Featured White Papers from S&P Dow Jones Indices

S&P Dow Jones Indices
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New York, NY, 10041

As the largest global resource for index-based concepts, data and research, we provide iconic and innovative index solutions backed by unparalleled expertise across the asset-class spectrum. By bringing transparency to the global capital markets, we empower investors everywhere to make decisions with conviction.

The S&P 500 ESG Index: Defining the Sustainable Core

May 13, 2022

The launch of the S&P 500 ESG Index in April 2019 signaled an evolution in sustainable investing. The S&P 500 ESG Index was built to underlie strategic, long-term mainstream investment products. Intentionally broad, the index seeks to maintain similar overall industry group weights as the benchmark, while providing an improved sustainability profile.

This paper outlines the following index characteristics:

  • The easy-to-understand methodology behind the index
  • How "financial materiality" drives index construction
  • The historically similar risk-adjusted performance profile to the S&P 500
  • The improved ESG characteristics of the S&P 500 ESG Index over the S&P 500

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Harnessing Multi-Factor Strategies Close to the Core

April 11, 2022

Factors that outperform over time are also prone to extended periods of underperformance, which are difficult to time. For investors seeking exposure to factors but hoping to access greater diversification and reduced cyclicality, multi-factor strategies may be more suitable than single factors. Meet the S&P QVM Top 90% Indices, covering the U.S. large-cap, mid-cap, and small-cap universes, and combining quality, value, and momentum in a single strategy.

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For more information on submitting your thought leader White Paper contact: [email protected] or (781) 376-0050