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/microcap) or investment style (growth/value/defensive/dynamic). All sub-indexes roll up to the Russell 3000® Index.
Combining 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 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 megacap to microcap securities that meet an improved index-level ESG profile, while maintaining similar risk/return characteristics to the underlying universe.
Index performance
Featured indexes
Russell 1000
The Russell 1000® Index measures the performance of the large-cap segment of the US equity universe. It includes approximately 1,000 largest US stocks, representing 93% of investable US equities by market capitalization.
Track the largest US equities with market-driven precision
Inclusion in the Russell 1000® Index is driven by a rigorous, rules-based methodology. The index provides a complete, unbiased measure of US large-cap performance, with no gaps and no overlaps when used in conjunction with the small-cap Russell 2000®.
Russell 2000
A comprehensive view of small-cap performance, the Russell 2000 measures the performance of approximately 2,000 small-cap US equities.
Advantages of the Russell 2000:
- Small-cap index
- Comprehensive ecosystem of investment options
- Perfectly complements the Russell 1000 – with no gaps and no overlaps – for a complete view of the US equities market
Russell 3000
Broad exposure to the universe of investable US equities.
The Russell 3000 Index measures the performance of 3,000 stocks and includes all large-cap, mid-cap and small-cap US equities, along with some microcap stocks. The index is designed to represent approximately 98% of investable US equities by market capitalization.
Accurate, objective and rigorously maintained
Investors seeking to capture a strategy reflecting broad US equities performance can confidently choose the Russell 3000 knowing there are no subjective inclusions or exclusions of stocks. Like all Russell Indexes, the Russell 3000 is fully reconstituted once a year to ensure accurate reflection of the targeted market segment.
Key resources
Methodology
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Russell US Indexes Construction and Methodology
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IOSCO Russell US Indexes Construction and Methodology
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Russell US Indexes Construction and Methodology - Brazilian Portuguese
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Russell US Indexes Construction and Methodology - Japanese
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Russell 2000 Dividend Index Ground Rules
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Russell US Equity Indexes History of Ground Rule Updates
Index resources
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Performance Quilts
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Qualified Indices under Section 871(m) of the US Internal Revenue Code and Treasury Regulation Section 1.871-15
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Russell US Sector Exclusion and Select Indexes
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Russell US Indexes Methodology Overview
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The Russell 2000 Index – Your Index Matters
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Russell 3000 Fixed Income Index Credit | US Dollar
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Russell Indexes Ecosystem
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Russell US Market Cap Completion Indexes
Index announcements
Stay up-to-date and read the latest index change notices and announcements.
Research and Insights
The IPO impact
Why it matters how your index adds newly public companies
Index composition can affect index performance
How to decide when to add an IPO to indexes
You might assume all indexes automatically add qualified stocks once they've gone public. However, not all indexes do. And unless a stock is included in the index, it can’t have an impact on index performance. Do you know how your index decides when to add new IPOs?
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