FTSE Russell Factsheet

Russell 2000® Equal Weight Index

Data as at: 28 February 2023
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The Russell Equal Weight Indexes offer a unique and practical alternative to conventional equal FEATURES
weighted indexes. Rather than simply assigning an equal weight to each constituent of the
index, Russell's industry equal weight index methodology equally weights each industry within Objective
the index and then equally weights the companies within each industry. This innovative The indexes are designed for the creation of
approach provides greater diversification benefits than traditional equal weighted indexes. index tracking funds, derivatives and as a
performance benchmark.
Equal weighting randomizes economic factor mispricing as well as prevents a few large
companies from driving the index's performance. Russell Equal Weight Indexes offer enhanced Investability
protection by equally weighting across eleven industries as defined by the ICB Classification A transparent and replicable index
Scheme (Technology, Telecommunications, Health Care, Financials, Real Estate, Consumer construction strategy.
Discretionary, Consumer Staples, Industrials, Basic Materials, Energy and Utilities) to control for
Liquidity
industry risk. Russell Equal Weight Indexes are re-weighted on a quarterly basis.
Stocks in the underlying universe are
10-Year Performance - Total Return
(USD)
screened to ensure that the index is
tradable.
300

Transparency
250
The index uses a transparent, rules-based
200 construction process. Index methodologies
are freely available on the FTSE Russell
150
website.
100 Availability
Feb-2013 Feb-2014 Feb-2015 Feb-2016 Feb-2017 Feb-2018 Feb-2019 Feb-2020 Feb-2021 Feb-2022 Feb-2023
Data as at month end The index is calculated based on price and
total return methodologies, available end of
Russell 2000 Equal Weight Russell 2000
day.
Industry Classification Benchmark
Performance and Volatility - Total Return (ICB)
Index (USD) Retur n % Retur n pa %* Volatility %**
Index constituents are categorized in
3M 6M YTD 12M 3YR 5YR 3YR 5YR 1YR 3YR 5YR accordance with the Industry Classification
Russell 2000 Equal Weight 0.0 0.3 8.0 -7.7 46.9 33.8 13.7 6.0 26.8 32.9 25.9 Benchmark (ICB), the global standard for
Russell 2000 0.9 3.6 7.9 -6.0 33.4 33.9 10.1 6.0 27.2 32.6 24.1 industry sector analysis.

* Compound annual returns measured over 3 and 5 years respectively

** Volatility – 1YR based on 12 months daily data. 3YR based on weekly data (Wednesday to Wednesday). 5YR based on monthly data

Year-on-Year Performance - Total Return

Index % (USD) 2013 2014 2015 2016 2017 2018 2019 2020 2021 2022

Russell 2000 Equal Weight 41.3 0.9 -10.1 25.3 11.1 -14.0 17.5 21.5 21.2 -20.1

Russell 2000 38.8 4.9 -4.4 21.3 14.6 -11.0 25.5 20.0 14.8 -20.4

Return/Risk Ratio and Drawdown - Total Return

Index (USD) Retur n/Risk Ratio Dr awdown (%)

1YR 3YR 5YR 10YR 1YR 3YR 5YR 10YR

Russell 2000 Equal Weight -0.3 0.4 0.2 0.4 -22.6 -33.5 -46.5 -46.5

Russell 2000 -0.2 0.3 0.2 0.5 -22.4 -35.2 -41.8 -41.8

Return/Risk Ratio – based on compound annual returns and volatility in Performance and Volatility table
Drawdown - based on daily data

Source: FTSE Russell as at 28 February 2023. Past perf ormance is no guarantee of f uture results. 1 of 2
Returns shown bef ore the index launch date ref lect hy pothetical historical perf ormance. Please see disclaimer f or important legal inf ormation.
Russell 2000® Equal Weight Index Data as at: 28 February 2023

Top 10 Constituents INFORMATION

Constituent ICB Industr y Net MCap (USDm) Wgt %
Index Universe
InterDigital Telecommunications 20 0.39

Vertex Energy Inc. Utilities 19 0.37 Russell 2000® Index

Telephone & Data Systems Telecommunications 17 0.33 Index Calculation

Liberty Latin America C Telecommunications 17 0.33 End-of-day
U.S. Cellular Cp Telecommunications 17 0.32
End-of-Day Distribution
Iridium Communications Inc Telecommunications 16 0.32
Via FTP and email
EchoStar Telecommunications 16 0.31

Comtech Telecommunications Telecommunications 16 0.31 Currency

8x 8 Telecommunications 16 0.31 USD
Cogent Communications Holdings Telecommunications 15 0.30
Review Dates
Totals 169 3.29
Annually in June
Index Characteristics
Attr ibutes Russell 2000 Equal Weight

Number of constituents 1877

Dividend Yield % 1.49

Constituent (Wgt % )

Average 0.05

Largest 0.39

Median 0.03
Top 10 Holdings (Wgt %) 3.29

28 Febr uary2023

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Source: FTSE Russell as at 28 February 2023. Past perf ormance is no guarantee of f uture results. 2 of 2
Returns shown bef ore the index launch date ref lect hy pothetical historical perf ormance. Please see disclaimer f or important legal inf ormation.