MSCI United Kingdom Volatility Tilt Index

The MSCI UK Volatility Tilt Index is based on MSCI UK, its parent index, which includes large and mid-cap stocks of the UK market. It aims to reflect the performance of a low volatility strategy with relatively high investment capacity. The indexes are created by tilting the market capitalization weights of all the constituents in the parent index based on the inverse of security price variance and then re-weighting them.