The indexes are designed to measure the performance of megacap to microcap securities that meet an 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. All sub-indexes roll up to the Russell 3000® Index.Ĭombining the Russell 3000® Index with the Russell Microcap® Index, the Russell 3000E® Index provides the broadest coverage of investable US equities, which includes up to the 4,000 largest US stocks by total market capitalization as of the reconstitution rank date. The modular index construction allows investors to track current and historical market performance by specific market segment (large/mid/small/microcap) or investment style ( growth/value/defensive/dynamic).
The Russell US Indexes, from mega cap to microcap, serve as leading benchmarks for institutional investors.
