Russell High Efficiency™ Factor Indexes

Efficient and effective tools for factor-based investing.

This index series employs a consistent, factor-based weighting methodology to deliver institutional quality exposure to commonly identified factors: Low Volatility, Momentum, Quality, and Value. Designed to be modular and investable, these indexes offer investors the ability to combine factor exposures.

More about High Efficiency™ Factor Indexes

Most popular research

Smart Beta Survey (PDF)
Smart Beta: A deeper look at asset owner perceptions.

What Does Smart Beta Mean? (PDF)
An interview on understanding Smart beta by ETF Report.

The Russell 2000® Index: 30 years of small cap (PDF)
For 30 years, the Russell 2000 Index has provided an accurate lens for assessing the small cap market.