FTSE Global Factor Index Series

Our Global Factor Index Series is designed to target and represent the specific characteristics that formulate the performance of constituents.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE Global Factor Index Series is a suite of benchmarks designed to represent the performance of specific factor characteristics, with six single factor indices 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. The factors targeted are:

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

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

FTSE Target Exposure Indices

The FTSE Target Exposure Indices are a suite of benchmarks designed to target specific characteristics - such as factor, climate and ESG exposures - while minimising all off-target, consequential exposures. Target exposures are completely flexible and can be combined to cater to specific client objectives. The Target Exposure Index Series employs FTSE Russell’s established Tilt-Tilt methodology. This “bottom up” rules-based framework successively applies tilts to capture targeted exposures and applies corrective tilts to neutralise and/or minimise all off-target exposures.

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Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Research

Factor performance under different inflation regimes

We examine factor performance under alternating inflation regimes for different factor index series for the past twenty years.

Article

Dividend yield factor left behind in US equity rally

Learn why US dividend yield factor underperformed in 2023, and how technology and discretionary sectors drove the equity rally.
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7 min

Article

Minimising index risk by MVP

Dive into the world of minimum variance strategy and its power to minimize equity risk in UK markets. Uncover insights on reducing volatility while maintaining exposure to UK equities.
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7 min

Article

Why fixed Income Target Exposure Strategies Can Yield Out-Performance

The Target Yield strategy in Fixed Income provides yield uplift and potential out-performance versus the benchmark. It could serve as an alternative solution for fixed income investors to consider incorporating into their investment portfolio.
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2 min

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