The S&P 500® Low Volatility Rate Response Risk Control 7% is designed to measure 100 companies in the S&P 500 that have exhibited low volatility, while reducing negative exposure to changes in interest rates. Stocks with a high positive sensitivity to interest rates are expected to have higher relative returns when interest rates rise and conversely, lower relative returns when interest rates fall. The index also dynamically rebalances exposure to maintain a 7% volatility target.
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