FTSE Global Minimum Variance Index Series

The FTSE Global Minimum Variance Index Series aims to deliver reduced index volatility, thereby offering potential improvements to the risk reward trade off. Investors looking for a broad, diversified portfolio incorporating low volatility / variance may wish to use the FTSE Global Minimum Variance Index Series to support these objectives.

Volatility reduction is achieved using an intuitive, transparent and rules-based approach that minimises historical variance and results in a broad index which is diversified across country, industry and stock levels.

Key Features:

  • Targets a more efficient investment portfolio through reduced volatility
  • Diversified index outcomes
  • Transparent approach with minimal constraints
  • Expected returns play no role
  • Academic evidence of a low volatility effect

Based on the widely adopted FTSE All-World Developed Index Series, 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 the following indices.

  • FTSE Developed Minimum Variance Index
  • FTSE Developed Europe Minimum Variance Index
  • FTSE Developed Europe ex UK Minimum Variance Index
  • FTSE Eurobloc Minimum Variance Index
  • FTSE Developed Asia Pacific Minimum Variance Index
  • FTSE Developed Asia Pacific ex Japan Minimum Variance Index
  • FTSE USA Minimum Variance Index
  • FTSE Japan Minimum Variance Index