Our low volatility indices track the least volatile stocks in a given equity market. Constituents are weighted relative to the inverse of their corresponding volatility, with the least volatile stocks receiving the highest weights.
The CBOE Volatility Index®, otherwise known as VIX, is the leading measure of the stock market’s expectation of volatility, as implied by S&P 500® options. We calculate various benchmarks tracking the performance of the futures contracts that settle to VIX, as well as other indices that employ the VIX methodology.
S&P Risk Control Indices provide a way for investors to gain exposure to a particular market, investment theme, or strategy while managing the level of risk. Our risk control methodology can be applied to developed and emerging indices, as well as futures-based commodity indices.
Our VEQTOR indices provide a cost-efficient tail-risk hedge with VIX futures in an equity portfolio.