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- Environmental, Social, and Governance (ESG)
- MSCI ESG Focus Indexes
- MSCI ACWI Sustainable Impact Index
- MSCI Canada IMI Women’s Leadership Select Index
- MSCI China IMI Environment 10/40 Index
- MSCI KLD 400 Social Index
- MSCI USA ESG Select Index
- MSCI Japan Empowering Women Index
- MSCI Low Carbon Indexes
- MSCI Japan ESG Select Leaders Index
- MSCI Japan Empowering Women (WIN) Select Index
- Currency hedged
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- MSCI all market indexes
- MSCI China A inclusion indexes
- MSCI China all shares indexes
- MSCI China A international indexes
- MSCI ASEAN indexes
- MSCI Emerging Markets ex China index
- MSCI US equity indexes
- MSCI indexes for Canadian investors
- MSCI Saudi Arabia indexes
- MSCI US REIT Index
- MSCI indexes for Australian investors
- MSCI USA IMI sector indexes
- MSCI investable market indexes
- MSCI emerging and frontier markets indexes
- Factors
- MSCI Factor Mix A-Series Indexes
- MSCI diversified multiple-factor indexes
- MSCI dividend masters indexes
- MSCI Dividend Points Indexes
- Índice MSCI All Colombia Local Listed Risk Weighted
- MSCI high dividend yield
- MSCI factor indexes
- MSCI equal weighted indexes
- MSCI Select Value Momentum Blend Indexes
- MSCI quality and high dividend yield indexes
- MSCI top 50 dividend indexes
- MSCI minimum volatility indexes
- MSCI risk weighted indexes
- Índices MSCI Mexico Select Momentum Capped & Mexico Select Risk Weighted
- MSCI Minimum Volatility ESG Reduced Carbon Target Indexes
- Fixed Income Indexes
- Wealth
- Additional index profiles
Return Spread Indexes hero image
MSCI Return Spread Indexes
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 IMI-Emerging Markets IMI 150/50 Return Spread Index
MSCI Emerging Markets IMI-EAFE IMI 150/50 Return Spread Index
MSCI USA Cyclical Sectors-USA Defensive Sectors 150/50 Return Spread Index
MSCI USA Defensive Sectors-USA Cyclical Sectors 150/50 Return Spread Index
MSCI USA ESG Universal Top – Bottom 150/50 Return Spread Index
Performance | Methodology | Factsheet
MSCI USA SECTOR INDEX
Return of the cyclicals
Return of the cyclicals
U.S. equity investors in 2016 experienced a roller coaster ride. The U.K.’s vote to leave the European Union and the U.S. presidential election each resulted in sharp market moves. Together, the two events contributed to a shift in the underlying fabric of equity markets starting in the second half of the year.
The new GICS communication services sector
The new GICS communication services sector
We detail the biggest-ever structural change to the Global Industry Classification Standard (GICS) in terms of market capitalization impact: the Telecommunication Services sector being broadened significantly and renamed Communication Services.