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Jan 9, 2024 | 
indexologyblog.com | Brian Luke |Jason Ye |Craig Lazzara
Getting to Know the SPIVA After-Tax Scorecard What do the SPIVA Scorecard results look like once you factor in taxes? Join S&P DJI’s Anu Ganti and Joseph Nelesen for a deep dive into key findings from the inaugural SPIVA After-Tax Scorecard.
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Jan 3, 2024 | 
indexologyblog.com | Brian Luke |Jason Ye |Craig Lazzara
Twenty-First Century Fox: DJCI Gold Tops Stocks and Bonds This Century Brian Luke Senior Director, Head of Commodities, Real & Digital Assets S&P Dow Jones Indices Categories Commodities Tags 2023, commodities, Dow Jones Commodity Index Gold, gold, S&P GSCI, S&P GSCI Energy, S&P GSCI Gold, S&P GSCI Grains, S&P GSCI Livestock, S&P GSCI Natural Gas, S&P GSCI Silver, S&P GSCI Unleaded Gasoline The equity markets roared to the finish line, easily passing commodities and bonds with a 26.3% return...
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Dec 13, 2023 | 
indexologyblog.com | Jason Ye |Craig Lazzara
Looking into the Future of Dividend Growth: The S&P 500 High Dividend Growth Index Wenli Bill Hao Senior Lead, Factors and Dividends Indices, Product Management and Development S&P Dow Jones Indices As the leading dividend index provider, S&P DJI is constantly looking for new approaches and methodologies to bring novel ideas to the market. Our recently launched S&P 500® High Dividend Growth Index is a prime example of this innovative thinking, as it incorporates a forward-looking assessment...
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Nov 3, 2023 | 
evidenceinvestor.com | Craig Lazzara
By CRAIG LAZZARAAnyone even vaguely conversant with our SPIVA Scorecards will realise that most active managers underperform passive benchmarks most of the time. This result is robust across geographies and across time, and is reflected in our recently issued mid-year 2023 report for the USA, which shows, yet again, that US active managers continue to struggle.
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Jun 21, 2023 | 
indexologyblog.com | Jim Wiederhold |George Valantasis |Craig Lazzara
After extensive market outreach, S&P Dow Jones Indices launched the S&P GSCI Light Energy Climate Aware to satisfy a need for a benchmark tied to sustainability and the energy transition, but with a lighter energy weighting than the new S&P GSCI Climate Aware.
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Apr 26, 2023 | 
indexologyblog.com | Sherifa Issifu |Craig Lazzara |Eduardo Olazabal |Tim Edwards
Many investors have a so-called “home bias,” allocating to their domestic market in greater proportion than would be expected based on its representation in global equity markets. Asia-based investors are no exception. Here we present our U.S. equity icons as one potential way to provide diversification for Asian investors.
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Apr 26, 2023 | 
indexologyblog.com | Hamish Preston |Sherifa Issifu |Craig Lazzara |Eduardo Olazabal
In the first quarter of 2023, the best performing of the 17 factor indices featured in our monthly factor dashboard was S&P 500® High Beta (up 12.5%), while the worst performer was S&P 500 Momentum (-3.2%). This may seem odd at first blush, since both indices are, in some sense, performance chasers—Momentum in absolute and High Beta in relative terms.
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Apr 14, 2023 | 
indexologyblog.com | Sean Freer |Jim Wiederhold |Narottama Bowden |Craig Lazzara
The S&P China 500 gained 5.0% in Q1 2023, continuing to claw back some of the losses exhibited in 2022. Developed markets broadly had a strong quarter, with Chinese equities underperforming global equities while outperforming emerging markets. Communication Services led sector performance for the start of 2023, up over 20%. Energy and Information Technology also had a strong quarter, contributing to positive returns. There was a large return dispersion among Asian markets in Q1.
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Apr 11, 2023 | 
indexologyblog.com | Jim Wiederhold |Narottama Bowden |Craig Lazzara |Sherifa Issifu
The first quarter of 2023 was a slow start to the year for commodities in general. The S&P GSCI Dynamic Roll Breakfast (OJ 5% Capped) also had a slow start, down 3.1%, after a solid 2022 performance of 14.12%. Maybe a higher weight to coffee would give the index the caffeine kick needed to boost performance—the S&P GSCI Coffee was up 5.8% for Q1 2023, as rising temperatures in the tropics lead to lower crop yields in the coffee-growing regions around the world.
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Mar 29, 2023 | 
indexologyblog.com | Hamish Preston |Benedek Vörös |Craig Lazzara |Brian Luke
As persistently high inflation, high interest rates and geopolitical risks continue to dominate the macro environment, the S&P 500® Revenue-Weighted Index, S&P MidCap 400® Revenue-Weighted Index and S&P SmallCap® 600 Revenue-Weighted Index have outperformed their corresponding float-adjusted market-capitalization (FMC) weighted indices by more than 5% during the past one-year period (see Exhibit 1).
