The S&P GSCI Dynamic Roll Reduced Energy seeks to alleviate the negative impact of rolling into contango and potentially limit volatility exposure to the commodity market by utilizing the S&P GSCI Dynamic Roll methodology. The index contains the same designated contracts as the S&P GSCI, but its Contract Production Weights (CPWs) in the energy sector are divided by two, increasing the relative weights of other commodities.
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