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WHITEPAPER
Whitepaper

25% 14% 22%

29%
46% 37%

57%
41%
29% Don't know
No
Yes
$1B to $10B $10B or more Total
Source: FTSE Russell, Smart beta: 2017 global survey findings from asset owners. Segment = Have a smart beta allocation ORare currently evaluating smart beta
strategies ORare planning to evaluate smart beta strategies in the next 18 months.
Whitepaper

Mulit-factor combination 64%

37%
20%

Low volatility 47%

46%
39%
49%

Valu 34%
41%
39%

un am ntally w i t 26%
30%
37%
41%

i uality 21%
22%
14%
16%

Mom ntum 16%

22%
18%
10%

i arity 12%
15%
14%
12%

ivi n incom yi l 10%

10%
8%
8%

Ma imum iv r i cation 10%

15%
12%
14%

Minimum varianc 9%
19%
20%
2017
ual w i t 6% 2016
14%
2015
14%
10% 2014

Source: FTSE Russell, Smart beta: 2017 global survey findings from asset owners. Segment = Have a smart beta allocation Multi-factor, value and minimum
variance were not asked in 2014.
Whitepaper

1. Reduced exposure to companies with carbon intense fossil fuel reserves

2. Reduced exposure to companies with higher carbon emissions through tilting the weights of companies within a
sector based on their relative operational carbon emissions

3. Increased exposure to companies leading the industrial transition to a green economy through Green Revenues
from goods, products and services
FTSE indexes are used by leading invest ors
in every corner of t he world and more U.S.
inst it ut ional asset s are benchmarked t o
Russell indexes t han all ot her U.S. equit y
indexes combined. Toget her, FTSE Russell
indexes oer you global breadt h and
comprehensive market coverage.
 Interview

INTERVIEW

Companies move towards similar Returns are protected through better back-testing
sustainability goals
Acting now protects future investments
Asset owners consider long term issues
Interview
Interview
Roundtable Debate

ROUNDTABLEDEBATE - UK

Investors are aware of the limitations of recognised indices

Material ESG data is underutilised by mainstream investors

Investors integrate ESG through "exclusion strategies"

Smart Beta and Sustainability strategies expected to last and

increase in importance over time
Roundtable Debate
Roundtable Debate
Roundtable Debate
Roundtable Debate
Roundtable Debate

ROUNDTABLEDEBATE - NORTH AMERICA

Define what is meant by Smart Beta

Be sustainable, but not at the expense of the bottom line

Improve the data and understand its context better

Momentum is moving in the direction of improved ESGinvesting

Roundtable Debate
Roundtable Debate
Roundtable Debate
Roundtable Debate
Roundtable Debate
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