S&P 500 Dynamic Rebalancing Risk Control Index ETF List
Index Description
The S&P 500 Dynamic Rebalancing Risk Control Index is designed to respond to the volatility of the S&P 500 Index. The S&P 500 Index measures the large capitalization segment of the domestic equity market, composed of stocks of the 500 domestic companies with the largest capitalization. The Index is composed of equity securities of the S&P 500 Index (the “Stock Component”) and fixed income securities, including U.S. Treasury Bills (the “Cash Component”). The Index responds to volatility by establishing a specific volatility target that adjusts the Index’s components among an allocation to the Stock Component and the Cash Component based upon realized exponentially-weighted historical volatility of the S&P 500 Index. The exponentially-weighted historical volatility calculation weights the more recent historical periods more heavily than older periods. As these volatility targets are met, the Index may be rebalanced as frequently as daily.
ETFs Tracking The S&P 500 Dynamic Rebalancing Risk Control Index
ETFs tracking the S&P 500 Dynamic Rebalancing Risk Control Index are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/25/2012
Other Large Cap Blend Equities ETFs
ETFdb staff has allocated each ETF in the ETF database, as well as each index, to a single "best-fit" ETFdb Category. Other ETFs in the Large Cap Blend Equities ETFdb Category are presented in the following table.
* Assets in thousands of U.S. Dollars. Assets and Average Volume as of 05/25/2012Other Large Cap Blend Equities Indexes
Other indexes tracked by ETFs in the Large Cap Blend Equities ETFdb Category include:
- Defined Large Cap Core Index
- Dow Jones U.S. Large-Cap Total Stock Market Index
- Morningstar Large Core Index
- MSCI US Large Cap 300 Index
- MSCI US Prime Market 750 Index
- RevenueShares Large Cap Index
- Russell 1000 Index
- Russell Top 200 Index
- Russell Top 50 Index
- S&P 100 Index
- S&P 500 Index
- S&P Equal Weight Index
- SPECTRUM Large Cap U.S. Sector Momentum Index
- S&P 500 High Quality Rankings Index
- S&P 500 Gold Hedged Index
- Bank of America Securities - Merrill Lynch Equal Sector Weight Index
- FTSE KLD North America Sustainability Index
- S&P 500 Dynamic VEQTOR Total Return Index
- Russell 1000 Equal Weight Index
- RBS US Large Cap Trendpilot Index
- Morningstar Large Cap Index
- MSCI USA ESG Select Index
- MSCI KLD 400 Social Index
- S&P 500 High Beta Index
- S&P 500 Low Volatility Index
- Defined Mega Cap Index
- Russell U.S. Large Cap Growth at a Reasonable Price Index
- Russell U.S. Large Cap Contrarian Index
- Russell-Axioma U.S. Large Cap Low Beta Index
- Russell-Axioma U.S. Large Cap High Beta Index
- Russell-Axioma U.S. Large Cap Low Volatility Index
- Russell-Axioma U.S. Large Cap High Volatility Index
- Russell-Axioma U.S. Large Cap High Momentum Index
- RAFI Fundamental Large Core Index
- S&P 500 Oil Hedged Index
- Sabrient Large-Cap Insider/Analyst Quant-Weighted Index
- S&P 500 Dynamic Rebalancing Risk Control Index
Mutual Funds Tracking S&P 500 Dynamic Rebalancing Risk Control Index
ETF Database categorizes mutual funds for the Mutual Fund to ETF Converter tool. There are no mutual funds benchmarked against S&P 500 Dynamic Rebalancing Risk Control Index.
