All Indices/benchmarks articles
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White papersReversing the Entropy of Climate Change
According to the second law of thermodynamics, the state of disorder or chaos of a system, also known as entropy, increases over time, defining the so-called arrow of time.
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White papers
Investment precision for corporate bond investors: Russell Fixed Income Indices
FTSE Russell has created the new Russell 3000® Fixed Income Index and corresponding Russell 1000® Fixed Income and Russell 2000® Fixed Income sub-indices.
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White papers
S&P 500 Factor Dashboard: Dive deep into factor performance in the U.S. market
The U.S. equity market rose sharply in October, finishing the month up 8.1%, a welcome rebound from the dismal performance of the first three quarters of 2022.
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White papers
Impactful Short Duration: Green Bonds and Yield Curve Strategies
The rising interest rate cycle and growing importance of sustainability-oriented strategies have been at the forefront of the fixed income market this year. Investors’ focus on sustainable investing has shown no signs of abating, despite the magnitude and speed of rate hikes.
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White papers
Fixed income indices: From benchmark to investment solution
Increasingly fixed income indices are being seen as an investment solution, given the steady growth of passive funds and ETFs in the fixed income space. The combination of the downward pressure on fees and a lack of performance differential for active funds means that passive AUM is starting to overtake active AUM.
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White papers
TalkingPoints: Assessing the Impact of 20 Years of SPIVA
What is SPIVA and why did S&P DJI start putting these reports out 20 years ago?
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White papers
Exploring Korean Dividend Opportunities
In the paper Analyzing High Dividend Yield Strategy in Korea, we studied the Korean dividend market and concluded that a portfolio formed by Korean high-dividend yield stocks has historically outperformed the broad market portfolio.
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White papers
Refining the Quality Metrics
High-quality companies have always been appealing to investors. In fact, quality equity investing was documented as early as 1949 by Benjamin Graham in his original publication of The Intelligent Investor.
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White papers
Climate & ESG Index Dashboard Q3
In Q3 2022, most of the flagship S&P Dow Jones ESG Climate indices have underperformed their parent benchmarks. From a sectoral perspective, there were two main drivers for this under-performance: 1) A negative Allocation Effect from holding no exposure to Energy sector, which outperformed the parent benchmark; 2) A negative Selection Effect within Information Technology
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White papers
Measuring Board Gender Diversity across S&P ESG Indices
According to numerous studies, having a gender-diverse board is a key indicator of good corporate governance. The gender diversity of a board of an investee company is also one of the mandatory sustainability indicators that financial market participants are required to assess and report on under the EU’s Sustainable Finance Disclosure Regulation (SFDR).
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White papers
The Importance of Being Indexed
One of the benefits of indexing is its low cost relative to active management. As indexing has grown, investors have benefited substantially by saving on fees and avoiding active underperformance.
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Webinar
Value investing is back | Rob Arnott | FTSE Russell Convenes
Rob Arnott, Founder and Chairman of the Board at Research Affiliates
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White papers
Making a Virtue of Necessity
When the market declines by nearly 24%, as the S&P 500® did in the first nine months of 2022, investors typically lick their wounds and wonder what comes next. Spoiler alert: I don’t know. But there are ample historical data to explore amidst our befuddlement.
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Blog
Summer rally gives Growth a leg up in Q3
Among the more notable twists of this year’s raucous third quarter was the upending of the long-running underperformance of the US Growth indexes versus their Value counterparts.
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White papers
Amid the Energy Rally, Tracking ESG Bond Index Performance
Year-to-date, global stock and bond market returns have been mired in red. The picture has been consistent across the various bond and equity sectors, except for Energy and Utilities stocks, posting YTD returns of 48.8% and 5.5%, respectively.
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White papers
Russell US Indexes Spotlight - October 2022
Large-caps lost ground to small-caps in the Q3 selloff, as investors favored smaller players in Telecom, Health Care and resource stocks, where the small-cap index has bigger exposures. In another U-turn, Growth held up better than Value for both size indexes, buoyed by the summer rally in Consumer Discretionary and other growth stocks.
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White papers
S&P 500 GARP Index: Growth at Reasonable Price Anyone?
While growth stocks have the potential to grow at a rate significantly above the market, they have faltered during 2022 on the back of high inflation and rising interest rates. For market participants toying with the idea of when and how to get back in, the S&P 500® GARP (Growth at a Reasonable Price) Index may be worthy of consideration since it tracks companies with consistent sales and earnings growth, reasonable valuation, solid financial strength and strong earning power.
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White papers
How to Bring Paris Agreement Goals to Fixed Income Indices
This blog was co-authored by Smadar Shulman and Paulina Lichwa-Garcia.
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Blog
How tech giants become value companies
Of the many stories that emerged from this year’s Russell Reconstitution, perhaps the most noteworthy was Meta’s shift from an entirely growth to a partially value company. The story is reminiscent of Apple’s partial shift to value in 2016, and again has many wondering how a tech company widely known for innovation can be classified as anything but 100% growth.
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Blog
How Bear Markets End and the Path Forward for Investors
No sane investor sets out intending to lose money - but when this outcome nonetheless transpires the experience can be psychologically racking for investors, novice and professional alike. Between the uncertainty, the relentless flashing of red that accentuates our loss aversion, one unifying theme often lost amidst downturns is that every U.S. bear market has ended.
