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Jun 24, 2022

Simplicity Yields Outperformance: The S&P 500 Low Volatility High Dividend Index

Last week, the S&P 500® officially entered a bear market, dropping more than 20% from its record close in January. However, not all equity indices suffered comparable losses, and one such example is the S&P 500 Low Volatility High Dividend Index. In fact, this index has outperformed by a wide margin so far in 2022….

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Jun 23, 2022

Data Driving the Weights within the S&P 500 Net Zero 2050 Paris-Aligned ESG Index

The World Meteorological Organization estimates that there is a 50% chance that global warming will exceed 1.5°C before 2026.1 The International Panel on Climate Change has warned that time is running out—climate change is no longer a problem for the future, and its associated physical risks are materializing more evidently.2 The world may need to…

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Jun 22, 2022

Combining Dividend Strategies

Throughout this year’s market turmoil, dividend strategies have been among the most reliable sources of relative, if not absolute, performance. Through June 21, 2022, e.g., when the S&P 500® had declined -20.4% YTD, the S&P 500 High Dividend Index (roughly speaking, the 80 highest-yielding stocks in the 500) sustained a loss of only -3.7%. The…

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Jun 22, 2022

A Closer Look at Indexing Equal Weight

How does indexing equal weight work in times of volatility and inflation? S&P DJI’s Craig Lazzara and Invesco’s Nick Kalivas discuss the key drivers behind equal-weight’s historical outperformance vs. the benchmark and what happens when equal weight is combined with factors and/or ESG.

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Jun 21, 2022

Bearing Through

On Monday, June 13, 2022, the S&P 500® officially entered bear market territory, having lost more than 20% of the value from its peak on Jan. 3, 2022. Just as we didn’t know on Jan. 3 that the market was going to decline, today we don’t know the full extent and duration of the new…

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Jun 21, 2022

Luxury: A Durable and Diverse Theme

Luxury Lies in the Eyes of the Consumer The term luxury summons a variety of ideas to mind. The range spans from caviar to corvettes, and gin to jewelry. While luxury products are varied, the brands behind them are well-known and etched into our cultural memory. Brands like Gucci, Luis Vuitton and Porsche are nearly…

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Jun 17, 2022

Canadian Equities Go the Way of Global Equities

There has been no shortage of macroeconomic headwinds in 2022. Canadian equities were an exception in posting gains for the first three months of the year, but they have since fallen in step with most global equity markets. The S&P/TSX Composite Index lost 12.07% since its last rebalance on March 17, 2022. Uncommonly, the S&P/TSX…

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Jun 15, 2022

Why What’s Inside the Style Box Matters

Take a closer look at the style spectrum with S&P DJI’s Garrett Glawe and explore how index construction influences risk/return.

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Jun 13, 2022

Rebalancing Report: The S&P/ASX 200 ESG Index

The S&P/ASX 200 ESG Index recently underwent its annual rebalancing, and it was the first rebalance following the recent changes to the S&P ESG Index Series Methodology. As a result, 14 companies were added to the index and 23 companies were removed, with some high-profile names on the move. In this blog, we’ll discuss the…

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Jun 9, 2022

Opportunity to Outperform

It’s been a challenging year for U.S. equities as investors adjust to a new rising rate regime, with inflation concerns at the forefront, coupled with uncertainty around future economic growth. Market commentators have argued that this environment is ideal for stock pickers to shine. This argument is correct, but with a caveat. With the S&P…

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