What is the S&P 500 Equal Weight Index and how is it constructed?

The S&P 500 Equal Weight Index is the equal-weight version of the widely-used S&P 500, in which each constituent company is given the same weight (approximately 0.2% each), rather than weighting by market capitalization. This approach was introduced in 2003 in order to provide a balanced measure of the U.S. large-cap equity market. The index is rebalanced quarterly to reset all constituents back to equal weights, which prevents the largest stocks from dominating over time and allows the index to reflect potential mean-reversion in valuations. By equally distributing weight across all constituents, the S&P 500 Equal Weight Index offers a different lens on market performance than the traditional cap-weighted S&P 500.

How often is the S&P 500 Equal Weight Index rebalanced?

The S&P 500 Equal Weight Index is rebalanced on a quarterly schedule (four times a year). Each quarter, the index methodology calls for resetting every constituent back to equal weight (approximately 0.2% of the index each) after the market close on the rebalancing date. This regular maintenance preserves the index’s equal-weight principle over time, as market movements will otherwise cause weights to drift. This discipline not only keeps the index balanced but also allows it to systematically reflect mean-reversion opportunities—tilting away from recent outperformers and tilting toward recent underperformers at predetermined intervals. S&P DJI’s rules-based approach makes these adjustments mechanical and transparent. The ETF or index fund handles the quarterly rebalancing, mirroring the index’s updated constituent weights.

What are the potential benefits of an equal-weighted approach?

An equal-weight approach may offer enhanced diversification and a reduction in concentration risk. The S&P 500 Equal Weight Index may help to inform hedging strategies in environments where market leadership is very narrow or a few big stocks are at risk of underperforming. Additionally, equal weighting naturally tilts toward smaller-cap and value stocks relative to the benchmark S&P 500. These tilts have historically been associated with risk premia that can potentially boost long-term performance. The result is a strategy that has offered broad diversification, long-term historical outperformance and reduced single-stock risk.

Has the S&P 500 Equal Weight Index outperformed the S&P 500 historically?

Yes, over more than two decades of live history, the equal-weight version of the index delivered higher total returns than the S&P 500. This outperformance holds true not only in the live period since its 2003 launch, but also in back-tests extending back to the 1970s. This track record highlights the potential value added by equal weighting, though the performance gap can vary over different timeframes and market conditions.

What has driven the S&P 500 Equal Weight Index’s outperformance relative to the cap-weighted index?

The S&P 500 Equal Weight Index’s edge has been primarily driven by its tilt toward smaller-cap companies and certain factor tilts. Having greater weight in the S&P 500’s smaller constituents (and less in the very largest names) has accounted for over 50% of the S&P 500 Equal Weight Index’s excess return historically. Moreover, the S&P 500 Equal Weight Index exhibits inherent factor tilts: it tends to lean toward value stocks and against momentum. By rebalancing quarterly, the index systematically tilts away from stocks that have risen the most and tils toward those that have fallen behind, imparting an anti-momentum or contrarian bias. This has contributed to outperformance: for example, the S&P 500 Equal Weight Index’s value and anti-momentum tilts helped it beat the S&P 500 by about 7% in 2022 (a year when many large growth stocks struggled). The index’s sector weights can also differ from the cap-weighted index, further affecting performance. In fact, S&P Dow Jones Indices analysis indicates that equal weighting within each sector (not just across the whole index) has been a key source of its long-term outperformance. Together, these effects—smaller size bias, value orientation, anti-momentum bias and broader sector diversification—explain why the S&P 500 Equal Weight Index has often outperformed relative to the traditional S&P 500.

How does equal weighting help manage concentration risk, both overall and within sectors?

Equal weighting can mitigate concentration risk by ensuring no single stock (or small group of stocks) dominates the index. The S&P 500 Equal Weight Index spreads its weight evenly, so even the biggest companies are held to the same 0.2% weight as the smallest. This approach greatly reduces the index’s exposure to mega-cap stocks, offering a form of diversification in case market leadership shifts. Historically, after periods of extreme concentration in the market, equal-weight strategies have tended to shine. For example, following the early-2000s tech bubble (when a handful of tech stocks had become overvalued and then collapsed), the S&P 500 Equal Weight Index outperformed the S&P 500 in the aftermath. This is because concentration often mean reverts: when one segment of the market has become too dominant, subsequent corrections often see previously underrepresented stocks catching up. S&P DJI research shows that this mean reversion holds true within many sectors as well; sectors that become very top-heavy eventually see leadership broaden out, benefiting an equal-weighted approach within each sector. In short, equal weighting naturally curtails concentration risk at both the index and sector level, which can lead to more stable and balanced performance when the market’s winners rotate.

How has the S&P 500 Equal Weight Index performed in challenging or volatile markets historically?

Equal-weight indexing has often demonstrated relative resilience during market downturns and volatile periods. By design, the S&P 500 Equal Weight Index regularly tilts away from stocks that have run up and tilts toward those that have pulled back. This anti-momentum mechanism means the index rebalances away from relatively stronger performers and toward weaker performers, which can cushion the impact of sharp reversals. Historically, the S&P 500 Equal Weight Index’s tilt toward smaller and value stocks, combined with distinct sector weights, has provided a boost during recoveries and market corrections. Reduced concentration in the largest names has led to more resilient performance in periods of turmoil. A recent example was 2022’s bear market: the S&P 500 Equal Weight Index handily outperformed the standard S&P 500 (by roughly 7 percentage points for the year) as the previously high-flying mega caps lost value. In that difficult market, the equal-weight approach benefited from heavier weights in sectors like Energy and underweights in Tech names. While every downturn is different, the S&P 500 Equal Weight Index’s broad diversification and periodic rebalancing have historically made it less susceptible to the steep losses that occur when the market’s former leaders sharply decline.

How deep is the S&P 500 Equal Weight Index liquidity ecosystem?

Over the past several years, a robust liquidity ecosystem has developed around the S&P 500 Equal Weight Index, making it readily accessible to both institutional and retail investors. There are multiple index-linked investment products, most notably a number of exchange-traded funds (ETFs) that track the index. In fact, investor interest in the strategy has grown substantially: global ETF assets tracking the S&P 500 Equal Weight Index reached approximately USD 95 billion in 2025. This sizable AUM reflects broad adoption of equal-weight investing. Moreover, the introduction of exchange-traded derivatives (ETDs) on the index (such as futures or options contracts) has further deepened liquidity and flexibility for investors. S&P DJI research shows that equal weighting can contribute to market liquidity by not concentrating capital in just the top names. For institutional investors, this means the strategy is feasible at scale, with an ecosystem of ETFs and derivatives to support large allocations.

How does the S&P 500 Equal Weight Index’s performance compare to that of active fund managers?

Many active funds tend to be closer to equal weighting than to cap weighting in their portfolio construction. Either by choice or due to diversification guidelines, they might often avoid letting a few giant stocks dominate their portfolios. On average, the more the S&P 500 Equal Weight Index historically outperformed the S&P 500, the more actively managed funds outperformed the S&P 500. Despite sharing a similar pattern of excess returns, the S&P 500 Equal Weight Index has proven to be a high hurdle for active U.S. equity managers to beat. With over 20 years of data, the index’s track record shows that very few large-cap active funds have managed to match or exceed its performance over the long term. For institutional investors and advisors, this suggests that a passive approach guided by this index can provide a viable alternative to actively managed U.S. equity mutual funds.

IN THIS LIST

S&P/NZX 20 Index: New Zealand's Larger-Cap Barometer

Introducing the S&P World Ex-Australia GARP Index

TalkingPoints: The Dow – Measuring U.S. Equity Performance for Nearly 130 Years

FAQ: S&P 500^® Equal Weight Index

S&P 500 Low Volatility Index: 15 Years of Live Performance in 15 Exhibits

Education - May 18, 2026

S&P/NZX 20 Index: New Zealand's Larger-Cap Barometer

Sean Freer

Director, Global Exchange Indices

S&P Dow Jones Indices

The S&P/NZX 20 Index can be seen as the “big brother” to the New Zealand equity market’s flagship S&P/NZX 50 Index. Both indices are from the same DNA with a similar objective: to measure New Zealand’s investable capital market.

Yet with fewer constituents, the S&P/NZX 20 Index offers more distinctive size, liquidity and trading characteristics that are ideal for index-linked investment products and exchange-traded derivative contracts.

The S&P/NZX 50 Index is seen as New Zealand’s pre-eminent market benchmark, used by a large number of mutual funds, KiwiSaver and exchange-traded funds. It covers the vast majority of New Zealand’s listed capital market at 97.7%, however it can include some smaller, less liquid companies.

Typically, broad market indices and flagship benchmarks aim for an 80%-85% coverage of total stock market capitalization to best reflect the capital market while providing broad market representation, as well as investability and liquidity.

The S&P/NZX 20 Index covers approximately 83% of the S&P/NZX All Share Index, which means the index is composed of larger, more liquid companies, with an average constituent market capitalization of more than double the S&P/NZX 50 Index.

Market Coverage of Key S&P Dow Jones Indices. : Exhibit 1

Furthermore, market dynamics over the past 10 years have seen more concentration of market capitalization move into the top 20 stocks. This has resulted in the S&P/NZX 20 Index’s coverage of the S&P/NZX 50 Index to increase from 74% to 84% since June 2015.

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Education - Apr 29, 2026

Introducing the S&P World Ex-Australia GARP Index

Jason Ye

Senior Director, Factors and Dividends

S&P Dow Jones Indices

Izzy Wang

Associate Director, Factors and Dividends

S&P Dow Jones Indices

Introduction

Since the 2008 Global Financial Crisis, the U.S. equity market has undergone a prolonged period of large-cap growth, characterized by remarkable performance. Between March 2009 and February 2026, the S&P 500^® Growth posted an impressive gain of 1,466.14%, significantly outperforming the S&P 500’s 1,188.97% and the S&P 500 Value’s 876.76%. Over this more than 15-year horizon—a substantial timeframe for performance evaluation—value investing has faced considerable challenges, often raising questions about its effectiveness in a rapidly evolving market landscape.

Against this backdrop, market participants have increasingly turned to innovative strategies for growth investing, with one approach gaining notable traction: growth at a reasonable price (GARP).

In this paper, we introduce the S&P World Ex-Australia GARP Index, a pioneering index that applies the GARP framework to the S&P World Ex-Australia Index universe. This index offers Australian market participants a unique opportunity to assess the performance of companies that exhibit strong growth characteristics while emphasizing reasonable valuation, high profitability and low leverage ratios. The index provides valuable insights into the intersection of growth and value investing. Through our exploration, we aim to illuminate the historical performance and characteristics of this index, presenting insights into investment strategies focused on growth opportunities beyond the Australian market.

Index Construction

On Aug. 9, 2024, S&P Dow Jones Indices (S&P DJI) launched the S&P World Ex-Australia GARP Index. This index begins by selecting the top 500 stocks with the highest Growth Scores from the S&P World Ex-Australia Index. The S&P World Ex-Australia Index measures the large- and mid-cap universe of developed stocks outside Australia, which collectively represent approximately 85% of each relevant market's total available capital. The Growth Score is a composite metric that combines three-year sales-per-share (SPS) growth with three-year earnings-per-share (EPS) growth.

From this pool of 500 stocks, the S&P World Ex-Australia GARP Index subsequently selects the top 250 stocks based on the highest Quality and Value (QV) composite score. The QV composite score is derived from three metrics that assess both quality and valuation: the financial leverage ratio, return on equity and earnings-to-price ratio. The first two metrics evaluate the quality of the company, while the earnings-to-price ratio serves as a valuation metric. The selected 250 stocks are then weighted according to the product of their float market capitalization (FMC) and Growth Score, subject to a 0.1% single-stock floor, a 5% single-stock cap and a 40% single-GICS^®-sector cap. The index is rebalanced on a semiannual basis in June and December.

The S&P World Ex-Australia GARP Index closely mirrors the construction of the S&P 500 GARP Index, with two notable exceptions.

The weighting of constituents is based on the FMC * Growth Score, rather than solely on the Growth Score used in the S&P 500 GARP Index. This adjustment is essential because the S&P World Ex-Australia GARP Index includes more than 20 developed markets, making it important to incorporate FMC in the weighting scheme to ensure that market weight does not deviate significantly from the underlying S&P World Ex-Australia Index.
The single-stock floor has been increased from 0.05% in the S&P 500 GARP Index to 0.1%. This change is due to the target stock count of the S&P 500 GARP Index being 75, compared to 250 in the S&P World Ex-Australia GARP Index. Raising the stock floor helps mitigate situations where smaller stocks make up a negligible share of the index, thereby improving implementation.

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Education - Apr 23, 2026

TalkingPoints: The Dow – Measuring U.S. Equity Performance for Nearly 130 Years

Hamish Preston

Head of U.S. Equities

S&P Dow Jones Indices

The Dow Jones Industrial Average® (DJIA) closed above the 50,000 point mark for the first time in February 2026, marking another milestone in the index’s near 130-year history. While such thresholds are often viewed as symbolic, the move highlights the continued relevance of one of the world’s longest-running equity benchmarks in tracking shifts in the U.S. market.

Hamish Preston, Head of U.S. Equities at S&P Dow Jones Indices, discusses what the latest milestone reveals about The Dow’s resilience, how the index has evolved through constituent changes and shifting sector dynamics, and the role it continues to play in reflecting the development of the U.S. economy.

He also explains how The Dow’s construction shapes its sector exposure today, addresses common misconceptions around its relevance and outlines why it remains a useful reference point for global investors despite the availability of broader U.S. equity benchmarks.

1. What does The Dow® closing above 50,000 for the first time (in February) highlight about the index’s role and resilience over its 130-year history?

The Dow closed above 50,000 for the first time in its near 130-year history on Feb. 6, 2026. This milestone marked the third time this decade that the U.S. equity barometer first surpassed a 10,000 increment and—unsurprisingly, perhaps, given successive milestones require smaller gains to be achieved—the latest milestone came in record time, less than two years after it first closed above 40,000.

While some may question the significance, psychological or otherwise, of market barometers hitting certain thresholds, The Dow’s milestones illustrate how the index provides market participants with a way to measure the U.S. equity market and understand the trends that have impacted the segment over the past 130 years.

TalkingPoints: The Dow – Measuring U.S. Equity Performance for Nearly 130 Years: Exhibit 1

2. How has The Dow evolved over time?

Launched on May 26, 1896, The Dow was born out of Charles Dow’s hunch at the end of the 19th century that industrial companies would be crucial contributors to U.S. economic growth. Charles Dow’s hunch proved correct: various manufacturers were added to The Dow in the 20th century to reflect the prominence of these companies in the U.S. equity market at the time.

Importantly, The Dow resonates around the world because it has continued to evolve to reflect key trends in the U.S. equity market. Indeed, there have been 136 constituent changes to The Dow since May 1896, with more recent constituent changes—including the latest updates—ensuring the DJIA reflects the growing importance of other segments.

These changes have impacted the average tenure of The Dow’s constituents over time. The Dow’s expansion from 12 stocks to 20 stocks in 1916, and its further expansion to the now familiar 30-stock count in 1928, contributed to notable declines in the average tenure in the first few decades. A prolonged period of relatively few constituent changes then saw the average tenure reach 48 years in the mid-1980s, before declining in recent decades; the average tenure was around 25 years at the end of January 2026.

Additionally, the way in which The Dow is used has continued to evolve. Beyond its role as a barometer for US equity performance, the index has also come to serve as the underlying benchmark for various index-linked products around the world in recent decades, with an estimated $115bn indexed or benchmarked to The Dow at the end of 2024. The Dow also has a robust trading ecosystem, promoting price transparency and market efficiency, with more than USD 8 trillion in index equivalent trading volume (IET) in products linked to the index in 2024.

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Education - Apr 20, 2026

FAQ: S&P 500^® Equal Weight Index

What is the S&P 500 Equal Weight Index and how is it constructed? The S&P 500 Equal Weight Index is the equal-weight version of the widely-used S&P 500, in which each constituent company is given the same weight (approximately 0.2% each), rather than weighting by market capitalization. This approach was introduced in 2003 in order to provide a balanced measure of the U.S. large-cap equity market. The index is rebalanced quarterly to reset all constituents back to equal weights, which prevents the largest stocks from dominating over time and allows the index to reflect potential mean-reversion in valuations. By equally distributing weight across all constituents, the S&P 500 Equal Weight Index offers a different lens on market performance than the traditional cap-weighted S&P 500.
How often is the S&P 500 Equal Weight Index rebalanced? The S&P 500 Equal Weight Index is rebalanced on a quarterly schedule (four times a year). Each quarter, the index methodology calls for resetting every constituent back to equal weight (approximately 0.2% of the index each) after the market close on the rebalancing date. This regular maintenance preserves the index’s equal-weight principle over time, as market movements will otherwise cause weights to drift. This discipline not only keeps the index balanced but also allows it to systematically reflect mean-reversion opportunities—tilting away from recent outperformers and tilting toward recent underperformers at predetermined intervals. S&P DJI’s rules-based approach makes these adjustments mechanical and transparent. The ETF or index fund handles the quarterly rebalancing, mirroring the index’s updated constituent weights.
What are the potential benefits of an equal-weighted approach? An equal-weight approach may offer enhanced diversification and a reduction in concentration risk. The S&P 500 Equal Weight Index may help to inform hedging strategies in environments where market leadership is very narrow or a few big stocks are at risk of underperforming. Additionally, equal weighting naturally tilts toward smaller-cap and value stocks relative to the benchmark S&P 500. These tilts have historically been associated with risk premia that can potentially boost long-term performance. The result is a strategy that has offered broad diversification, long-term historical outperformance and reduced single-stock risk.
Has the S&P 500 Equal Weight Index outperformed the S&P 500 historically? Yes, over more than two decades of live history, the equal-weight version of the index delivered higher total returns than the S&P 500. This outperformance holds true not only in the live period since its 2003 launch, but also in back-tests extending back to the 1970s. This track record highlights the potential value added by equal weighting, though the performance gap can vary over different timeframes and market conditions.
What has driven the S&P 500 Equal Weight Index’s outperformance relative to the cap-weighted index? The S&P 500 Equal Weight Index’s edge has been primarily driven by its tilt toward smaller-cap companies and certain factor tilts. Having greater weight in the S&P 500’s smaller constituents (and less in the very largest names) has accounted for over 50% of the S&P 500 Equal Weight Index’s excess return historically. Moreover, the S&P 500 Equal Weight Index exhibits inherent factor tilts: it tends to lean toward value stocks and against momentum. By rebalancing quarterly, the index systematically tilts away from stocks that have risen the most and tils toward those that have fallen behind, imparting an anti-momentum or contrarian bias. This has contributed to outperformance: for example, the S&P 500 Equal Weight Index’s value and anti-momentum tilts helped it beat the S&P 500 by about 7% in 2022 (a year when many large growth stocks struggled). The index’s sector weights can also differ from the cap-weighted index, further affecting performance. In fact, S&P Dow Jones Indices analysis indicates that equal weighting within each sector (not just across the whole index) has been a key source of its long-term outperformance. Together, these effects—smaller size bias, value orientation, anti-momentum bias and broader sector diversification—explain why the S&P 500 Equal Weight Index has often outperformed relative to the traditional S&P 500.

How does equal weighting help manage concentration risk, both overall and within sectors? Equal weighting can mitigate concentration risk by ensuring no single stock (or small group of stocks) dominates the index. The S&P 500 Equal Weight Index spreads its weight evenly, so even the biggest companies are held to the same 0.2% weight as the smallest. This approach greatly reduces the index’s exposure to mega-cap stocks, offering a form of diversification in case market leadership shifts. Historically, after periods of extreme concentration in the market, equal-weight strategies have tended to shine. For example, following the early-2000s tech bubble (when a handful of tech stocks had become overvalued and then collapsed), the S&P 500 Equal Weight Index outperformed the S&P 500 in the aftermath. This is because concentration often mean reverts: when one segment of the market has become too dominant, subsequent corrections often see previously underrepresented stocks catching up. S&P DJI research shows that this mean reversion holds true within many sectors as well; sectors that become very top-heavy eventually see leadership broaden out, benefiting an equal-weighted approach within each sector. In short, equal weighting naturally curtails concentration risk at both the index and sector level, which can lead to more stable and balanced performance when the market’s winners rotate.
How has the S&P 500 Equal Weight Index performed in challenging or volatile markets historically? Equal-weight indexing has often demonstrated relative resilience during market downturns and volatile periods. By design, the S&P 500 Equal Weight Index regularly tilts away from stocks that have run up and tilts toward those that have pulled back. This anti-momentum mechanism means the index rebalances away from relatively stronger performers and toward weaker performers, which can cushion the impact of sharp reversals. Historically, the S&P 500 Equal Weight Index’s tilt toward smaller and value stocks, combined with distinct sector weights, has provided a boost during recoveries and market corrections. Reduced concentration in the largest names has led to more resilient performance in periods of turmoil. A recent example was 2022’s bear market: the S&P 500 Equal Weight Index handily outperformed the standard S&P 500 (by roughly 7 percentage points for the year) as the previously high-flying mega caps lost value. In that difficult market, the equal-weight approach benefited from heavier weights in sectors like Energy and underweights in Tech names. While every downturn is different, the S&P 500 Equal Weight Index’s broad diversification and periodic rebalancing have historically made it less susceptible to the steep losses that occur when the market’s former leaders sharply decline.
How deep is the S&P 500 Equal Weight Index liquidity ecosystem? Over the past several years, a robust liquidity ecosystem has developed around the S&P 500 Equal Weight Index, making it readily accessible to both institutional and retail investors. There are multiple index-linked investment products, most notably a number of exchange-traded funds (ETFs) that track the index. In fact, investor interest in the strategy has grown substantially: global ETF assets tracking the S&P 500 Equal Weight Index reached approximately USD 95 billion in 2025. This sizable AUM reflects broad adoption of equal-weight investing. Moreover, the introduction of exchange-traded derivatives (ETDs) on the index (such as futures or options contracts) has further deepened liquidity and flexibility for investors. S&P DJI research shows that equal weighting can contribute to market liquidity by not concentrating capital in just the top names. For institutional investors, this means the strategy is feasible at scale, with an ecosystem of ETFs and derivatives to support large allocations
How does the S&P 500 Equal Weight Index’s performance compare to that of active fund managers? Many active funds tend to be closer to equal weighting than to cap weighting in their portfolio construction. Either by choice or due to diversification guidelines, they might often avoid letting a few giant stocks dominate their portfolios. On average, the more the S&P 500 Equal Weight Index historically outperformed the S&P 500, the more actively managed funds outperformed the S&P 500. Despite sharing a similar pattern of excess returns, the S&P 500 Equal Weight Index has proven to be a high hurdle for active U.S. equity managers to beat. With over 20 years of data, the index’s track record shows that very few large-cap active funds have managed to match or exceed its performance over the long term. For institutional investors and advisors, this suggests that a passive approach guided by this index can provide a viable alternative to actively managed U.S. equity mutual funds.

Download Full Article

Education - Apr 17, 2026

S&P 500 Low Volatility Index: 15 Years of Live Performance in 15 Exhibits

George Valantasis

Director, Factors and Dividends

S&P Dow Jones Indices

Fifteen years ago, the S&P 500 Low Volatility Index was launched, providing market participants with a transparent, rules-based approach to track the well-documented low volatility anomaly[1]—the tendency for less volatile stocks to deliver superior risk-adjusted performance compared to their higher volatility peers over the long term. By systematically selecting the 100 least volatile stocks from the S&P 500, it offers a disciplined approach to harnessing the anomaly within a large-cap universe.

In the years since its inception, the index has navigated bull markets, multiple economic cycles, major drawdown events and shifting interest rate regimes. As we mark the 15^th anniversary of the S&P 500 Low Volatility Index, this paper reviews its performance, characteristics and behavior across this dynamic period. Through 15 exhibits, we analyze how the index has performed, when it has excelled, the challenges it has faced and why it continues to be a distinctive and enduring building block for market participants.

Risk/Performance Profile: Exhibit 1

Since the launch of the S&P 500 Low Volatility Index on April 4, 2011, large-cap U.S. equities have performed exceptionally well. The S&P 500 posted an annualized gain of 13.24%, compared to 10.45% for the S&P 500 Low Volatility Index (see Exhibit 1). This performance gap is largely expected: the period has been defined by a historically strong bull market in which growth, high beta and technology stocks have led.

The low volatility anomaly is evident, however, when examining performance over the full period since 1989. While the S&P 500 Low Volatility Index underperformed the S&P 500 by 64 bps (10.56% versus 9.92%) in absolute terms, it outperformed significantly on a risk-adjusted basis, with a ratio of 0.85 compared to 0.72 for the S&P 500.

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