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The FTSE KLD US Small Cap Sustainability Index (USSS) is a diversified and comprehensive representation of the US small cap equity market available to investors seeking to integrate environmental, social and governance (ESG) criteria into their investment strategies. The USSS holds companies with the highest ESG rankings in each sector of the small cap US equity market. To reduce the systematic risk introduced by the selection process, the USSS is designed to approximate the sector weights of the underlying market based on sector weighting targets. The USSS is one of three sub-indexes in the FTSE KLD US All Cap Sustainability Index Index (USSA) series.
The USSS offers a diversified benchmark for measuring the risk and return characteristics of small cap US portfolios that incorporate ESG performance into the equity selection process.
For Information on FTSE KLD US Small Cap Sustainability Index Analytics, Licensing and Redistribution contact kldindices@msci.com. |