Equity

S&P 500

Description
The S&P 500 is widely regarded as the best single gauge of large-cap U.S. equities. There is over USD 7.8 trillion
benchmarked to the index, with index assets comprising approximately USD 2.2 trillion of this total. The index includes
500 leading companies and captures approximately 80% coverage of available market capitalization.

Index Attributes
Created in 1957, the S&P 500 was the first U.S. market-cap-weighted stock market index. Today, its the basis of many
listed and over-the-counter investment instruments. This world-renowned index includes 500 of the top companies in
leading industries of the U.S. economy.
The S&P 500 is part of a series of S&P Dow Jones U.S. equity indices that can be used as mutually exclusive building
blocks; the index does not overlap holdings with the S&P MidCap 400 or S&P SmallCap 600. Together, they constitute
the S&P Composite 1500.

Methodology Construction
Universe. All constituents must be U.S. companies.
Eligibility Market Cap. Companies with market cap of USD 5.3 billion or greater.
Public Float. At least 50% of shares outstanding must be available for trading.
Financial Viability. Companies must have positive as-reported earnings over the most recent quarter, as well as over
the most recent four quarters (summed together).
Adequate Liquidity and Reasonable Price. Consists of highly tradable common stocks, with active and deep
markets.

Quick Facts
WEIGHTING METHOD

Float-adjusted market cap weighted

REBALANCING FREQUENCY

Quarterly, after the close on the third Friday of the quarter-ending month

CALCULATION FREQUENCY

Real time

CALCULATION CURRENCIES

USD, AUD, BRL, CAD, CHF, EUR, GBP, HKD, JPY, MXN, SGD

LAUNCH DATE

March 4, 1957

For more information, including the complete methodology document, please visit:
http://www.spindices.com/indices/equity/sp-500
All information for an index prior to its Launch Date is back-tested, based on the methodology that was in effect on the Launch Date. Back-tested
performance, which is hypothetical and not actual performance, is subject to inherent limitations because it reflects application of an Index
methodology and selection of index constituents in hindsight. No theoretical approach can take into account all of the factors in the markets in general
and the impact of decisions that might have been made during the actual operation of an index. Actual returns may differ from, and be lower than,
back-tested returns.

AS OF OCTOBER 31, 2016

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Equity
S&P 500

Historical Performance

S&P 500

Performance
INDEX LEVEL

RETURNS

ANNUALIZED RETURNS

1 MO

3 MOS

YTD

1 YR

3 YRS

5 YRS

10 YRS

-1.82%

-1.67%

5.87%

4.51%

8.84%

13.57%

6.70%

-1.94%

-2.18%

4.02%

2.25%

6.57%

11.15%

4.43%

-1.86%

-1.82%

5.31%

3.83%

8.15%

12.84%

6.01%

TOTAL RETURNS
4,045.89
PRICE RETURNS
2,126.15
NET TOTAL RETURNS
3,653.21

Calendar Year Performance

2015

2014

2013

2012

2011

2010

2009

2008

2007

2006

32.39%

16.00%

2.11%

15.06%

26.46%

-37.00%

5.49%

15.79%

29.60%

13.41%

0%

12.78%

23.45%

-38.49%

3.53%

13.62%

31.55%

15.22%

1.47%

14.37%

25.55%

-37.45%

4.90%

15.14%

TOTAL RETURNS
1.38%

13.69%

PRICE RETURNS
-0.73%

11.39%

NET TOTAL RETURNS

0.75%

12.99%

AS OF OCTOBER 31, 2016

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S&P 500

Risk
ANNUALIZED RISK

ANNUALIZED RISK-ADJUSTED RETURNS

3 YRS

5 YRS

10 YRS

3 YRS

5 YRS

10 YRS

10.71%

10.31%

15.25%

0.82

1.32

0.44

STD DEV

Risk is defined as standard deviation calculated based on total returns using monthly values.

Fundamentals
P/E [TRAILING]

P/E [PROJECTED]

P/B

INDICATED DIV YIELD

P/SALES

P/CASH FLOW

24.15

16.71

2.76

2.19%

1.86

16.61

P/E (Projected) and Indicated Dividend Yield are as of October 31, 2016; P/E (Trailing), P/B, P/Sales, and P/Cash Flow are as of June 30, 2016.
Fundamentals are updated on approximately the fifth business day of each month.

Index Characteristics
NUMBER OF CONSTITUENTS

506

CONSTITUENT MARKET CAP [ USD MILLION ]

MEAN TOTAL MARKET CAP

38,159.38

LARGEST TOTAL MARKET CAP

611,803.82

SMALLEST TOTAL MARKET CAP

2,475.41

MEDIAN TOTAL MARKET CAP

18,043.47

WEIGHT LARGEST CONSTITUENT [%]

3.3

WEIGHT TOP 10 CONSTITUENTS [%]

18.4

Top 10 Constituents By Index Weight

CONSTITUENT

SYMBOL

SECTOR*

Apple Inc.

AAPL

Information Technology

Microsoft Corp

MSFT

Information Technology

Exxon Mobil Corp

XOM

Energy

Johnson & Johnson

JNJ

Health Care

Amazon.com Inc

AMZN

Consumer Discretionary

Facebook Inc A

FB

Information Technology

Berkshire Hathaway B

BRK.B

Financials

General Electric Co

GE

Industrials

JP Morgan Chase & Co

JPM

Financials

Alphabet Inc A

GOOGL

Information Technology

*Based on GICS sectors

AS OF OCTOBER 31, 2016

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Equity
S&P 500

Sector* Breakdown

*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
100%.

Country Breakdown
COUNTRY

NUMBER OF CONSTITUENTS

TOTAL MARKET CAP [USD MILLION]

INDEX WEIGHT [%]

506

19,308,644.54

100.0

United States
Based on index constituents country of domicile.

Tickers
TICKER

REUTERS

PRICE RETURNS

SPX

.SPFIV

TOTAL RETURNS

SPXT

.SPXT

NET TOTAL RETURNS

SPTR500N

.SPXNTR

AS OF OCTOBER 31, 2016

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Equity
S&P 500

Related Products
This list includes investable products traded on certain exchanges currently linked to this selection of indices. While we have tried to include all such
products, we do not guarantee the completeness or accuracy of such lists. Please refer to the disclaimers at the end of this document or here
for more information about S&P Dow Jones Indices relationship to such third party product offerings.
PRODUCT NAME

PRODUCT TYPE

EXCHANGE

TICKER

Amundi ETF S&P 500 UCITS ETF

ETF

EN Paris

500

AMUNDI ETF S&P 500 UCITS ETF - D

ETF

EN Paris

500D

BetaShares S&P 500 Yield Maximiser Fund

ETF

ASE

UMAX

BetaShares US Equities Strong Bear Hedge Fund - Currency Hedged

ETF

ASE

BBUS

BMO S&P 500 ETF

ETF

Toronto

ZSP

Bosera Standard and Poor's 500 ETF

ETF

Shanghai

513500

ComStage ETF S&P 500 UCITS ETF

ETF

Xetra ETF

C012

CoreShares S&P 500 Exchange Traded Fund

ETF

SEM

CSP500

db x-trackers S&P 500 UCITS ETF 1C

ETF

London

XSPX

Direxion Daily S&P 500 Bear 3X Shares

ETF

NYSE Arca

SPXS

Direxion Daily S&P 500 Bull 1.25X Shares

ETF

NYSE Arca

LLSP

Direxion Daily S&P 500 Bull 2X Shares

ETF

NYSE Arca

SPUU

Direxion Daily S&P 500 Bull 3X

ETF

NYSE Arca

SPXL

Direxion Shares Etf Trust-Direxion Daily S&P 500 Bear 1x Shares

ETF

NYSE Arca

SPDN

Horizons BetaPro S&P 500 Bear Plus ETF

ETF

Toronto

HSD

Horizons BetaPro S&P 500 Bull Plus ETF

ETF

Toronto

HSU

Horizons BetaPro S&P 500 Inverse ETF

ETF

Toronto

HIU

Horizons S&P 500 Index ETF

ETF

Toronto

HXS

HSBC S&P 500 UCITS ETF (GBp)

ETF

London

HSPX

iShares Core S&P 500 ETF

ETF

NYSE Arca

IVV

iShares Core S&P 500 UCITS ETF

ETF

SIX Swiss Ex

CSSPX

iShares S&P 500 AUD Hedged ETF

ETF

ASE

IHVV

iShares S&P 500 Index ETF

ETF

Toronto

XUS

iShares S&P 500 UCITS ETF Inc

ETF

London

IUSA

It Now S&P500 TRN Fundo de Indice

ETF

BM&FBOVESPA

SPXI11

Lyxor ETF S&P 500

ETF

London

LSPU

LYXOR UCITS ETF PEA S&P 500 C-EUR

ETF

EN Paris

PSP5

Nikko Listed Index Fund US Equity S&P500

ETF

Tokyo

1547

ProShares Short S&P500

ETF

NYSE Arca

SH

ProShares Ultra S&P500

ETF

NYSE Arca

SSO

ProShares UltraPro S&P 500

ETF

NYSE Arca

UPRO

ProShares UltraPro Short S&P 500

ETF

NYSE Arca

SPXU

ProShares UltraShort S&P500

ETF

NYSE Arca

SDS

S&P 500 Source ETF

ETF

London

SPXS

S&P 500 THEAM Easy UCITS ETF - C EUR

ETF

EN Paris

ESE

S&P 500 THEAM Easy UCITS ETF - C USD

ETF

EN Paris

ESD

S&P 500 THEAM Easy UCITS ETF - C/D USD

ETF

EN Paris

ESDD

Source S&P 500 UCITS ETF B

ETF

Xetra ETF

D500

AS OF OCTOBER 31, 2016

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Equity
S&P 500

PRODUCT NAME

PRODUCT TYPE

EXCHANGE

TICKER

SPDR S&P 500 ETF Trust

ETF

NYSE Arca

SPY

SPDR S&P 500 UCITS ETF

ETF

Xetra ETF

SPY5

TD S&P 500 Index ETF

ETF

Toronto

TPU

UBS ETFs plc - MAP Balanced 7 UCITS ETF SF

ETF

SIX Swiss Ex

M7USAS

UBS ETFs plc - S&P 500 Index SF

ETF

SIX Swiss Ex

S5USAS

UBS Irl ETF plc - S&P 500 UCITS ETF

ETF

BrsaItaliana

SP5EUY

Vanguard S&P 500

ETF

London

VUSA

Vanguard S&P 500 ETF

ETF

NYSE Arca

VOO

Vanguard S&P 500 Index ETF

ETF

Toronto

VFV

Yuanta S&P 500 ETF

ETF

Taiwan

646

Barclays ETN+ Long B Leveraged

ETN

NYSE Arca

BXUB

Barclays ETN+ Long C Leveraged

ETN

NYSE Arca

BXUC

ETRACS MNTHLY RESET 2XS&P500

ETN

NYSE Arca

SPLX

HAREL SAL S&P 500

ETN

Tel Aviv

HRS&P25

HAREL SAL S&P INS

ETN

Tel Aviv

HRSPX50

IPATH CBOE S&P 500 BUYWRITE

ETN

NYSE Arca

BWV

IPATH LX S&P 500 ETN

ETN

NYSE Arca

SFLA

KSM LEV S&P 500 PRX3 MTH 6DA

ETN

Tel Aviv

KS50050

KSM LEV SHRT S&P500 PRX3 MTH

ETN

Tel Aviv

KSSSNP53

KSM S&P 500 PR 4DA

ETN

Tel Aviv

KSMSP

KSM S&P 500 PR ILS 40A

ETN

Tel Aviv

KSMSPILS

KSM SHORT S&P500 3000 PR 6DA

ETN

Tel Aviv

KSHORTSP

PSAGOT S&P SHORT X3

ETN

Tel Aviv

PSSP169

PSAGOT SAL S&P 500

ETN

Tel Aviv

PSP

PSAGOT SAL S&P 500 D2

ETN

Tel Aviv

MTVSP1

PSAGOT SAL S&P NIS

ETN

Tel Aviv

PS50047

TACHLIT S&P 500 4DA

ETN

Tel Aviv

TCSP4

TACHLIT S&P500 ILS 1 40A

ETN

Tel Aviv

TSP5038

TACHLIT S&P500 ILS 2 40A

ETN

Tel Aviv

INDSP18

BTIC E-mini S&P 500 Index Futures

Future

CME

EST

CBOE Volatility Index Futures

Future

CFE

VIX

E-mini S&P 500 Index Futures

Future

CME

ES

S&P 500 Index Futures

Future

CME

SP

S&P 500 Variance Futures

Future

CBOE

VA

CBOE Volatility Index Options

Option

CBOE

VIX

E-mini S&P 500 End-of-Month Index Options

Option

CME

EW

E-mini S&P 500 Index Options

Option

CME

ES

E-mini S&P 500 Weekly Index Options

Option

CME

EW*

Mini-SPX Index Options

Option

CBOE

XSP

S&P 500 a-Flex Index Options

Option

CME

XP

S&P 500 e-Flex Index Options

Option

CME

YP

S&P 500 End-of-Month Index Options

Option

CME

EV

S&P 500 Index Options

Option

CBOE

SPX

S&P 500 Weekly Index Options

Option

CME

EV*

AS OF OCTOBER 31, 2016

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Equity
S&P 500

PRODUCT NAME

PRODUCT TYPE

EXCHANGE

TICKER

SPXpm Index Options

Option

CBOE

SPXPM

AS OF OCTOBER 31, 2016

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Equity
S&P 500

Disclaimer
Source: S&P Dow Jones Indices LLC, a division of S&P Global.
The launch date of the S&P 500 was March 4, 1957.
All information presented prior to the index launch date is back-tested. Back-tested performance is not actual performance, but is hypothetical. The
back-test calculations are based on the same methodology that was in effect when the index was officially launched. Past performance is not an
indication or guarantee of future results. Please see the Performance Disclosure at http://www.spindices.com/regulatory-affairs-disclaimers/ for more
information regarding the inherent limitations associated with back-tested performance.
Copyright 2016 S&P Dow Jones Indices LLC, a division of S&P Global. All rights reserved. Redistribution or reproduction in whole or in part are
prohibited without written permission. STANDARD & POORS and S&P are registered trademarks of Standard & Poors Financial Services LLC, a division
of S&P Global (S&P); DOW JONES is a registered trademark of Dow Jones Trademark Holdings LLC (Dow Jones); and these trademarks have been
licensed for use by S&P Dow Jones Indices LLC. S&P Dow Jones Indices LLC, Dow Jones, S&P, their respective affiliates and their third-party data
providers and licensors (collectively S&P Dow Jones Indices Parties) makes no representation or warranty, express or implied, as to the ability of any
index to accurately represent the asset class or market sector that it purports to represent and S&P Dow Jones Indices Parties shall have no liability for
any errors, omissions, or interruptions of any index or the data included therein. Past performance of an index is not an indication or guarantee of
future results. This document does not constitute an offer of any services. All information provided by S&P Dow Jones Indices is general in nature and
not tailored to the needs of any person, entity or group of persons. S&P Dow Jones Indices receives compensation in connection with licensing its
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Credit-related information and other analyses, including ratings, are generally provided by licensors and/or affiliates of S&P Dow Jones Indices,
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