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Gross and Net Total Return Index Labels for Russell and Nasdaq

Article Quant Q&A · Author: Abby Cough
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Summary

The note lists gross and net total return index labels for selected Russell indexes and the Nasdaq 100. It gives paired symbols for the Russell 1000, Russell 2000, and Russell 3000: RUITR and RUINR, RUTTR and RUTNR, and RUATR and RUANR, respectively. For the Nasdaq 100, it identifies XNDX and XNDXNNR.

The answer is a practical reference for distinguishing index variants when looking for total return data. It cites provider materials as its sources, but does not explain how gross and net returns are calculated, verify the labels across all index families, or establish whether symbols remain current. Researchers should check the relevant provider documentation before using a ticker in a data workflow.

Key ideas

  • Russell 1000 gross and net total return labels are given as RUITR and RUINR.
  • Russell 2000 gross and net total return labels are given as RUTTR and RUTNR.
  • Russell 3000 gross and net total return labels are given as RUATR and RUANR.
  • The Nasdaq 100 labels listed are XNDX and XNDXNNR.
  • Provider documentation should be checked to confirm current symbols and return conventions.

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EquitiesUS markets
Full text
# Do NASDAQ and Russell 2000, 3000 Indices have total return indexes for gross and net? What are they labeled?


# Do NASDAQ and Russell 2000, 3000 Indices have total return indexes for gross and net? What are they labeled?












Do NASDAQ and Russell 2000, 3000 Indices have total return indexes for gross and net? What are they labeled? I know the S&P has a gross TR index with the ticker SPTR and net SPNTR, so I'm wondering if NASDAQ and Russell have the same distinctions? Tried to use some of the policies and procedures for the two providers but couldn't find an individual manual on all their index policies.

## Answer by nbbo2 (score 1)

https://quant.stackexchange.com/a/51271

With so many indexes out there it is quite confusing to find what you want!

For Russell 1000 you have RUITR and RUINR.

For Russell 2000 you have RUTTR and RUTNR.

For Russell 3000 you have RUATR and RUANR.

Source: http://www.nasdaqtrader.com/content/newsalerts/2010/fpnews/fpnews2010-010.pdf

For Nasdaq 100 I found XNDX and XNDXNNR.

Source https://indexes.nasdaqomx.com/docs/FS_XNDX.pdf

Shown in full with attribution under the source's licence. Licence: CC BY-SA 4.0 (Stack Exchange)

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.