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MSCI Return Spread Indexes

The MSCI Return Spread Indexes aim to represent the performance of a strategy based on the return spread between a long position on constituents of one underlying component index, while taking a short position on constituents of another component index. The MSCI Return Spread Index return is calculated daily by subtracting the daily index return of the Short Component Index from the daily index return of the Long Component Index, as per the MSCI Short and Leveraged Daily Indexes methodology.


FACTSHEETS, PERFORMANCE AND METHODOLOGY

MSCI Return Spread Indexes Methodology
 

MSCI EAFE-Emerging Markets Return Spread Index

Performance | Factsheet
 

MSCI Emerging Markets-EAFE Return Spread Index

Performance | Factsheet
 

MSCI Cyclical Sectors-Defensive Sectors Return Spread Index

Performance | Factsheet
 

MSCI Defensive Sectors-Cyclical Sectors Return Spread Index

Performance | Factsheet

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Index methodology

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