FTSE Russell

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.

With the first quarter of 2019 squarely behind us, I took a look at those returns, and over the past year developed core infrastructure has delivered strong performance relative to the broader market.

Read the full blog post at the link beneath Related Files/Links

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What’s new

  • China A Shares inclusion – seven key points

    China A Shares inclusion – seven key points

    White papersMon, 24 Jun 2019

    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?

  • Microsoft tops Apple as Russell Rebalance nears

    Blog | Microsoft tops Apple as Russell Rebalance nears

    White papersThu, 20 Jun 2019

    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.

  • 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)

    White papersThu, 20 Jun 2019

    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).

  • Factor behavior through the cycle - Lessons from the Russell 1000 Index

    Factor behavior through the cycle - Lessons from the Russell 1000 Index

    White papersTue, 18 Jun 2019

    Factors have become an influential force in investors’ decision-making processes, buttressed by a growing body of academic and financial industry research that has affirmed the effectiveness of factors in driving risk and returns. But to get the most value from factor investing strategies, investors should first gain a more comprehensive understanding of how and why factors behave the way they do. 

  • Practical considerations for listed infrastructure

    Practical considerations for listed infrastructure

    White papersTue, 18 Jun 2019

    Infrastructure is an investment category often seen by investors as a diversification tool that can provide a hedge to long-term liabilities by offering exposure to potentially stable returns and steady income. FTSE Russell defines core infrastructure companies as those that own, manage or operate structures or networks used for the processing or moving goods, services, information and data, people, energy and necessities from one location to another. 

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