FTSE Global Factor Index Series

The FTSE Global Factor Index Series is a suite of benchmarks designed to represent the performance of specific factor characteristics, with six single factor indexes and additional combinations of factors comprising the index series. The six factors represent common factor characteristics for which there is a broad academic and practitioner consensus, supported by a body of empirical evidence across different geographies and time periods.

  • Momentum
  • Quality
  • Size
  • Value
  • Volatility
  • Yield

The Indexes are based on the market cap weighted FTSE All-World, Russell U.S. and FTSE UK indexes. The FTSE Global Factor Index series uses a transparent methodology to achieve a controlled exposure to a target factor, whilst considering levels of diversification and capacity.

  • The full list of Multi-Factor Indexes is available here.
  • For more information please see our spotlight on Smart Beta & Factor Indexes.
  • Contact us about licensing smart beta and factor index data here.