FTSE EDHEC-Risk Efficient Index Series

Our FTSE EDHEC-Risk Efficient Index Series is based on all constituent securities in the FTSE All-World Index Series.

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  1. Overview
  2. Key resources
  3. Research and Insights
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The FTSE EDHEC-Risk Efficient Index Series, launched in association with EDHEC-Risk Institute (EDHEC-Risk), is based on all constituent securities in the FTSE All-World Index Series. Constituents’ weights result from EDHEC-Risk’s portfolio optimisation, which targets improvements in efficiency for a broad market index by maximising the Sharpe ratio.

Key Features:

  • The indices attempt to improve the risk/reward trade-off available in the broad stock market.
  • The indices are highly diversified.
  • The high concentration and the poor diversification of cap-weighted indices can be avoided.
  • Stocks are liquidity screened to ensure that index is tradable.
  • The indices are designed for the creation of derivatives, index tracking funds and ETFs.
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Useful link

Key resources

Index announcements

Stay up-to-date and read the latest index change notices and announcements.

View all index announcements

Research and Insights

Article

Quality control: A global perspective

Discover how the FTSE Pure Quality Index achieves quality returns without tech overreliance. A smarter, balanced approach to factor investing awaits.
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7 min

Article

Risk of US-China trade tensions 2.0: How can this time be different?

Explore US-China trade tensions' impact on industries, global supply chains, and market trends with key insights into flagship indices and investment opportunities.
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15 min

Research

Rewarding ESG disclosures - part 2

Our latest edition of the Japanese sustainable investment and futures report explores the connection between increased disclosure and investment.

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