Level Chart

Basic Info

The S&P 500 Quality Index is designed to track high quality stocks in the S&P 500 (^SPX) by quality score, which is calculated based on return on equity, accruals ratio, and financial leverage ratio. The index solely comprises constituents with high quality scores and is weighted by a product of the quality score and float-adjusted market cap. The index is rebalanced semiannually in June and December.
Core Index Name S&P 500 Quality
Return Type Price Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Net Total Return S&P 500 Quality Net Total Return
Total Return S&P 500 Quality Total Return

Total Return Performance

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Name
1M
3M
6M
1Y
3Y
5Y
10Y
15Y
3.86%
3.06%
9.73%
25.53%
10.05%
15.77%
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As of September 06, 2024. Returns for periods of 1 year and above are annualized.

Annual Performance

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Name
2017
2018
2019
2020
2021
2022
2023
YTD
19.51%
-6.79%
33.91%
17.55%
28.16%
-15.62%
24.97%
19.88%
As of September 07, 2024.

Basic Info

The S&P 500 Quality Index is designed to track high quality stocks in the S&P 500 (^SPX) by quality score, which is calculated based on return on equity, accruals ratio, and financial leverage ratio. The index solely comprises constituents with high quality scores and is weighted by a product of the quality score and float-adjusted market cap. The index is rebalanced semiannually in June and December.
Core Index Name S&P 500 Quality
Return Type Price Return
Currency Code USD
Category Hedge Type Not Hedged

Index Varieties

Return Types
Net Total Return S&P 500 Quality Net Total Return
Total Return S&P 500 Quality Total Return