Robeco Indices

Your active strategy, in index form

We co-design a strategy with you, combining decades of quantitative investment experience with proprietary factor, forward-looking climate and sustainability research, smart index construction and independent governance. The result: a transparent, investable and cost-efficient index that evolves with your needs.

121
bn EUR
assets under licence (as of June 2026)
34
indices
across a full range of capabilities
20+
years
of quantitative research at Robeco

An index is more than a calculation

Every design choice shapes the exposures, risks and costs investors end up with, so we design each index the way a portfolio manager would.

Our starting point is a conversation about what you want the index to achieve. We draw on decades of factor and quantitative research, alongside proprietary, forward-looking climate insights grounded in Robeco’s longstanding sustainable investing expertise.

We then combine that investment expertise with smart index construction and established calculation and delivery processes. The result is a transparent, investable index designed around your priorities, and able to evolve as those priorities, the data and the investment landscape change.

You get the conviction of an active strategy with the transparency, rules and governance of an index.

Explore our index capabilities

Start with an established methodology or combine building blocks to create a custom index.

Five building blocks behind every index solution

Together, we define your objectives and turn the right research and building blocks into an investable index that can evolve with your needs.

Proprietary factor research
Draw on decades of quantitative research into established return drivers such as value, momentum, low volatility, and quality. Our enhanced factor definitions are designed to capture factor premiums while limiting unrewarded risks and unintended exposures.
Proprietary sustainability research
Go beyond traditional ESG measures. Our proprietary research and frameworks provide a forward-looking view of sustainability risks and opportunities across environmental, social and governance themes, helping clients identify leaders and laggards and align indices with their sustainability goals.
Smart index construction
Turn investment ideas into investable rules. We balance target exposures with diversification, tracking error, concentration, liquidity, capacity and turnover, and test how the methodology behaves across different market environments.
Efficient implementation
Design decisions affect the cost and ease of replication. We build with implementation in mind and use established infrastructure for index calculation, maintenance and delivery. Detailed methodology transparency for clients, without publishing upcoming rebalances to the wider market, can help limit front-running and overcrowding.
Customizable by design
Choose the relevant universe, benchmark, sustainability objectives, exclusions*, factor tilts, tracking-error range and delivery route. We shape the index around your priorities and can review it with you as those priorities evolve.

Built on research. Designed for implementation.

Robeco's index capabilities combine decades of quantitative investing expertise with recognized sustainable investment research. Our dedicated indices team works closely with quantitative researchers and sustainability specialists to develop innovative, investable index solutions for clients.

Research-driven innovation
We combine academic evidence, proprietary research and real-world client insights to develop differentiated index methodologies. Our approach is forward-looking, continuously evolving as markets, data and client needs change.

Designed for real portfolios
As an active asset manager, we understand that successful indices must work in practice, not just in theory. Every methodology is assessed through the lens of risk, diversification, capacity, turnover, liquidity and implementation costs to ensure it can be scaled effectively.

Independent governance and oversight
Robeco Indices B.V. acts as the independent index administrator, supported by robust governance, oversight and control frameworks. Index calculation and daily maintenance are performed by an external calculation agent, ensuring transparency, independence and operational resilience.