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Home : Indexes

Indexes

Wilshire Indexes help clients, investment professionals and researchers accurately measure and better understand the market. The Wilshire Index family leverages more than 40 years of Wilshire performance measurement expertise and employs unbiased construction rules.

The flagship Wilshire 5000 Total Market IndexSM (Wilshire 5000®), widely accepted as the definitive benchmark for the U.S. stock market, was developed in 1974 to address a clear gap in the market. The Wilshire 5000 offers a robust alternative to a market proxy of just 500 stocks that, by nature, falls short as a basis for risk measurement and diversification by missing a significant part of the investment performance story. The Wilshire Index Family includes the Wilshire 5000, Wilshire 4500 Completion and a suite of Wilshire size and style indexes designed to help investors evaluate performance of style managers.

  • Wilshire Bond Index Family: The Wilshire Bond Index Family is comprised of the Wilshire Bond Index and Wilshire TIPS Index. The Wilshire Bond Index measures performance of the U.S. taxable fixed income market based on actual holdings of U.S. institutional investors; and, the Wilshire TIPS Index measures the performance of a basket of U.S. Treasury Inflation Protected Securities (TIPS) that is constructed with a target maturity similar to the 10-Year T-Note Futures Contract.
  • Wilshire Real Estate Family: aims to measure the real estate market without the limitations of appraisal-based indexes and instead uses focused, publicly traded real estate, equity securities. Global real estate indexes included in 2006.
  • Wilshire Liquid Alternative Family: aims to provide broad measure of the liquid alternative market, as well as sub-strategies, and measures alternative investment strategies accessed via liquid ’40 Act mutual funds.
  • Wilshire TargetIncome Family: aims to measure investment strategies that offer broad exposure to income-producing asset classes, using a universe of exchange-traded funds (ETFs), and aim to achieve set, annualized target income yields while minimizing overall portfolio risk through a unique optimization approach. 
  • Wilshire Business Development Company IndexSM: aims to measure performance of publicly-traded BDCs that focus on the debt financing of small, developing and financially troubled companies.

Powered By WilshireSM

  • Powered by Wilshire: allows investment and fund managers to marry their proprietary index methodology with Wilshire’s well-respected brand, time-tested index calculation engine and state-of-the-art distribution platform. The new offering provides an independent, 3rd party implemented solution for historical index data to support marketing efforts as well as ongoing calculations.

Highlighted Releases

  • Hypatia Women Hedge Fund IndexSM: designed by Hypatia Capital Management LLC and created in 2020, is a social impact index which measures the performance of hedge funds managed by women which meet certain rules-based criteria.
  • Wilshire Risk Parity IndexSM Family: designed to measure the performance of a multi-asset risk parity strategy that allocates risk equally among three risk baskets: equity, rates and inflation while targeting an ex-ante volatility level of 10%, 12% and 15%, respectively. Each risk basket is designed to contain a diverse, yet still representative set of highly liquid futures to help not only capture main asset class risk drivers, but also minimize index turnover.
    • Wilshire Risk Parity Index - 10% Target VolatilitySM
    • Wilshire Risk Parity Index - 12% Target VolatilitySM
    • Wilshire Risk Parity Index - 15% Target VolatilitySM
  • Veterans Select IndexSM : designed by VETS Indexes LLC measures the performance of publicly traded companies that support U.S. military veterans through employment.

 

  • Wilshire 5000 Family
    • Wilshire 5000 Total Market
    • Wilshire 4500 Completion
  • Wilshire US Style Indexes
    • Wilshire US Large-Cap
    • Wilshire US Large-Cap Growth
    • Wilshire US Large-Cap Value
    • Wilshire US Mid-Cap
    • Wilshire US Mid-Cap Growth
    • Wilshire US Mid-Cap Value
    • Wilshire US Small-Cap
    • Wilshire US Small-Cap Growth
    • Wilshire US Small-Cap Value
    • Wilshire US Micro-Cap
    • Wilshire 2500
    • Wilshire 2500 Growth
    • Wilshire 2500 Value
  • Wilshire Bond Index Family
    • Wilshire Bond Index
    • Wilshire TIPS Index
  • Wilshire Risk Parity Family
    • Wilshire Risk Parity Index - 10% Target Volatility
    • Wilshire Risk Parity Index - 12% Target Volatility
    • Wilshire Risk Parity Index - 15% Target Volatility
  • Wilshire Real Estate Family
    • Wilshire US RESI
    • Wilshire US REIT
    • Wilshire US REOC
    • Wilshire exUS RESI
    • Wilshire exUS REIT
    • Wilshire Global RESI
    • Wilshire Global REIT
  • Wilshire Liquid Alternative Family
    • Wilshire Liquid Alternative Index
    • Wilshire Liquid Alternative Equity Hedge Index
    • Wilshire Liquid Alternative Event Driven Index
    • Wilshire Liquid Alternative Global Macro Index
    • Wilshire Liquid Alternative Multi-Strategy Index
    • Wilshire Liquid Alternative Relative Value Index
    • Wilshire Focused Liquid Alternative Index
  • Wilshire TargetIncome Family
    • Wilshire TargetIncome 5% Plus Index
    • Wilshire TargetIncome 10-Year Treasury +2% Plus Index
  • Wilshire Business Development Company Index
  • Wilshire Large Cap Optimized Diversification Index
  • Wilshire Index Calculator
  • Powered by Wilshire
    • ABR Crisis Alpha Index
    • ABR Dynamic Blend Equity and Volatility Index
    • ABR Dynamic Blend Treasury and Equity Index
    • ABR Enhanced Short Volatility Index
    • ABR Dynamic Weight Index
    • ABR Multi-Asset Portfolio (ABR MAP) Index
    • Adelante CORE Property Securities Index
    • Adelante NEXTGen Property Securities Index
    • Hypatia Women Hedge Fund Index
    • Nuveen/Wilshire Pension Investment Family
      • Nuveen Wilshire Intermediate (5-10) Corporate Bond Index
      • Nuveen Wilshire Long (10-20) Corporate Bond Index
      • Nuveen Wilshire Long (20-30) Corporate Bond Index
      • Nuveen Wilshire Ultra Long 20+ STRIPS Index
    • Sage ESG Intermediate Credit Index
    • Veterans Select Index
    • VETS Employers Index
    • Victory US Large Cap 500 Index
    • Index Calculator
  • Wilshire US Large-Cap Equal Weight

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