The FTSE Global Factor Index Series allows market participants to access the performance of six well-known equity market factors (quality, size, value, momentum, volatility, and yield) via single-factor and multi-factor indexes. These six factors represent systematic drivers of equity market returns and carry a risk premium, for which there is ample academic support.
The multi-factor index range offers combinations and adjustable factor exposures to cater for specific client objectives and investment outcomes.
The FTSE Global Factor Index Series covers a wide range of well know underlying equity indexes and geographies, including the FTSE All-World Index, the Russell US Indexes, and the FTSE UK Index Series. The series aims to achieve efficient and controlled exposure to the target factor(s) for the underlying indexes using transparent, rules-based methodology.
|FTSE Global Factor||Alternatively weighted, Factor exposure||Global|
|FTSE Smart Sustainability||Sustainable investment, Alternatively weighted, Factor exposure, Smart sustainability||Global|