What is the Russel 2000 Index?


Russell US Indexes

The Russell US Indexes, from mega cap to microcap, serve as leading benchmarks for institutional investors. The modular index construction allows investors to track current and historical market performance by specific market segment (large/mid/small/micro cap) or investment style (growth/value/defensive/dynamic). All sub-indexes roll up to the Russell 3000® Index. The Russell US Indexes can be used as performance benchmarks, or as the basis for index-linked products including index tracking funds, derivatives, and Exchange Traded Funds (ETFs).

The Russell US ESG Indexes, are a broad-based, alternatively-weighted US equity index family based on the Russell US Indexes. The indexes are designed to measure the performance of mega cap to microcap securities that meet improved index level ESG profile, while maintaining similar risk/return characteristics to the underlying universe.

The Russell US ESG Indexes, are a broad-based, alternatively-weighted US equity index family based on the Russell US Indexes. The indexes are designed to measure the performance of mega cap to microcap securities that meet improved index level ESG profile, while maintaining similar risk/return characteristics to the underlying universe. The indexes are constructed using robust screening criteria and the ‘Enhanced sub-family’ also use the Refinitiv ESG Scores framework to provide an ESG lens on the US equity universe.

Two sub-index families are available, with different levels of exposure to ESG:

Russell ESG Enhanced Target Exposure indexes

This sub-family of indexes applies the same negative screening approach as the ‘ESG Screened’ indexes, in addition applies Refinitiv ESG Scores as a tilt. The Refinitiv ESG scores framework is designed to transparently and objectively measure a company’s ESG performance, commitment and effectiveness relative to its industry group peers.

Russell ESG Screened Target Exposure indexes

This sub-family of indexes applies a negative screening approach, by excluding companies based on certain business operations or product involvement. Companies are also excluded that potentially breach the United Nations Global Compact principles.

The indexes are constructed with the FTSE Target Exposure Framework, which allows a transparent tilt exposure towards and away from index constituents according to a number of exposure objectives.

The indexes can be used as performance benchmarks, or as the basis for index-linked products including index tracking funds, derivatives, and Exchange Traded Funds (ETFs).

Russell ESG Enhanced Target Exposure indexes

• Russell 1000 ESG Enhanced Target Exposure
• Russell 2000 ESG Enhanced Target Exposure
• Russell 3000 ESG Enhanced Target Exposure

Russell ESG Screened Target Exposure indexes

• Russell 1000 ESG Screened Target Exposure
• Russell 2000 ESG Screened Target Exposure
• Russell 3000 ESG Screened Target Exposure