The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility based on historical return information, thereby offering potential improvements to the risk reward trade-off, whilst maintaining full allocation to the relevant equity market.
Reduced volatility is achieved by applying a transparent rules-based approach which minimises historical variance subject to additional constraints on the weight of individual stocks, industries and countries represented in the index.
Based on the widely adopted FTSE All-World Index, the FTSE Global Minimum Variance Index Series provides investors with an alternative to cap weighted approaches, whilst maintaining full allocation to the relevant equity market. The global series follows on from the launch of the FTSE 100 Minimum Variance Index and includes a range of global, regional and country indexes. Please see the Index Series Rules for further information.
Minimum Variance versions of selected Shariah, ESG and Domestic indexes are also available and factsheets for these indexes are included on this webpage. Constituents are selected from the corresponding underlying universe at the time of the review and aspects such as index reviews and company classification are governed by the corresponding ground rules of the universe index. Please see the FTSE4Good Index Series and the FTSE Global Shariah Index Series webpages, respectively, for their index rules.
Index rules should be read in conjunction with supportingFTSE Russell noticesThese notices advise of advance changes in index methodology, which may not be reflected in index rules until the change effective date. The notices may also communicate revisions in index treatment in the period up to a rule change.