity has been the dominant factor in shaping the environment on Earth – has initiated the sixth species mass extinction. Unsurprisingly, climate change is cited as the “biggest single threat to the economy” by many, including Henry Paulson, the former chairman of the Federal Reserve.

  • Blog | Is it a good time to be in the stock market?

    As we enter this year’s annual Russell rebalancing process (also known as the Russell Reconstitution), investors may be interested to know that it has been 35 years since the Russell indexes were created, and the original guiding principles behind the rebalancing process and other features of the Russell indexes have stayed constant over the years.

  • Blog | Market volatility: When defense can be the best offense

    It would be tough to argue that low market volatility hasn’t had a good run. But between the selloff at the end of last year and the more recent turbulence triggered by trade war concerns, it would appear we could be nearing the end of this era of relative market tranquility.

  • Blog | Markets wrestle with late-cycle crosswinds

    In a rare tug of war, both equities and government bonds have rallied this year as financial markets wrestle with the implications of a synchronized global slowdown.

  • Blog: Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    Blog | Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    The addition of small-caps and real estate investments trusts, or REITs, to Mexican equity portfolios can help improve diversification for investors.

  • Microsoft tops Apple as Russell Rebalance nears

    Blog | Microsoft tops Apple as Russell Rebalance nears

    In its recent announcement on projected changes for the Russell US Indexes at this year’s Russell Reconstitution, FTSE Russell highlighted that Microsoft (MSFT) gained nearly 30% market cap since last year’s Russell rebalance through May 10 rank day to become the largest US stock in the Russell US Indexes this year with a total market cap of $974.2 billion.

  • Mind the cap when investing overseas – China A Shares

    Blog | Mind the cap when investing overseas

    On Monday, June 24, global index provider FTSE Russell will add the China A shares of approximately 1,090 Chinese mainland stocks to the FTSE Global Equity Index Series. Notably, more than one third of these stocks (376) are small cap, with the rest qualifying as mid- and large-cap.

  • multi asset whats in a name copy

    Blog | Multi-asset: What’s in a name?

    In order to bring some rigor to the process, FTSE Russell takes a volatility-based definition, which we believe cuts through the noise and focuses on what the indexes measure.

  • not all yield curve inversions are created equal

    Blog | Not all yield-curve inversions are created equal

    The inversion of a widely watched part of the US Treasury yield curve last week has rattled markets already nervous about slowing global growth. Such events warrant attention given their recession-predicting history. But the macro and monetary forces driving the recent inversion differ starkly from those in 2006, the first of such inversions preceding the last recession.

  • PRI: Five things we learned

    Blog | PRI: Five things we learned

    The September PRI in Person event in Paris was huge on a number of levels. In his most recent blog David Harris, group head of sustainable business at FTSE Russell, gives his five key take-aways.

  • Record Russell Rebalance rejiggers top stock and rings in high profile market movers

    Blog | Record Russell Rebalance rejiggers top stock and rings in high profile market movers

    Largest stocks rejiggered and high profile market movers welcomed…….. Apple is no longer ‘largest stock’ for the first time in seven years.Russell Reconstitution top-line stats reported on blog...

  • Rock bottom interest rates boost real estate

    Blog | Rock bottom interest rates boost real estate

    Since the start of 2018, we have noticed remarkable outperformance of real estate equities. In the last 18 months, the FTSE EPRA Nareit Developed Index has outperformed the aggregate equity index, the FTSE Developed Index, by around 15%...

  • study finds value factor applies to fixed income too

    Blog | Study finds value factor applies to fixed income too

    The value effect refers to the tendency of stocks with lower valuation ratios to earn above average returns over the long run. This effect—also referred to as the “value premium”—is one of the most well studied and evidenced market factors in equities. However, when it comes to fixed income, there hasn’t been a widely accepted definition of the value factor.

  • The climate is right for fixed income sustainability

    Blog | The climate is right for fixed income sustainability

    Bond markets are three times larger than equity markets, so it’s surprising that while sustainable equity investment strategies have caught the imagination of investors across the globe, they have so far less successfully ignited fixed income investing.

  • The future of index data: Having it your way

    Blog | The future of index data: Having it your way

    I believe the famous Burger King ad slogan, “Have it Your Way,” is very well understood across all consumer cultures because it so precisely expresses the experience all customers—regardless of the industry—desire. This standard for client experience has even crept into areas in market data once considered so complex that providers were limited in their ability to customise products and services to clients’ needs. First, consider how market data can be packaged.

  • The rise of Smart Sustainability: Size matters. Location matters.

    Blog | The rise of Smart Sustainability: Size matters. Location matters.

    Why do asset owners combine ESG and smart beta to achieve their institutional investment goals?

  • Blog | The US yield curve is not a broken recession indicator

    Suggestions that inverted yield curve is an unreliable indicator of pending recession are exaggerated, says Robin Marshall...

  • Then and now: Dramatic US economic shifts

    Blog | Then and now: Dramatic US economic shifts

    Service sectors now outweigh manufacturing sectors by about three to one.  What more can the Russell 3000 tell us about economic change?

  • Three risks to the “Powell Put” feel-good moment

    Blog | Three risks to the “Powell Put” feel-good moment

    Risk appetite has been swinging from concern about slowing global growth and profits to optimism that aggressive Fed easing was just around the corner. Optimism appears to have won the day, at least for now. Hints last week of the Fed’s readiness to cut rates sparked a global equity rally, with US stocks notching new highs.

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What’s new

  • Rock bottom interest rates boost real estate

    Blog | Rock bottom interest rates boost real estate

    White papersThu, 10 Oct 2019

    Since the start of 2018, we have noticed remarkable outperformance of real estate equities. In the last 18 months, the FTSE EPRA Nareit Developed Index has outperformed the aggregate equity index, the FTSE Developed Index, by around 15% 

  • Investing in Listed Real Estate

    Investing in Listed Real Estate

    White papersThu, 10 Oct 2019

    Real estate is a popular asset class. One of the ways to get exposure to it is via listed real estate companies. In this report FTSE Russell looks at practical considerations of investing in listed real estate:

  •  Equity and Fixed Income Country Classification 2019: The headlines

    Equity and Fixed Income Country Classification 2019: The headlines

    White papersTue, 1 Oct 2019

    We have just announced the results of the annual Country Classification Review for countries monitored by its global equity and fixed income indexes. Our approach to country classification is informed by feedback from a broad set of market participants and provides investors with a framework for evaluating and investing across asset classes in global equities and fixed income markets.

  • Falling too far? What sets fallen angels apart

    Blog | Falling too far? What sets fallen angels apart

    White papersFri, 27 Sep 2019

    When US investment grade bonds are downgraded and cross the ratings threshold into high yield territory, they join the sector known as “fallen angels.” And while they’re technically categorized as high yield (HY) bonds, it’s important to note that fallen angels were initially issued as investment grade (IG) credits. This is why they tend to have distinct characteristics that set them apart from the rest of the US HY bond market.

  • Blog: Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    Blog | Measuring the benefits of including small caps & REITs in Mexican equity portfolios

    White papersThu, 26 Sep 2019

    The addition of small-caps and real estate investments trusts, or REITs, to Mexican equity portfolios can help improve diversification for investors.

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