FTSE Benchmarks - AMERICAS
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Destination
Non Transitioning Fund Benchmarks
FTSE Emerging Markets All Cap China A Inclusion Index
The FTSE Emerging Markets All Cap China A Inclusion Index is a market-capitalisation weighted index representing the performance of large, mid and small cap stocks in Emerging markets. The index is part of the FTSE China A Inclusion Indexes which contain FTSE China A All Cap Index securities adjusted for the aggregate approved QFII and RQFII quotas available to international investors.
Constituents & Weights
Ground Rules
FTSE Developed All Cap ex US Index
The FTSE Developed All Cap ex US Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE Developed Asia Pacific All Cap Index
The FTSE Developed Asia Pacific All Cap Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Australia, Hong Kong, Japan, Korea, New Zealand and Singapore. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE Developed Europe All Cap Index
The FTSE Developed Europe All Cap Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed European markets, including the UK. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE All-World ex US Index
The FTSE All-World ex US Index is a market-capitalization weighted index representing the performance of large and mid cap companies in Developed and Emerging Markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Global All Cap Index
The FTSE Global All Cap Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed and Emerging markets. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Global Small Cap ex US Index
The FTSE Global Small Cap ex US Index is a market-capitalization weighted index representing the performance of small cap companies in Developed and Emerging markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE Global All Cap ex US Index
The FTSE Global All Cap ex US Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed and Emerging markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE High Dividend Yield Index
The FTSE High Dividend Yield Index comprises companies that are characterized by higher-than-average dividend yields. The index universe is based on the large, mid and small cap constituents of the US country component of the FTSE Global Equity Index Series (GEIS). For more information on this index please contact Vanguard.
FTSE Developed High Dividend Yield Index
The FTSE Developed High Dividend Yield Index comprises stocks that are characterized by higher than-average dividend yields, and is based on the FTSE Developed Index, which is part of the FTSE Global Equity Index Series.
Real estate investment trusts (REITS) (ICB Sector 8670) are removed from the index, as are stocks that are forecast to pay a zero dividend over the next 12 months (''dividends'' excludes any non-regular or ''special'' distributions). The remaining stocks are ranked by annual dividend yield and included in the target index until the cumulative market capitalization reaches 50% of the total market cap of this universe of stocks.
Factsheets
FTSE4Good US Select Index
The FTSE4Good US Select Index is a socially responsible investment (SRI) index of approximately 500 US securities that excludes companies with certain business activities such as weapons, tobacco, gambling, alcohol, nuclear power, and adult entertainment. Additionally, in order to be included companies must meet a series of environmental and social criteria in areas including environmental management, labor rights, human rights, health and safety, and diversity. For more information on this index please contact Vanguard.
Non Transitioning Fund Benchmarks
FTSE Global All Cap ex Canada China A Inclusion Index
The FTSE Global All Cap ex Canada China A Inclusion Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed and Emerging markets, excluding Canada. The index is part of the FTSE China A Inclusion Indexes which contain FTSE China A All Cap Index securities adjusted for the aggregate approved QFII and RQFII quotas available to international investors.
Constituents & Weights
Net of Tax Index
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Factsheets
Ground Rules
FTSE Global All Cap Hedged to CAD Index
The FTSE Global All Cap Hedged to CAD Index is a hedged market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed and Emerging markets. The index is part of the FTSE Global Equity Index Series (GEIS) which captures 98% of the world's investable market capitalization.
Ground Rules
FTSE Emerging Markets All Cap China A Inclusion Index
The FTSE Emerging Markets All Cap China A Inclusion Index is a market-capitalisation weighted index representing the performance of large, mid and small cap stocks in Emerging markets. The index is part of the FTSE China A Inclusion Indexes which contain FTSE China A All Cap Index securities adjusted for the aggregate approved QFII and RQFII quotas available to international investors.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed All Cap ex US Index
The FTSE Developed All Cap ex US Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed All Cap ex US Hedged to CAD Index
The FTSE Developed All Cap ex US Hedged to CAD Index is a hedged market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed markets, excluding the USA. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed All Cap ex North America Index
The FTSE Developed All Cap ex North America Index is a market-capitalization weighted index
representing the performance of large, mid and small cap companies in Developed markets,
excluding the USA and Canada. The index is derived from the FTSE Global Equity Index Series (GEIS) which captures 98% of the world's investable market
capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed All Cap ex North America Hedged to CAD Index
The FTSE Developed All Cap ex North America Hedged to CAD Index is a hedged market-capitalization
weighted index representing the performance of large, mid and small cap
companies in Developed markets, excluding the USA and Canada. The index is derived from the FTSE Global Equity Index
Series (GEIS), which captures 98% of
the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed Asia Pacific All Cap Index
The FTSE Developed Asia Pacific All Cap Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Australia, Hong Kong, Japan, Korea, New Zealand and Singapore. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed Asia Pacific All Cap Hedged to CAD Index
The FTSE Developed Asia Pacific All Cap Hedged to CAD Index is a hedged market-capitalization weighted index representing the performance of large, mid and small cap companies in Australia, Hong Kong, Japan, Korea, New Zealand and Singapore. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Ground Rules
FTSE Developed Europe All Cap Index
The FTSE Developed Europe All Cap Index is a market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed European markets, including the UK. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Factsheets
Ground Rules
FTSE Developed Europe All Cap Hedged to CAD Index
The FTSE Developed Europe All Cap Hedged to CAD Index is a hedged market-capitalization weighted index representing the performance of large, mid and small cap companies in Developed European markets, including the UK. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Ground Rules
FTSE Canada All Cap Index
The FTSE Canada All Cap Index is a market-capitalization weighted index representing the performance of Canadian large, mid and small cap companies. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world’s investable market capitalization.
Constituents & Weights
Ground Rules
FTSE Canada Index
The FTSE Canada Index is a market-capitalization weighted index representing the performance of Canadian large and mid cap companies. The index is derived from the FTSE Global Equity Index Series (GEIS), which captures 98% of the world's investable market capitalization.
Constituents & Weights
Ground Rules
FTSE Canada All Cap Real Estate Capped 25% Index
The FTSE Canada All Cap Real Estate Capped 25% Index represents the performance of Canadian large, mid and small cap companies within the Real Estate industry (ICB Supersector 8600). The index is derived from the FTSE Canada All Cap Index, which is part of the FTSE Global Equity Index Series (GEIS).
Constituents & Weights
Factsheets
Ground Rules
FTSE Canada High Dividend Yield Index
The FTSE Canada High Dividend Yield Index represents the performance of Canadian large, mid and small cap companies that are characterized by higher-than-average dividend yields. The index universe is the large, mid and small cap constituents of the Canada country component of the FTSE Global Equity Index Series (GEIS). For more information on this index please contact Vanguard.
Constituents & Weights
Factsheets
FTSE Developed ex North America High Dividend Yield Index
The FTSE Developed ex North America High Dividend Yield Index (‘index‘) comprises stocks that are characterized by higher than- average dividend yields, and is derived from the FTSE Developed ex North America Index, which is part of the FTSE Global Equity Index Series. Real estate investment trusts (REITS) (ICB Sector 8670) are removed from the index, as are stocks that are forecast to pay a zero dividend over the next 12 months (‘dividends‘ excludes any non-regular or ‘special‘ distributions). The remaining stocks are ranked highest to lowest by annual dividend yield and included in the target index until the cumulative market capitalization reaches 50% of the total market cap of this universe of stocks.
Factsheets
Non Transitioning Fund Benchmarks
FTSE BIVA Index
The FTSE BIVA Index is designed to reflect the performance of liquid Mexican companies, which
are constituents of the FTSE Mexico All Cap Index. Using the FTSE Global Equity Index Series
(GEIS) as a base, the FTSE BIVA Index applies a higher liquidity threshold to achieve accurate
and investable universe coverage while maintaining consistency and integrity. Index constituents
are weighted by market capitalization, and each security is tested for liquidity at the semi-annual
index reviews in March and September.
Through the FTSE BIVA Index, FTSE Russell provides the insights and tools necessary for
investors to gain an accurate view into the most liquid tier of the Mexican market, providing
investors with an easily understandable framework for analyzing equity portfolios and managing
funds based on active or passive mandates. The FTSE BIVA Index is suitable for benchmarking
purposes and as tools in the creation of a wide variety of financial products, such as index-linked
funds, exchange traded funds (ETFs) and derivatives contracts. Real time and end of day data is
available from Bloomberg (FTBIVA) and Thomson Reuters (.FTFTBIVA). Price, total, and net of
tax values are available for the Index.