SMART BETA

INDEX DIRECTORY

2016

TABLE OF CONTENTS
LOW VOLATILITY. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 03
Low Volatility . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Reduced Volatility. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Minimum Volatility. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .
Low Beta. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

03
03
03
03

HIGH BETA. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04
GROWTH AND VALUE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04
Growth and Value/Style. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04
Pure Growth and Value. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04

VALUE. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04
Intrinsic Value. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 04
Enhanced Value. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05
Low Valuation. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05

DIVIDENDS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05
Aristocrats . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 05
Dow Jones Select. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06
High Yields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 06

MOMENTUM. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 07
QUALITY. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 07
CAPITAL EXPENDITURES. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
MULTI FACTOR. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
GIVI . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
GIVI Shariah. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08
Low Volatility High Yield . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 08

Factors

Indices

Region

S&P 500 Low Volatility

Americas

Indices

PR

NTR

TR

ETF Tickers

SP5LVIT

SPLV, SPY1 GR

SP4LVIN

SP4LVIT

XMLV

Low Volatility

Low Volatility

Seeks to measures the performance of the 100 least volatile stocks in the S&P 500.

SP5LVI

S&P MidCap 400 Low Volatility Americas

Seeks to measures the performance of the 80 least volatile stocks in the S&P MidCap 400.

SP4LVI

S&P 500 Low Volatility

Enhanced Index

Americas

Seeks to measure the 50 companies displaying characteristics of high yield, liquidity, and low
volatility within the S&P 500.
SP5LVEUP

SP5LVEUN

SP5LVEUT

S&P Emerging Market Low

Volatility Select Index

Emerging Market

Seeks to measure the performance of the 50 least-volatile stocks within the S&P Emerging
Plus LargeMidCap Index.

SPBELSUN

SPBELSUT

Seeks to measure the performance of the 120 least-volatile stocks in the S&P SmallCap 600. SPBLVI

SP6LVIN

SPBLVIT

S&P Europe 350 Low Volatility

Index EUR

Seeks to measure the performance of the 100 least-volatile stocks in the S&P Europe 350.

SPEULVEN

SPEULVET

Europe

Seeks to measure the performance of the 40 least-volatile stocks from the S&P South Africa
Composite Index.
SPSALVZP

SPSALVZN

SPSALVZT

LVLTRX

S&P BMI International

Developed Low Volatility

Seeks to measure the performance of the 200 least-volatile stocks in the S&P Emerging Plus
LargeMidCap Index.
SPIDLVUP

SPIDLVUN

SPIDLVUT

IDLV (NYSE) /
ILV (Toronto)

S&P BMI Emerging Markets Low

Volatility Index
Emerging Market

Seeks to measure the performance of the 200 least-volatile emerging market stocks in the
S&P Emerging Plus LargeMidCap.

SPEMLVUP

SPEMLVUN

SPEMLVUT

EELV (NYSE) /
ELV (Toronto)

S&P Eurozone Low Volatility

Index EUR

Seeks to measure the performance of the 80 least-volatile stocks in the S&P Eurozone BMI
that trade in euros on Eurozone-domiciled exchanges.

SPELVEP

SPELVEN

SPELVET

Seeks to measure the performance of the 80 least-volatile stocks in the S&P Eurozone BMI
that trade in euros on Eurozone-domiciled exchanges, while hedging against fluctuations of
the U.S. dollar.
SPELVUPH

SPELVUNH

SPELVUTH

Seeks to measure the performance of the 30 least-volatile stocks in the S&P Nordic BMI.

SPNLVEP

SPNLVEN

SPNLVET

Global

Europe

S&P Southern Europe Low

Volatility Index

Europe

Seeks to measure the performance of the 25 least-volatile, locally listed stocks from Spain,
Portugal, and Italy that make up the S&P Southern Europe BMI.

SPSELVUP

SPSELVUN

SPSELVUT

S&P Southern Europe Low

Volatility Index (USD)

Europe

Seeks to measure the performance of the 25 least-volatile, locally listed stocks from Spain,
Portugal, and Italy that make up the S&P Southern Europe BMI.

SPSELVUP

SPSELVUN

SPSELVUT

S&P Pan Asia Low Volatility

Index
Asia
S&P EPAC ex. Korea Low
Volatility Index ( Available in
USD Hedged)
Asia
S&P Japan 500 Low Volatility
Index (Available in USD Hedged) Asia

Seeks to measure the performance of the 50 least-volatile stocks in the S&P Pan Asia Ex-New
Zealand LargeMidCap Index.
SPPALV

SPPALVN

SPPALVT

Seeks to measure the performance of the 200 least-volatile stocks in the S&P EPAC ExKorea
BMI.
SPEXLUP

SPEXLUN

SPEXLUT

Seeks to measure performance of the 100 least-volatile stocks in the S&P Japan 500.

SPJ5LVUP

SPJ5LVUN

SPJ5LVUT

S&P Korea Low Volatility Index

Asia

Seeks to measure the performance of the 50 least-volatile stocks in the S&P Korea BMI.

SPKLVUP

Americas

Seeks to measure the performance of stocks from the S&P Composite 1500, with an
overweight of stocks with relatively low volatility and an underweight of stocks with
relatively high volatility.

SPCRVTUP

Americas

Seeks to measure low-volatility stocks within the S&P 500 using an optimizer and stock and
sector constraints.
SP5MV

S&P 1500 Reduced Volatility Tilt

Index

SPCRVTUT

SP5MVN

SP5MVT

SPBCUSUP

SPBCUSUN

SPBCUSUT

S&P Low Beta Developed Index Developed

SPBRWDUP

SPBRWDUN

SPBRWDUT

S&P Low Beta Emerging Asia

Pacific Index

Asia

SPBRAEUP

SPBRAEUN

SPBRAEUT

S&P Low Beta Emerging Index

Emerging Market

SPBREMUP

SPBREMUN

SPBREMUT

S&P Low Beta Europe Index

Europe

Seek to measure the 70% of stocks with the lowest beta within the S&P Global BMI for a given region SPBREUUP
with a 5% buffer to minimize turnover.

SPBREUUN

SPBREUUT

S&P Low Beta Global Index

Global

SPBGLUP

SPBGLUN

SPBGLUT

S&P LLow
ow B
Beta
eta P
Japan
Index
Asia
S&P
an Asia
Ex.
Japan, Australia & New Zealand
Index
Asia

SPBCJPUP

SPBCJPUN

SPBCJPUT

SPBRP3UP

SPBRP3UN

SPBRP3UT

S&P Low Beta United Kingdom Europe

SPBCGBUP

SPBCGBUN

SPBCGBUT

S&P Low Beta United States

Americas

SPBCUSUP

SPBCUSUN

SPBCUSUT

S&P Japan 500 Low Beta

Asia

Seeks to measure the 70% of stocks with the lowest beta in the S&P Japan 500 by market
cap.

SPJLBUP

SPJLBUN

SPJLBUT

S&P Low Beta South Africa

Composite (ZAR)

Africa

Seeks to measure the 70% of stocks with the lowest beta in the S&P South Africa Composite
Index by market cap.
SPLBACZP

SPLBACZN

SPLBACZT

S&P Low Beta Developed Ex.

U.S.

Developed
(Excluding US)

FXEU US

215620

SPCRVTUN

Minimum Volatility S&P 500 Minimum Volatility

Index

Low Beta

SPEULVE

XSLV

S&P South Africa Low Volatility

Index (ZAR)
Africa

S&P Eurozone Low Volatility

USD Hedged Index
Europe
S&P Nordic Low Volatility Index
(EUR)
Europe

Reduced Volatility

SPBELSUP

S&P SmallCap 600 Low Volatility

Index
Americas

SPMV LN

Factors

Indices

Indices

Region

PR

NTR

TR

ETF Tickers

S&P 500 High Beta Index

Americas

Seeks to measure the performance of the 100 constituents in the S&P 500 that are most
sensitive to changes in market returns.

SP5HBI

SP5HBIT

Global

Seeks to measure the performance of the 200 constituents in the S&P Developed Ex.-US &
South Korea LargeMidCap that are most sensitive to changes in market returns, as
represented by the performance of the S&P Developed Ex.-U.S. BMI.

SPIDHBI

SPIDHBIT

IDHB

SPEMHBIT

EEHB

SPTXHBTR

THB CN

High Beta

S&P BMI International

Developed High Beta

S&P BMI Emerging Markets

High Beta
S&P/TSX Composite High Beta
Index (CAD)

Emerging Market
Americas

Seeks to measure the performance of the 200 constituents in the S&P Emerging Plus
LargeMidCap that are most sensitive to changes in market returns as represented by the
performance of the S&P Emerging Plus BMI.
Seeks to measure the performance of the constituents most prone to changes in market
returns within the S&P/TSX Composite.

SPEMHBI

SPEMHBIN

SPTXHBPR

Growth and Value

S&P 500 Growth,

S&P 400 Growth,
S&P 600 Growth

Americas

S&P 500 Value,

S&P 400 Value,
S&P 600 Value
Americas
All S&P Global BMI Countries
have Growth and Value indices Global

Seek to measure growth stocks from the parent index using three factors: sales growth, the
ratio of earnings change to price, and momentum.
500: SGX; 400: MIDG ; 600: SMLG

Seek to measure value stocks from the parent index using three factors: the ratios of book
value, earnings, and sales to price..
500: SVX; 400: MIDV; 600: SPSV

500: SPYG,
VOOG, IVW;
400: IJK,
500: SPTRSGX; MDYG, IVOG;
400: SPTRMG; 600: IJT, SLYG,
600: SPTRSG VIOG
500: IVE,
SPYV, VOOV;
400: IJJ,
500: SPTRSVX; MDYV, IVOV;
400: SPTRMV; 600: IJS, SLYV,
600: SPTRSV VIOV

Seeks to measure stocks in the S&P Global BMI according to growth and value factors.

Growth and Value/ Style

Dow Jones U.S. Growth Index

Dow Jones U.S. Large-Cap
Growth Index
Dow Jones U.S. Mid-Cap Growth
Index
Dow Jones U.S. Small-Cap
Growth Index
Dow Jones U.S. Value Index
Dow Jones U.S. Large-Cap Value
Index
Dow Jones U.S. Mid-Cap Value
Index
Dow Jones U.S. Small-Cap Value
Index

Americas
Americas

DJUSGL

Americas

DJUSGM

Americas
Americas

S&P 500 Pure Growth

S&P 400 Pure Growth
Pure growth and Value S&P 600 Pure Growth

S&P 500 Pure Value

S&P 400 Pure Value
S&P 600 Pure Value

DJUSGR

Seek to measure stocks from the U.S. that are part of the S&P Global BMI according to
growth and value factors.

SCHG

DJUSGS
DJUSVA

Americas

DJUSVL

Americas

DJUSVM

Americas

DJUSVS

SCHV

Americas

500: SPXPG;
400: SPMPG;
Seek to measure constituents of the parent index that exhibit strong growth characteristics. 600: SPSPG

500:
SPTRXPG;
400:
500: RPG;
SPTRMPG;
400: RFG;
600: SPTRSPG 600: RZG

Americas

500: SPXPV;
400: SPMPV;
600: SPSPV

500: SPTRXPV;
400:
500: RPV;
SPTRMPV;
400: RFV;
600: SPTRSPV 600: RZV

Seek to measure the constituents of the parent index that exhibit strong value
characteristics.

Value

Intrinsic Value

S&P Intrinsic Value Weighted

Developed Index

Global

SPIRWDUP

SPIRWDUN

SPIRWDUT

S&P Intrinsic Value Weighted

Developed Ex. US Index

Developed
(excluding US)

SPIRWUUP

SPIRWUUN

SPIRWUUT

S&P Intrinsic Value Weighted

Emerging Index

Emerging Market

SPIREMUP

SPIREMUN

SPIREMUT

S&P Intrinsic Value Weighted

United States Index

Americas

SPICUSUP

SPICUSUN

SPICUSUT

S&P Intrinsic Value Weighted

Global Index

Global

SPIGLUP

SPIGLUN

SPIGLUT

S&P Intrinsic Value Weighted

Europe Index

Europe

Seeks to measure the performance of the respective markets, as weighted by intrinsic stock SPIREUUP
value rather than by traditional market capitalization

SPIREUUN

SPIREUUT

S&P Intrinsic Value Weighted

South Africa Composite (ZAR)
Index

Africa

SPIWACZP

SPIWACZN

SPIWACZT

Seeks to measure the performance of the respective markets, as weighted by intrinsic stock
value rather than by traditional market capitalization

Intrinsic Value

Factors

Indices

Region

S&P Japan 500 Intrinsic Value

Weighted Index

PR

NTR

TR

Asia

SPJIVUP

SPJIVUN

SPJIVUT

S&P Intrinsic Value Weighted

Emerging Asia Pacific Index

Asia

SPIRAEUP

SPIRAEUN

SPIRAEUT

S&P Intrinsic Value Weighted

Pan Asia Ex - Japan, Australia,
New Zealand Index

Asia

SPIRP3UP

SPIRP3UN

SPIRP3UT

S&P Intrinsic Value Weighted

Japan Index

Asia

SPICJPUP

SPICJPUN

SPICJPUT

S&P Intrinsic Value Weighted

United Kingdom Index

Europe

SPICGBUP
Seeks to measure the performance of the top 100 stocks in the S&P 500 based on their value
scores, calculated using three fundamental measures: book value-to-price, earnings-to-
SPXEVUP
price, and sales-to-price.
The S&P Europe 350 Enhanced Value is designed to measure the performance of the top 50
stocks in the S&P Europe 350 with attractive valuations based on value scores calculated
SPEEVEP
using three fundamental measures: book value-to-price, earnings-to-price, and sales-to-
price.

SPICGBUN

SPICGBUT

SPXEVUN

SPXEVUT

SPEEVEN

SPEEVET

SEVGXUP

SEVGXUN

SEVGXUT

S&P Enhanced Value Developed

LargeMidCap (USD)
Developed

SEVDXUP

SEVDXUN

SEVDXUT

S&P Enhanced Value Emerging

LargeMidCap Index (USD)
Emerging

SEVEMXUP

SEVEMXUN

SEVEMXUT

S&P Enhanced Value Developed

Developed
Ex-U.S. LargeMidCap (USD)
(Excluding US)

SEVDYXUP

SEVDYXUN

SEVDYXUT

SEVDJXUP

SEVDJXUN

SEVDJXUT

SEVJXUP

SEVJXUN

SEVJXUT

S&P Enhanced Value Pan Asia ex-Asia (Excluding

Japan LargeMidCap
Japan)

SEVPJXUP

SEVPJXUN

SEVPJXUT

S&P Enhanced Value Pan Asia

LargeMidCap

Asia

SEVPAXUP

SEVPAXUN

SEVPAXUT

S&P Enhanced Value Europe

LargeMidCap (EUR)

Europe

SEVEUXUP

SEVEUXUN

SEVEUXUT

SEVUSXUP

SEVUSXUN

SEVUSXUT

SPEVBBN

SPEVBBT

SEVSACUN

SEVSACUT

S&P 500 Enhanced Value Index

(USD)
S&P Europe 350 Enhanced
Value (EUR)
S&P Enhanced Value Global
LargeMidCap (USD)

Enhanced Value

Americas

Europe
Global

S&P Enhanced Value Developed

Developed
Ex-Japan LargeMidCap (USD)
(Excluding Japan)
S&P Enhanced Value Japan
LargeMidCap

S&P Enhanced Value United

States LargeMidCap (USD)

Asia

Americas

S&P/BOVESPA Enhanced Value

Index (BRL)

Low Valuation

Indices

South Americas
S&P Enhanced Value South
Africa Index (USD) (Available in
Africa
ZAR)
S&P 1500 Low Valuation Tilt
Americas
Index

Seeks to measure the performance of the top quintile of stocks in the respective region
based on their value scores, calculated using three fundamental measures: book value-to-
price, earnings-to-price, and sales-to-price.

Seeks to measure the performance of the top quintile of securities in the Brazilian equity
market based on their value scores, calculated using three fundamental measures: book
SPEVBBP
value-to-price, earnings-to-price, and sales-to-price.
Seeks to measure the performance of the top quintile of stocks in the South African equity
market based on their value scores, calculated using three fundamental measures: book
SEVSACUP
value-to-price, earnings-to-price, and sales-to-price.
Seeks to measure stocks from the S&P Composite 1500, overweighting stocks with relatively
SPCLVTUP
cheap valuations and underweighting stocks with relatively expensive valuations.

ETF Tickers

SPCLVTUT

VLU

Dividends
S&P 500 Dividend Aristocrats

Americas

S&P Global Dividend Aristocrats Global

Aristocrats

S&P Euro High Yield Dividend

Aristocrats (EUR)

Europe

S&P Europe 350 Dividend

Aristocrats

Europe

S&P/TSX Canadian Dividend

Aristocrats (CAD)

Americas

S&P Pan Asia Dividend

Aristocrats

Asia

S&P Dividend Aristocrats Brasil

Americas
Index
S&P Midcap 400 Dividend
Aristocrats

Global

S&P South Africa Dividend

Aristocrats

Africa

Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P

500 that have followed a policy of increasing or stable dividends for at least 10 consecutive SPDAUDP
years.

SPDAUDN

SPDAUDT

NOBL

Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P

SPGDAUP
Global BMI that have followed a policy of increasing or stable dividends for at least 10
consecutive years.

SPGDAUN

SPGDAUT

WDIV, ZPRG
GR, WDIV AU

SPEUHDAN

SPEUHDAT

SPYW GR

SPDAEEN

SPDAEET

Seeks to measure the performance of the highestdividend-yielding Eurozone constituents

SPEUHDA
of the S&P Europe BMI that have followed a policy of increasing or stable dividends for at
least 10 consecutive years.
Seeks to measures the performance of the highest-dividend-yielding constituents of the S&P
Europe 350 that have followed a policy of consistently increasing dividends every year for at SPDAEEP
least 10 consecutive years.
Seeks to measures the performance of the highest-dividend-yielding constituents of the S&P
Canada BMI that have followed a policy of consistently increasing dividends every year for at SOTXDV
least five years.
Seeks to measure the performance of the highest-dividend-yield constituents of the S&P Pan
Asia BMI that have followed a policy of consistently increasing dividends every year for at SPDGPAUP
least seven years.
Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P
Brazil BMI that have followed a policy of consistently increasing dividends every year for at SPBRDABP
least five years.
Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P
MidCap 400 that have followed a policy of consistently increasing dividends every year for at SPDAMCUP
least 15 years.
Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P
South Africa Composite that have followed a policy of increasing or maintaining stable
SPSADAZP
dividends for five consecutive years.

SOTXDVT

CDZ CN

SPDGPAUN

SPDGPAUT

ZPRA GR

SPBRDABN

SPBRDABT

BBSD11

SPDAMCUN

SPDAMCUT

REGL

SPSADAZN

SPSADAZT

DIVTRX

Factors

Indices
S&P High Yield Dividend
Aristocrats (Available in
USD/CAD Hedged)
S&P UK High Yield Dividend
Aristocrats (GBP)

Americas

Europe

NTR

SPUKHDAN

TR

ETF Tickers

SPHYDATR

CUD CN, SDY,

SPYD GR

SPUKHDAT

SPYG GR

DJUSDIVT

SCHID
DVY; DVYL

Americas

Seeks to measure 100 high-dividend-paying U.S. companies with a record of consistently

paying dividends.

Dow Jones U.S. Select Dividend

Index

Americas

Seeks to measure the 100 leading stocks in the U.S. by dividend yield and employs additional
DJDVP
screens for dividend sustainability.

DJDVY

Dow Jones U.S. Select Dividend

Distributing Index

Americas

Seeks to measure the performance of the Dow Jones U.S. Select Dividend Index and a
theoretical cash component designed to reflect the dividends paid by the base index's
constituents in a given six-month period in order to provide enhanced transparency.

DJUSDID

Dow Jones High Yield Select 10

Index

Americas

Seeks to measure the top 10 companies in the Dow Jones Industrial Average selected based
on IAD.

Dow Jones Europe Select

Dividend 30 Index (EUR)

High Yields

PR

Seeks to measure the performance of the highest-dividend-yielding constituents of the S&P

Composite 1500 that have followed a policy of consistently increasing dividends every year SPHYDA
for at least 20 years.
Seeks to measure the performance of the highest-dividend-yielding U.K. constituents of the
S&P Europe BMI that have followed a policy of consistently increasing dividends every year SPUKHDA
for at least 20 years.

Dow Jones U.S. Dividend 100

Index

Dow Jones EPAC Select Dividend

Index

Dow Jones Select

Indices

Region

DJUSDIV

MUT

MUTR

DOD1
IDV

EPAC

Seeks to measure the performance of high-dividend-paying companies in Europe, Pacific,

Asia, and Canada.

DJEPCSD

DJEPCSDT

Europe

Seeks to measure the leading stocks by dividend yield traded in the developed markets of
Europe.

DJEUDIV

DJEUDIVT

DJEMDIV

DJEMDIVR

DVYE
SEDY LN

Dow Jones Emerging Markets

Select Dividend Index (USD)

Emerging

Dow Jones Emerging Markets

Select Dividend Index (EUR)

Emerging

Seeks to measure the performance of 100 leading dividend-paying, emerging-market

companies selected by dividend yield and subject to screening and buffering criteria.

DJEMDIVE

DJEMDIVT

Europe

Seeks to measure the leading stocks by dividend yield traded in the developed markets of
Europe.

DJEUDIVD

DJEZDIVR

Dow Jones Eurozone Select

Dividend 30 Index (EUR)

Europe

Seeks to measure the leading stocks by dividend yield traded in the developed markets of
the Eurozone.

DJEZDIV

DJEZDIVT

Dow Jones Switzerland Select

Dividend 15 Index (CHF)

Europe

Seeks to measure Switzerland's 15 leading stocks by dividend yield.

Dow Jones Switzerland Select

Dividend 20 Index

Europe

Seeks to measure Switzerland's 20 leading stocks by dividend yield.

DJCHSD

DJSCHSDT

Dow Jones Germany Select

Dividend 20 Index

Europe

Seeks to measure Germanys 20 leading stocks by dividend yield.

DJDESD

DJDESDT

Dow Jones Spain Select

Dividend 20 Index

Europe

Seeks to measure Spains 20 leading stocks by dividend yield.

DJESSD

DJESSDT

Dow Jones Italy Select Dividend

20 Index

Europe

Seeks to measure Italys 20 leading stocks by dividend yield.

DJITSD

DJITSDT

Dow Jones Netherlands Select

Dividend 15 Index

Europe

Seeks to measure the Netherlands 15 leading stocks by dividend yield.

DJNLSD

DJNLSDT

Dow Jones Sweden Select

Dividend 15 Index

Europe

Seeks to measure Swedens 15 leading stocks by dividend yield.

DJSESD

DJSESDT

Dow Jones France Select

Dividend 20 Index

Europe

Seeks to measure Frances 20 leading stocks by dividend yield.

DJFRSD

DJFRSDT

DJASD

DJASDT

Dow Jones Europe Select

Dividend 30 Index (USD)

DJSWSDN

Dow Jones Asia Select Dividend

30 Index (USD and EUR)

Asia

Seeks to measure the 30 leading stocks by dividend yield traded in the Asia-Pacific region.

Dow Jones Hong Kong Select

Dividend 30

Asia

Seeks to measure the 30 leading stocks by dividend yield traded in Hong Kong.

DJHKSD

DJHKSDT

Dow Jones Asia Pacific Select

Dividend 30

Asia

Seeks to measure the 30 leading stocks by dividend yield traded in the developed Asia Pacific
Region represented by Australia, Hong Kong, Japan, New Zealand, and Singapore

DJAPSD

DJAPSDT

Dow Jones Japan Select

Dividend 30 Indexs

Asia

Seeks to measure Japans 30 leading stocks by dividend yield.

DJJPSD

DJJPSDT

DJUKSD

DJUKSDT

IAPD LN,
DVYA

Dow Jones U.K. Select Dividend

20 Index

Europe

Seeks to measure the U.K.'s 20 leading stocks by dividend yield.

Dow Jones Switzerland Select

Dividend 15 Index (EUR)

Europe

Seeks to measure Switzerland's 15 leading stocks by dividend yield.

Dow Jones Global Select

Dividend Index

Global

Seeks to measure the stock performance of 100 leading dividend-paying companies worldwide.

DJGSD

DJGSDT

GDIV LN, FGD

Dow Jones Canada Select

Dividend Index (USD)

Americas

Seeks to measure Canadas leading stocks by dividend yield.

DJCASD

DJCASDT

XDV CN

DJGSDCN

DJGSDC

DJSWSDE

Dow Jones Global Select

Dividend Composite Index

Global

Seeks to measure the stock performance of leading dividend-paying companies worldwide through a
300-stock composite of U.S., developed-market ex-U.S. and emerging-market dividend indices.

S&P Global Dividend

Opportunities

Global

Seeks to measure 100 common stocks from around the world that offer high dividend yields. SPGTGDO

S&P Brazil Dividend

Opportunities

Americas

Seeks to measure the performance of the 40 highest-yielding constituents of the S&P Brazil BMI that
meet size, liquidity, and profitability criteria.

S&P Brazil Dividend

Opportunities SmallMidCap

Americas

Seeks to measure the performance of the 25 highest-yielding, small- and mid-cap constituents of the
S&P Brazil BMI that meet size, liquidity, and profitability criteria.

S&P Europe Dividend

Opportunities

Europe

Seeks to measure 100 high-yielding common stocks included in the S&P Europe BMI.

S&P Access China A Dividend

Opportunities

Asia

Seeks to measure high-yielding common stocks that trade on the Shanghai Stock Exchange and are
SPACDOCP
available to foreign investors through the Shanghai-Hong Kong Stock Connect program.

S&P Korea Dividend

Opportunities

Asia

Seeks to measure the 50 highest-dividend-paying companies within the S&P Korea BMI.

SPDOEEP

DJSWSDET

SPGTGDON

SPGTGDOT

SPDOEEN

SPDOEET

SPACDOCN

SPACDOCT

LVL

222170 KS

Factors
High Yields

Indices

Indices

Region

S&P/ASX Dividend
Opportunities

PR

NTR

TR

ETF Tickers

Asia

Seeks to measure 50 high-yielding common stocks from the Australian equity market.

S&P China A-Share Dividend

Opportunities (USD)

Asia

Seeks to measure high-yielding common stocks that trade in China.

CSPSADRPU

S&P Pan Asia Select Dividend

Opportunities

Asia

Seeks to measure the 50 highest-yielding stocks from the Pan Asia region while meeting
diversification, stability, and tradability requirements.

SPASDOUP

SPASDOUN

SPASDOUT

S&P Ethical Pan Asia Select

Dividend Opportunities

Asia

Seeks to measure the performance of the top 40 ethically conscious, high-dividend-yielding stocks in
SPAEDOUP
the Pan-Asia region.

SPAEDOUN

SPAEDOUT

CIMBDVD SP

S&P Emerging Markets Dividend

Emerging Markets
Opportunities

Seeks to measure high-yielding common stocks in emerging markets while meeting diversification,
stability, and tradability requirements. .

SPGTEDUP

SPGTEDUN

SPGTEDUT

EDIV; SPYV GR

S&P International Dividend

Opportunities (USD and USD
Hedged)

Global

Seeks to measure 100 high-yielding common stocks from around the world while meeting
diversification, stability, and tradability requirements.

SPGTDOU

SPGTDOUN

SPGTDOUT

DWX

S&P/NZX 50 High Dividend

Index

Asia

Seeks to measure the performance of the top 25 stocks with the highest dividend yields and liquidity
from the S&P/NZX 50 Index.

SPN5HDP

SPN5HDT

DIV

S&P BRIC High Yield Index

Emerging Markets

Seeks to measure 40 high-dividend-yielding companies in the emerging markets of Brazil,

Russia, India, and China.

SPBRHYUP

ASD; IHD AU
CSPSADRTU

SPBRHYUN

SPBRHYUT

SP500MUN

SP500MUT

SP350MEN

SP350MET

Momentum
S&P 500 Momemtum
S&P Europe 350 Momentum
(EUR)
S&P 1500 Positive Momentum
Tilt
S&P Momentum Global
LargeMidCap (USD)
S&P Momentum Developed
LargeMidCap (USD)
S&P Momentum Emerging
LargeMidCap Index (USD)
S&P Momentum Pan Asia Ex-
Japan LargeMidCap
S&P Momentum Developed Ex-
U.S. LargeMidCap (USD)
S&P Momentum Japan
LargeMidCap
S&P Momentum Pan Asia
LargeMidCap
S&P Momentum China A-Share
S&P Momentum Developed Ex-
Japan LargeMidCap (USD)
S&P Europe 350 Momentum
(EUR)
S&P Momentum Europe
LargeMidCap (EUR)
S&P Momentum United States
LargeMidCap (USD)
S&P/BOVESPA Momentum
Index (BRL)
S&P Momentum South Africa
Index (SAR)

Americas
Europe
Americas

Seeks to measure the performance of securities in the S&P 500 that exhibit persistence in
SP500MUP
their relative performance.
Seeks to measure the performance of securities in the S&P Europe 350 universe that exhibit
SP350MEP
persistence in their relative performance.
Seeks to measure stocks in the S&P Composite 1500, overweighting those with relatively
SPCPMTUP
strong momentum and underweighting those with relatively weak momentum.

SPCPMTUT

Global

SPGLMUP

SPGLMUN

SPGLMUT

Developed

SPDMUP

SPDMUN

SPDMUT

Emerging

SPEMMUP

SPEMMUN

SPEMMUT

SPDUSUP

SPDUSUN

SPDUSUT

SPJMUP

SPJMUN

SPJMUT

MMTM

Asia
Developed
(Excluding US)
Asia
Asia

Seeks to measure the performance of top quintile of securities in the respective markets
that exhibit persistence in their relative performance.

SPPAMUP

SPPAMUN

SPPAMUT

Asia
Developed
(Excluding Japan)

SPCAMCP

SPCAMCN

SPCAMCT

SPDJMUP

SPDJMUN

SPDJMUT

Europe

SP350MEP

SP350MEN

SP350MET

Europe

SPEUMEP

SPEUMEN

SPEUMET

SPUSMUP

SPUSMUN

SPUSMUT

SPBRMBP

SPBRMBN

SPBRMBT

SPSAMZP

SPSAMZN

SPSAMZT

SPXQUP

SPXQUN

SPXQUT

SPQNUP

SPQNUN

SPQNUT

SPQNEP

SPQNEN

SPQNET

SPQPAUP

SPQPAUN

SPQPAUT

Americas
South Americas
Africa

Seeks to measure the performance of the top quintile of securities in the Brazilian equity
market that exhibit persistence in their relative performance
Seeks to measure the performance of securities in the South African market that exhibit
persistence in their relative performance.

Quality
S&P 500 Quality
S&P Europe 350 Quality (EUR)

Americas

Seeks to measure high-quality stocks in the S&P 500 by quality score, which is calculated
based on return on equity, accruals ratio, and financial leverage ratio.

Europe

Seeks to measure the top 50 high-quality stocks in 17 major European markets, as

determined by their quality score.

S&P Quality Global

LargeMidCap (USD)

Americas

S&P Quality Developed

LargeMidCap (USD)

Developed Markets

S&P Quality Emerging

LargeMidCap Index (USD)

Emerging Markets

S&P Quality Developed Ex-U.S. Developed Markets

LargeMidCap (USD)
(Excluding US)
S&P Quality Developed Ex-Japan Developed Markets
LargeMidCap (USD)
(Excluding Japan)
S&P Europe 350 Quality (EUR)
S&P Quality Europe
LargeMidCap (EUR)
S&P Quality Nordic
S&P Quality Nordic (EUR)

Europe
Europe
Europe
Europe

S&P Quality United States

LargeMidCap (USD)

Americas

S&P Quality Pan Asia

LargeMidCap

Asia

S&P Quality Pan Asia Ex-Japan

LargeMidCap

Asia

Seeks to measure the top quintile of high-quality, large- and mid-cap stocks in the respective
markets, as determined by their quality score.

Factors

Indices

Region

Indices

PR

NTR

TR

Seeks to measure the performance of the top quintile of high-quality securities in the
Brazilian equity market, as determined by their quality score.

SPBRQBP

SPBRQBN

SPBRQBT

Seeks to measure the top quintile of high-quality stocks in the South African market, as
determined by their quality score.

SPSAQZP

SPSAQZN

SPSAQZT

SPXCAPUP

SPXCAPUN

SPXCAPUT

ETF Tickers

S&P Quality Japan LargeMidCap

(JPY)
Asia
S&P/BOVESPA Quality Index
(BRL)

South Americas

S&P Quality South Africa Index

(ZAR)
Africa

Capital Expenditures
Seeks to measure the 100 constituents of the S&P 500 that have exhibited the strongest capital
discipline, in the form of efficient capital expenditures, over the near term.

S&P 500 Capex Efficiency

Americas

S&P GIVI Global

S&P GIVI Developed
S&P GIVI Emerging

Global
Developed
Emerging
Developed
(Excluding US)
Americas
Europe
Europe

SPVGLUP
SPVRWDUP
SPVREMUP

SPVGLUN
SPVRWDUN
SPVREMUN

SPVGLUT
SPVRWDUT
SPVREMUT

SPVRWUUP
SPVUSUP
SPVREUUP
SPVGBUP

SPVRWUUN
SPVUSUN
SPVREUUN
SPVGBUN

SPVRWUUT
SPVUSUT
SPVREUUT
SPVGBUT

Global

SPVGLUP

SPVGLUN

SPVGLUT

SPVRJKJP

SPVRJKJN

SPVRJKJT
SPVACUT

SPVRP3UP
SPVRAEUP
SPJGIVUP
SPIVICJPUSD
SPVREUEP

SPJGIVUN

SPJGIVUT

SPVREUEN

SPVREUET

SPVSACZP

SPVSACZN

SPVSACZT

CAPX US

Multi Factor

GIVI

GIVI Shariah

S&P GIVI Developed Ex-U.S.

S&P GIVI United States
S&P GIVI Europe
S&P GIVI United Kingdom
S&P GIVI Global Growth
Markets Tilt
S&P GIVI Developed Ex-
Continental Europe
S&P GIVI Developed Ex-Japan &
South Korea
S&P GIVI China A-Share (USD)
S&P GIVI Pan Asia Ex - Japan,
Australia & New Zealand
S&P GIVI Emerging Asia Pacific
S&P Japan 500 GIVI
S&P GIVI Japan
S&P GIVI Europe (EUR)
S&P GIVI South Africa
Composite Index (ZAR)
S&P GIVI South Africa 50 (ZAR)
S&P GIVI South Africa Financials
(ZAR)
S&P GIVI South Africa 50
Industrials (ZAR)
S&P GIVI South Africa 50
Resources (ZAR)
S&P GIVI Developed Shariah
S&P GIVI Emerging Shariah
S&P GIVI Pan Asia Ex - Japan
Shariah
S&P GIVI Europe Shariah
S&P GIVI United States Shariah

Developed
Developed
Asia
Asia
Asia
Asia
Asia
Europe
Africa
Africa

SIVFIN SJ

Africa

SIVIND SJ

Africa
Developed
Emerging

GIVRES SJ

Asia
Europe
Americas

Seeks to measure all Shariah-compliant constituents of the respective S&P GIVI index.

Americas

Seeks to measure the performance of the 50 least-volatile, high-dividend-yielding stocks in

the S&P 500.
SP5LVHD

SP5LVHDN

SP5LVHDT

S&P BRIC High Yield Index

BRIC

Seeks to measure 40 high-dividend-yielding companies in Brazil, Russia, India, and China that
meet stability, tradability, and diversification requirements, and trade on developed market
exchanges.
SPBRHYUP

SPBRHYUN

SPBRHYUT

S&P Europe 350 Low

Volatility High Dividend
Index (EUR)

Europe

Seeks to measure the performance of 50 high-yielding companies within the S&P Europe
350, while meeting diversification, volatility, and tradability requirements.

SPEULVDP

SPEULVDN

SPEULVDT

S&P Global 1200 Low

Volatility High Dividend
Index

Global

Seeks to measure the performance of 100 high-yielding companies within the S&P Global
1200, while meeting diversification, volatility, and tradability requirements.

SPGLVHUP

SPGLVHUN

SPGLVHUT

Seeks to measure the performance of 40 high-yielding companies within the S&P Taiwan
BMI, while meeting diversification, volatility, and tradability requirements.

SPTLHDUP

SPTLHDUN

SPTLHDUT

S&P/TWSE Taiwan Low

Volatility High Dividend Index

GIVISA SJ

Africa

S&P 500 Low Volatility High

Dividend Index

Low Volatility High

Yield

Seeks to measure the 70% of stocks with the lowest volatility from the S&P Global BMI, as measured SPVACUP
by regional market stock beta.

Asia

ZYUS, ZYUS
AU, 192720,
HDLV

Contact Us
Global Strategy Team Contacts
Alka Banerjee, Managing Director
Vinit Srivastava, Senior Director
Jane Kim, Associate Director
Tianyin Cheng, Associate Director

[email protected]
[email protected]
[email protected]
[email protected]

212.438.3536
212.438.4168
212.438.2951
(65)62396398

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