Decoding Sector Diversity and Network Concentration in Digital Assets
A common assumption about the digital asset market is that it remains a monolithic asset class dominated by a small number of names. However, examining the sector composition of the S&P Cryptocurrency Broad Digital Asset (BDA) Index reveals a more nuanced picture, one where diversity by asset count does not necessarily translate into diversity by…
Balancing Sustainability and Benchmark Reality in Corporate Bonds
With flows into sustainable funds turning positive in early 20261—led by Europe—a key challenge may now be incorporating sustainability considerations without materially altering fixed income risk. In sustainable fixed income index construction, screening is often used to improve the sustainability profile of an index, but it also tends to change the risk profile of the…
Deciphering the S&P Digital Markets 50 Index
The Crypto Ecosystem and Digital Asset Index Landscape As digital assets continue to move into the institutional mainstream, investors are increasingly looking for ways to gain exposure to the space in a holistic way that considers all parts of the crypto value chain, from equities to digital assets. The S&P Digital Markets 50 Index is…
Introducing the S&P/B3 VIX Futures Index: A New Benchmark for Brazilian Equity Market Volatility
As Brazil’s capital markets continue to mature, market participants now have access to a new tool for measuring and tracking volatility: the S&P/B3 VIX® Futures Index. Launched on May 25, 2026, this index represents a significant addition to the S&P/B3 Futures Indices and a meaningful step forward for the theme of volatility in Brazil. What…
- Categories Multi-Asset
- Tags B3, Brazil, S&P/B3 VIX Futures Index, VIX, volatility
- Categories
- Multi-Asset
Is It Value? Is It Growth? The International Financials Sector Can Now Be Both
The Financials sector has traditionally been categorized as value (i.e., stocks considered undervalued but with stable fundamentals) instead of growth (i.e., stocks with higher valuations but that are expected to grow faster than the market). Historical data supported this perception until recently (see Exhibit 1). By the end of May 2026, the weight gap for…
Navigating Fixed Income in a Changing Market: S&P/ASX iBoxx Australian & State Governments 0+ Index
How is innovative index construction supporting investment decisions in a shifting interest rate environment? S&P DJI’s Jessica Tan sits down with industry experts to share insights on how market participants can better navigate uncertainty and uncover new opportunities in fixed income through index-based strategies.
Exploring Growth at a Reasonable Price: S&P/ASX 200 GARP Index
What innovative strategies are market participants increasingly exploring to measure growth? S&P DJI’s Jason Ye sits down with Andrew Geoghegan from ausbiz to discuss how GARP, or growth at a reasonable price, is an approach that is gaining traction in the Australian market.
The Index Provider’s Next Act: Bridging TradFi and DeFi
For more than a century, index providers have served a specific function in capital markets: define the standard, calculate the benchmark and the data, license the IP. The infrastructure was built for a world of market opens and closes, batch file delivery, and intermediated access. That infrastructure continues to work extraordinarily well. But a parallel…
Beyond Bitcoin – The Allocator Perspective: Why Digital Asset Benchmarking Is Entering a New Era
In the previous wrap-up of the webinar “Benchmarking Digital Asset Funds: Are Managers Measuring Performance Effectively?” we discussed the manager perspective; here, we take a look at the allocator perspective and the index provider response to a maturing market and the institutional market’s requirements for better benchmarks. The ETF Effect: Bitcoin Beta Has Become Cheaper…
Liquidity in Latin American Equity Markets: A Tale of Two Trends
During recent years, Latin American flagship indices have exhibited strong performance, surpassing the gains of the broader emerging markets segment: in local currency terms, the S&P Latin America BMI has posted 10.0% annualized performance over the past five years, while the S&P Emerging BMI has trailed with 7.7% annualized performance. During this period, all local…
