The S&P DFI reflects the price momentum that physical commodities, interest rates, and currencies tend to exhibit over the long term, due to their cyclicality. It offers transparent, rules-based exposure to momentum, both long and short, across a diversified portfolio of 24 highly liquid, global commodity & financial futures contracts, grouped into 14 sectors.
Top 10 Constituents by Index WeightExport
*Based on GICS sectors
The weightings for each sector of the index are rounded to the nearest tenth of a percent, therefore, the aggregate weights for the index may not equal to 100%.
*Based on GICS Sectors