FTSE RAFI™ Index Series

FTSE Russell partners with Research Affiliates® on the innovative FTSE RAFI™ Index Series. Index constituents are weighted using a composite of fundamental factors, including total cash dividends, free cash flow, total sales and book equity value. Prices and market values are not determinants of the index weights. Consequently the indexes are less prone to excessive concentration arising from market fads, which can result in over-exposure to individual companies, sectors or countries.

  • The FTSE RAFI™ Low Volatility Index Series represents a complementary offering to the existing FTSE RAFI™ Index Series by applying the FTSE RAFI™ index methodology to a universe of low volatility securities. Global, Developed, Emerging and single country indices are available.
  • The FTSE4Good RAFI™ Indexes have been designed to measure the performance of companies demonstrating strong Environmental, Social and Governance (ESG) practices. The FTSE4Good RAFI Indexes utilise existing FTSE RAFI Indexes and overlay the transparent and clearly-defined ESG criteria used in the FTSE4Good Index Series. The indexes can be used by a wide variety of market participants when creating responsible investment products.
  • The FTSE RAFI™ ex Fossil Fuels Indexes are designed to represent the performance of constituents of selected FTSE RAFI Indexes after the exclusion of companies that have a certain revenue and/or reserve exposure to fossil fuels.
  • The FTSE RAFI™ Fundamentals Euro Corporate Investment-Grade Bond Select Index comprises Euro-denominated, investment-grade corporate debt. The index weights a company's debt according to fundamental measures of the company's debt service capacity rather than solely on the amount of debt outstanding.
  • For more information please see our spotlight on Smart Beta & Factor Indexes.
  • Contact us about licensing smart beta and factor index data here.

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.