Index Insights: Lower Volatility Exposures

This iShares report provides a detailed comparison of broad market indices versus lower volatility and high dividend strategies, highlighting differences in sector exposure, fundamentals, and risk-adjusted performance.

Key Takeaways

• 1.Evaluating index composition is critical as construction impacts regional and risk exposure.
• 2.Minimum volatility indices show significantly lower annualized volatility and different sector weights compared to broad market benchmarks.
• 3.Overlap between broad benchmarks and specialized indices like Infrastructure or Minimum Volatility can be as low as 3.29%.

Table of Contents

• INTRODUCTION
• INDEX OVERVIEW
• COVERAGE & DIVERSIFICATION
• FUNDAMENTALS
• RISK & PERFORMANCE
• APPENDIX I - TOP 10 HOLDINGS
• APPENDIX II - SECURITY ATTRIBUTION
• JARGON BUSTER

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