Minimum Volatility Indexes
Our Minimum Volatility Indexes are built to support investors seeking transparent benchmarks to inform risk reduction and asset allocation, particularly during downturns. They are designed to represent the performance characteristics of minimum variance — or managed volatility — equity strategies, prioritizing volatility management over gains.
Target benefitsMeasure volatility in dynamic markets
Gauge volatility with transparency and flexibility
Designed to support managed volatility strategies across geographies, sectors and market-cap sizes.
Examine the true minimum
Indexes seek to prioritize lowest absolute risk as opposed to highest possible return.
Measure optimal performance
Constructed to support investors seeking to achieve target factor levels without increasing risk of unintended exposures.
How we build our indexes
To calculate a Minimum Volatility Index, we produce an index with the least volatility for a given set of constraints which aim to ensure index replicability and investability.
Our indexes aim to reflect the performance of a minimum volatility strategy across geographies and markets, including the U.S., Japan, Europe and emerging markets, as well as for small-cap equities for the U.S.
We also offer a subset of indexes for investors seeking to hedge the currency exposures of a parent minimum volatility index to the USD.
Explore Minimum Volatility IndexesView performance details, fact sheets and more
Minimum Volatility index resources
MSCI Minimum Volatility Indexes methodology
Dive deeper into our thinking behind our Minimum Volatility Indexes.
Factor focus: volatility
Read about the minimum volatility factor and MSCI Minimum Volatility Indexes in our spotlight brochure.
Looking to fortify your risk strategies?Get in touch.
Related to Minimum Volatility Indexes
Minimum volatility in volatile regimes
MSCI experts examine value of minimum volatility indexes in turbulent markets.
Low volatility over the market cycle
MSCI experts analyze minimum volatility performance in different macro regimes.
