4/26/2023
All-World Climate Balanced Factor indexes
The All-World ex Climate Balanced Factor Index is designed to reflect the performance of a diversified index combining climate change considerations and risk premia factor exposures. Constituent weights take into account the climate risks and opportunities associated with the transition to a low-carbon economy and a range of factor adjustments, achieving balanced exposure to Value, Quality, Low Volatility and (Small) Size. The All-World Climate Balanced Factor Index consists of an equal combination of two annually reviewed indexes – the All-World Climate Balanced Factor (Mar) Index and the All-World ex Climate Balanced Factor (Sep) Index. The indexes combine data and analysis from Russell and the Transition Pathway Initiative (TPI), and apply the following exclusions: controversial weapons, thermal coal extraction (25% revenue threshold) & thermal coal power generation (25% revenue threshold