Non Market-Cap Indices

FTSE provides a broad range of non market-cap index solutions, offering a different approach to index construction. These indices, which are often complementary to existing market-cap weighted strategies, provide investors with a variety of innovative approaches for use within core and satellite investments, aiding portfolio diversification.

FTSE GWA Index Series

Launched in 2005, The FTSE GWA Index Series was the first non market-cap index series to be launched by FTSE, in partnership with Global Wealth Allocation Limited (GWA). The index series captures a company's wealth creation in the form of its net income, cash flow and book value. For more information click here

FTSE RAFI Index Series

2005 also saw the launch of the FTSE RAFI Index Series, in partnership with Research Affiliates, which weights constituents by a different set of factors to market capitalisation. These factors include total cash dividends, free cash flow, total sales and book equity value. For more information click here

FTSE Short and Leveraged Indices

In 2008 FTSE launched the first short and leveraged indices on the FTSE 100 and FTSE 250 indices, within its standard index offering. The indices allow exploitation of volatility in the UK market by enabling investors to go short the market or gear up, and can be used to form the basis for ETFs, benchmarks and other index-linked financial products.

FTSE EDHEC-Risk Efficient Index Series

The FTSE EDHEC-Risk Efficient Index Series was launched in 2010, in partnership with EDHEC-Risk Institute (EDHEC-Risk). The indices aim to capture equity market returns with an improved risk/reward efficiency. The weighting of the portfolio of constituents achieves the highest possible return-to-risk efficiency by maximising the Sharpe ratio. For more information click here

FTSE StableRisk Index Series

FTSE launched the The FTSE StableRisk Indices on 2010, designed in association with AlphaSimplex Group, LLC. The index series offers investors a family of risk-controlled multi-asset indices, seeking to capture long-term expected returns with less extreme shifts in short-term risk levels. For more information click here

FTSE ActiveBeta Index Series

The FTSE ActiveBeta Index Series, launched in association with Westpeak Global Advisors on 2010, combines the concepts of value and momentum, which are used in active management. The index series provides an efficient, transparent and cost-effective capture of the systematic sources of active equity returns, either independently or in combination. For more information click here

FTSE Diversification Based Investing Index Series

The FTSE Diversification Based Investing Index Series was launched in 2010 in partnership with QS Investors, LLC. The index series is designed to provide bear market protection relative to the equivalent market-cap weighted benchmark. For more information click here

FTSE EPFR EM Fund Flows Index

In 2010, FTSE launched the FTSE EPFR EM Fund Flows Index, launched in association with EPFR Global. This factor-adjusted version of the FTSE Emerging Index tracks institutional investor exposure to emerging markets. The index can be used as a tool to improve portfolio performance by suggesting optimal weighting for specific markets within an emerging market equity portfolio. For more information click here

FTSE 100 Risk Target Excess Return Index Series

Launched in 2011, the FTSE 100 Risk Target Excess Return Index Series is founded on a rules-based framework that tracks the return of an investment strategy over cash. The indices are designed to provide investors with volatility targeted exposure to the FTSE 100 Total Return (TR) Index. For more information click here

In addition to the above, FTSE also calculates Dividend+ indices, which are yield weighted. Currently, there are the FTSE UK Dividend+ index and the FTSE/JSE Dividend+ index. Investors can also create indices using a specific methodology or screening with FTSE Custom.

For more information, please click through on the links provided or contact your local press office.