Self-Indexing

We provide a global suite of proprietary indexes backed by our vast resources, informed by our exceptional knowledge of indexing, and forged by a robust and methodical process.

Why Us?

Developed by an asset manager

State Street is a global titan of asset management, with more than $2.8 Trillion in AUM (as of March 31, 2019) across more than 500 different strategies. Our indexes are developed in-house and leverage 40 years of indexing heritage and the collective expertise of some 150+ professionals in 7 hubs across the globe. Indexes are not just a product to us: as a pioneer of index investing, we have extensive experience implementing them, and we understand how details like rebalance dates and frequency can erode or preserve investor wealth. We have applied this experience and provide a suite of indexes built by an asset manager for asset managers.

Methodical Process

Our indexes provide a comprehensive and unbiased barometer for their respective market segments because of the transparent, rules-based approach with which we construct them. Indexes are reconstituted at appropriate intervals to ensure continued representation of the market.

Breadth

We currently provide a broad array of factor weighted and capitalization weighted indexes, across the emerging and developed worlds, and covering the entire capitalization spectrum. We also construct focus or niche indexes that enable more-granular and targeted exposure selection. The consistent construction methodology behind our indexes ensures a perfectly modular index line-up.

The foundations of our mission do not expire. We will always pursue responsible investing as a means to enable economic prosperity and social progress. We will continue to develop proprietary indexes that adhere to this mission and embody it. To let us know your thoughts, comments, or suggestions as we do so, please email us.

The Indexes

In total, we have more than twelve investable proprietary indexes. Each of these indexes is the product of a rigorous and highly-disciplined approach to indexing built on exhaustive research and experience. Learn more about these indexes below.

SSGA Gender Diversity Index

The SSGA Gender Diversity Index is designed to track the performance of U.S. large-capitalization companies that are leaders within their respective industry sectors in advancing women through gender diversity on their boards of directors and in senior leadership positions. This is the first index of its kind, and is a landmark on the ESG landscape.

Download the Consultation Deck

View our methodology

Consultation SSGA Gender Diversity Index: Addendum

State Street Global Advisors is currently seeking feedback on potential changes to the SSGA Gender Diversity Index. Please send any feedback you may have to ssga-indexes@ssga.com.

SSGA US Low Volatility Indexes

These include the SSGA US Large Cap Low Volatility Index and the SSGA US Small Cap Low Volatility Index. The indexes are designed to track the performance of US large and small-cap companies, respectively, that exhibit low volatility which is a measure of the magnitude of movements in a stock’s price over time. This index suite applies our proprietary factor definitions, which distill years of research and experience.

View our methodology

 

US Cap-Weighted Indexes

These include the SSGA Large Cap Index, SSGA Small Cap Index, and the SSGA Total Market Index. These indexes are designed to provide a comprehensive and unbiased barometer for their broad respective market segments and are reconstituted semi-annually to ensure continued appropriate representation of each market segment. This index suite enables us to democratize investing even more by facilitating the provision of ultra-low cost funds.

View our methodology

 

 

SSGA Self-Indices Summary of Governance Framework

SSGA acts as an Administrator for a number of financial indices which are linked to or referenced by a financial product, commonly referred to as “Benchmarks”. SSGA’s application of IOSCO Principles is in a proportionate manner based on the size and risk of each Benchmark and the Benchmark construction process. This adherence statement pertains only to indices that have financial products linked to them.

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