S&P ESG Global Macro Index Brochure

The S&P ESG Global Macro Index seeks to measure the performance of a multi-assetclass strategy with ESG-themed equity components and a risk control overlay. The index dynamically allocates to equities and fixed income across three regions based on economic and market trend signals. By switching between these two types of assets, the index adapts to changing market conditions with the goal of generating excess return while mitigating risk.
Download