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Russell Australian Value ETF

Capturing the value premium with all the ease of an ETF

Value style investing in the Australian equity market is well researched and documented to deliver a ‘premium’ return over the broad market over the long term.

Designed to capture the value premium in the Australian sharemarket, RVL is a transparent and highly liquid ETF that provides investors with a diversified large cap value style exposure. 

Our index methodology

To research, test and create the index, our Australian research and development team followed methodology used on both the US and globally based style indexes, whilst carefully considering local market dynamics.

Our index construction methodology selects companies within the Russell Australia High Value Index that demonstrate value characteristics as determined by earnings-to-price and I/B/E/S medium term earnings growth (3 yrs). Stocks are ranked according to their value characteristics and market capitalisation. The resulting Russell Australia High Value Index typically represents 40-60 stocks.

How to use RVL in a portfolio

RVL may assist investors to implement 5 key value investment tactics:

Tactical asset allocation
  • Tactically tilt to value at determined points of the market cycle
Cash management strategy
  • Provides a more targeted cash equitisation program for value oriented managers
  • Enables multi-managers to gain value exposure more easily with smaller cash flows rather than allocating to value managers
Completion strategy
  • Address exposure biases in a portfolio (such as rebalancing exposures to target or neutralising unintended growth exposures)
Interim management
  • Provides a more targeted interim exposure for clients seeking a new value manager
  • Particularly useful in between decision-making cycles
Strategic allocation
  • Provides strategic allocation within an Australian equities portfolio. RVL can either be the entire value allocation or a complement to an existing value manager.

Research and insights

View our latest Research

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