The S&P GSCI Risk Weight is a modified weight version of the S&P GSCI. It measures and uses the risk contribution of each commodity sector to the overall index risk by applying a risk parity concept, then limits the maximum sector weight to 33%. The five sectors in the S&P GSCI Risk Weight are the same as the sectors in the S&P GSCI: Energy, Industrial Metals, Precious Metals, Agriculture and Livestock.
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