Multi-Asset Dynamic Allocation Sustainability Allocation

S&P ESG Global Macro (with Bond and FX Momentum Signals) Index

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As of May 20, 2025
214.85
-1.39%
1 Yr Return
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Index Name
Excess Return
1 Yr Return
S&P ESG Global Macro (with Bond and FX Momentum Signals) Index (USD) ER
Launch Date: Sep 27, 2024
Excess Return214.85
1 Yr Return-1.39%

The index Launch Date is Sep 27, 2024. All information for an index prior to its Launch Date is hypothetical back-tested, not actual performance, based on the index methodology in effect on the Launch Date.See More 

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As of May 20, 2025
Index Level
1 Day
MTD
QTD
YTD
S&P ESG Global Macro (with Bond and FX Momentum Signals) Index (USD) ER
Excess Return
Index Level 214.85
1 Day -0.04%
MTD0.26%
QTD-0.14%
YTD-2.47%
As of Apr 30, 2025
1 MTH
3 MTH
YTD
1 Year
3 Year
Annualized
5 Year
Annualized
10 Year
Annualized
S&P ESG Global Macro (with Bond and FX Momentum Signals) Index (USD) ER
Excess Return
1 MTH-0.40%
3 MTH-3.44%
YTD-2.72%
1 Year-1.06%
3 Year
Annualized1.57%
5 Year
Annualized3.50%
10 Year
Annualized4.20%
As of Apr 30, 2025
Annualized Risk
3 Year
5 Year
10 Year
Annualized Risk-Adj Returns
3 Year
5 Year
10 Year
S&P ESG Global Macro (with Bond and FX Momentum Signals) Index (USD) ER
Excess Return
Annualized Risk
3 Year4.49%
5 Year4.39%
10 Year4.34%
Annualized Risk-Adj Returns
3 Year0.35%
5 Year0.80%
10 Year0.97%
Risk is defined as standard deviation calculated using monthly values.
As of May 20, 2025

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S&P ESG Global Macro Indices Methodology

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