The Russell US ESG Indexes are a broad-based, alternatively-weighted US equity index family based on the Russell US Indexes. The indexes are designed to measure the performance of US mega cap to microcap securities excluding companies that operate in certain sectors (weapons, tobacco, oil sands, shale energy, thermal coal, UNGC controversies), while maintaining similar risk/return characteristics to the underlying universe. The indexes are constructed using robust screening criteria and includes an index level ESG active factor exposure target using LSEG ESG company scores.
Russell ESG Enhanced Target Exposure indexes
The indexes apply a negative screening approach and LSEG ESG Scores as a tilt. The LSEG ESG scores framework is designed to transparently and objectively measure a company’s ESG performance, commitment and effectiveness relative to its industry group peers.
The indexes are constructed in a way so that a transparent tilt exposure is allowed towards and away from index constituents according to a number of exposure objectives.
The indexes can be used as performance benchmarks, or as the basis for index-linked products including index tracking funds, derivatives and Exchange Traded Funds (ETFs).
Russell ESG Enhanced Target Exposure indexes
- Russell 1000 ESG Enhanced Target Exposure
- Russell 2000 ESG Enhanced Target Exposure
- Russell 3000 ESG Enhanced Target Exposure
- Russell 2500 ESG Enhanced Target Exposure
- Russell 1000 Value ESG Enhanced Target Exposure
- Russell 1000 Growth ESG Enhanced Target Exposure
- Russell Midcap ESG Enhanced Target Exposure
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