In recent years, low interest rate environments have made it challenging for structured product issuers to create products that meet investors’ needs. Decrement indices, which can serve as the basis for these products, have gained traction with issuers by incorporating an overlay that intends to represent the deduction of a predefined fee. Catering to a wide range of needs, S&P Dow Jones Indices offers decrement indices based on a variety of underlying indices including the iconic S&P 500®, innovative measures of ESG, climate and net zero-focused companies, and thematic indices covering emerging technologies, societal trends and more.

Key Features

  • World-renowned independent underlying indices
  • A flexible, transparent and rules-based methodology and calculation framework
  • Customization options in underlying index and decrement parameters

Decrement Indices Explained

Learn about the benefits and tradeoffs associated with decrement indices, and go under the hood to see how they’re constructed.

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Deciphering Decrement Indices

Find out why the design of S&P DJI’s decrement indices may appeal to structured product issuers facing low interest rates and dividend risk.

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Featured Indices

To explore our full suite of decrement indices, please visit our Index Finder.

Indices

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Equity

12 MTH
Created with Highcharts 7.1.2

S&P 500 3% Decrement Index

1,205.581.04%
Total ReturnDaily Change
As of Jun 06, 2025 06:30 PM EDT
FactsheetMethodology Add
12 MTH
Created with Highcharts 7.1.2

S&P/TSX 60 3% Decrement Index

171.680.42%
Net Total ReturnDaily Change
As of Jun 06, 2025 06:25 PM EDT
FactsheetMethodology Add
12 MTH
Created with Highcharts 7.1.2

S&P Europe 350 Equal Weight 5% Decrement Index

205.300.10%
Total ReturnDaily Change
As of Jun 06, 2025 02:33 PM EDT
FactsheetMethodology Add
12 MTH
Created with Highcharts 7.1.2

S&P Euro 75 Equal Weight 5% Decrement Index

176.660.04%
Total ReturnDaily Change
As of Jun 06, 2025 02:33 PM EDT
FactsheetMethodology Add
12 MTH
Created with Highcharts 7.1.2

S&P/ASX 200 4.5% Decrement Index

7,762.27-0.29%
Total ReturnDaily Change
As of Jun 06, 2025 03:47 AM EDT
FactsheetMethodology Add
Index Name:
S&P 500 3% Decrement Index
1 Day:
1.04%
Documents:
Index Name:
S&P/TSX 60 3% Decrement Index
1 Day:
0.42%
Documents:
Index Name:
S&P Europe 350 Equal Weight 5% Decrement Index
1 Day:
0.10%
Documents:
Index Name:
S&P Euro 75 Equal Weight 5% Decrement Index
1 Day:
0.04%
Documents:
Index Name:
S&P/ASX 200 4.5% Decrement Index
1 Day:
-0.29%
Documents:

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. Back-tested performance reflects application of an index methodology and selection of index constituents with the benefit of hindsight and knowledge of factors that may have positively affected its performance, cannot account for all financial risk that may affect results and may be considered to reflect survivor/look ahead bias. Actual returns may differ significantly from, and be lower than, back-tested returns. Past performance is not an indication or guarantee of future results. This back-tested data may have been created using a “Backward Data Assumption”. For more information on “Backward Data Assumption” and back-testing in general, please see the Performance Disclosure.

ESG

Thematic

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