Self-Indexing

The pursuit of self-indexing at State Street Global Advisors is rooted in our mission to invest responsibly to enable economic prosperity and social progress.

Philosophy

Born of our dialogue with clients was the realization that there was more to do to help our clients achieve their goals. There was more room to democratize investing by making it even more cost-efficient.

There was more room to catalyze social progress and gender diversity through investing, and more room to provide investors with a unique definition of factors.

Thus began our pursuit of self-indexing, first with the SSGA Gender Diversity Index in February 2016, then with the SSGA US Low Volatility indexes in November 2016, and the US cap-weighted indexes in October 2017.

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 now have six proprietary indexes investable through ETFs. Each of these indexes is the product of a rigorous and highly-disciplined approach to indexing built on exhaustive research and experience. This suite of indexes presents our clients with new ways to invest. It also provides us with a new avenue to invest as stewards and prove that good stewardship is good investing.

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.

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Learn more about the Gender Diversity Index ETF

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.

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Learn more about the US Large Cap Low Volatility Index ETF

Learn more about the US Small Cap Low Volatility Index ETF

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.

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Learn more about the Portfolio Large Cap ETF

Learn more about the Portfolio Small Cap ETF

Learn more about the Portfolio Total Stock Market ETF