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Tag Archives: inflation

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 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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May 24, 2022

Commodities for Breakfast

Except for intermittent fasting groups or keto dieters who tend to skip it, breakfast is considered by many to be the most important meal of the day. Now, there is a reliable and publicly available benchmark for the performance of the most liquid commodities typically consumed at breakfast. The S&P GSCI Dynamic Roll Breakfast (OJ…

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May 19, 2022

Hedging Inflation with the S&P/BMV IPC

Inflation in Mexico has reached levels not seen in over 20 years, as the S&P/BMV IPC has receded from its all-time high reached earlier this year (see Exhibit 1). In this environment, market participants may question how inflation may affect index performance and the effectiveness of equity allocations as a hedge against it. First, let’s…

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Mar 18, 2022

Inflation Is Here. A Multi-Asset Dynamic Hedging Strategy Is Also Here.

The S&P Multi-Asset Dynamic Inflation Strategy Index was launched in 2021 to offer a more dynamic, rotational approach to integrating inflation hedging than the typical static 5%-10% allocation to commodities. The index dynamically weights asset class constituents monthly based on the underlying inflation regime represented by the latest monthly U.S. Consumer Price Index (CPI) reading.1…

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Feb 2, 2022

Is Fixed Income Failing? It May Be Time to Look at the Index

Last year wasn’t the best time to hold bonds. Nearly every equity market delivered solid gains in 2021, while the S&P U.S. Aggregate Bond Index fell 1.4%. Nevertheless, flows into fixed income products such as ETFs were firmly positive. The leading asset gatherer was total market-type ETFs, with one in every three dollars newly invested…

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Oct 19, 2021

What’s the Role of the S&P 500 in the Global Opportunity Set?

As Asian investors consider potential shifts in inflation and macro trends, could a closer look at U.S. markets through the lens of the S&P 500 help them identify potential opportunities abroad? Hamish Preston and Jason Ye of S&P DJI join Erik Norland of CME Group to explore the potential risk/return and diversification benefits of U.S….

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Oct 18, 2021

Crypto versus Gold – The Store of Value Debate

In a blog post from earlier this year, I outlined comparisons between Bitcoin and gold. In this post, we’ll look at how the underlying investment theses for each asset have rapidly evolved this year. Prior to 2021, some market participants viewed Bitcoin as a form of digital gold, sharing many of the same use cases,…

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Oct 13, 2021

Indexing to Stay in Front of the Futures Curve

How could a dynamic approach to index design help market participants address negative roll yields and volatility concerns? S&P DJI’s Jim Wiederhold and Kelsey Stokes join BlackRock’s Chris Milliken for a closer look at the S&P GSCI Dynamic Roll.

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Sep 9, 2021

Introducing the S&P Multi-Asset Dynamic Inflation Strategy Index – Part 2

In a previous blog, we highlighted the objective of the S&P Multi-Asset Dynamic Inflation Strategy Index and summarized its methodology. We justified our strategy choice for each inflation regime (high, medium, low) and illustrated how the index dynamically switches between these strategies based on a monthly inflation forecast. In this blog, we will take a…

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