S&P Dow Jones Volatility Indexes

Index Name	Asset Class	YTD Change (%)
S&P/JPX JGB VIX	Strategy	210.0%
S&P 500 VIX Enhanced Mid-Term Futures Index	Strategy	-4.52%
S&P 500 VIX Mid Term Futures Inverse Daily Index	Strategy	-5.58%
S&P/ASX 200 VIX	Strategy	16.51%
S&P 500 VIX 6-Month Futures Index	Strategy	4.3%
S&P 500 VIX Futures Term-Structure Index	Strategy	7.55%
S&P 500 VIX Front Month Futures Index	Strategy	-28.81%
S&P 500 VIX Short Term Futures Inverse Daily Index	Strategy	-17.06%
S&P 500 VIX Mid-Term Futures Index	Strategy	1.59%
S&P 500 VIX Short-Term Futures Index	Strategy	-23.06%
S&P 500 VIX Front Month Futures Inverse Index	Strategy	-22.2%
S&P/BMV IPC VIX	Strategy	106.31%
S&P 500 Dynamic VIX Futures Index	Strategy	-5.69%
S&P 500 VIX 2-Month Futures Index	Strategy	10.3%
S&P 500 VIX Futures Enhanced Roll	Strategy	-11.23%
S&P 500 VIX 4-Month Futures Index	Strategy	4.42%
S&P/TSX 60 VIX Index	Strategy	-1.96%
S&P 500 VIX 3-Month Futures Index	Strategy	6.78%
S&P 500 VIX Short-Term Futures 0.5x Inverse Daily Index	Strategy	-3.84%
Dow Jones Global Select RESI Equity 6-Month Realized Volatility	Indicators	76.76%
S&P 500 Consumer Staples 6-Month Realized Volatility Index	Indicators	42.82%
Dow Jones Global Select RESI Equity 12-Month Realized Volatility	Indicators	71.64%
S&P 500 Communication Services 1-Month Realized Volatility Index	Indicators	67.65%
S&P 500 Industrials 12-Month Realized Volatility Index	Indicators	39.08%
DJCI 12-Month Realized Volatility Index	Indicators	43.85%
S&P 500 Information Technology 12-Month Realized Volatility Index	Indicators	69.56%
S&P 500 Industrials 1-Month Realized Volatility Index	Indicators	-6.47%
S&P 500 Low Volatility Daily Risk Control 10% Index	Strategy	-5.43%
S&P 500 Financials 6-Month Realized Volatility Index	Indicators	28.36%
S&P 500 Low Volatility 5% Daily Risk Control 1% Decrement Index	Strategy	-2.73%
S&P BSE SENSEX 3-Month Realized Volatility Index	Indicators	-33.18%
S&P BSE SENSEX 2-Month Realized Volatility Index	Indicators	-41.65%
DJCI Crude Oil 6-Month Realized Volatility Index	Indicators	13.78%
DJCI Crude Oil 3-Month Realized Volatility Index	Indicators	-9.07%
S&P 500 Consumer Discretionary 1-Month Realized Volatility Index	Indicators	1.76%
DJCI Gold 1-Month Realized Volatility Index	Indicators	63.52%
S&P 500 Health Care 1-Month Realized Volatility Index	Indicators	8.46%
S&P 500 Low Volatility Daily Risk Control 12% Index	Strategy	-6.92%
S&P Pan Asia Low Volatility Daily Risk Control 10% Index	Strategy	-7.21%
Dow Jones Sustainability Europe Diversified Low Volatility High Dividend Index	Strategy	-11.54%
S&P 500 Low Volatility Top 80% Index	Strategy	-11.04%
S&P 500 3-Month Realized Volatility Index	Indicators	77.69%
S&P 500 6-Month Realized Volatility Index	Indicators	82.54%
Dow Jones U.S. Select REIT 3-Month Realized Volatility Index	Indicators	61.74%
S&P SmallCap 600 Low Volatility Index	Strategy	-14.3%
S&P Europe 350 Low Volatility Index	Strategy	-14.42%
S&P 500 Low Volatility Daily Risk Control 5% Index	Strategy	-1.75%
S&P 500 Low Volatility Daily Risk Control 8% Index	Strategy	-3.94%
S&P MidCap 400 Low Volatility Index	Strategy	-8.8%
S&P/TSX Composite Low Volatility Index	Strategy	-13.6%
S&P South Africa Low Volatility Index	Strategy	-5.07%
DJSI Ethical Europe Low Volatility Index	Equity	-16.22%
S&P 500 1-Month Realized Volatility Index	Indicators	7.46%
S&P Europe 350 Low Volatility High Dividend Index	Strategy	-11.8%
S&P Nordic Low Volatility Index	Strategy	-16.46%
S&P Risk Parity Index - 8% Target Volatility	Strategy	-
S&P 500 Industrials 6-Month Realized Volatility Index	Indicators	45.04%
S&P 500 Energy 1-Month Realized Volatility Index	Indicators	15.93%
S&P BMI International Developed Low Volatility Index	Strategy	-14.88%
S&P 500 12-Month Realized Volatility Index	Indicators	83.33%
S&P BMI Emerging Markets Low Volatility Index	Strategy	-6.74%
S&P 500 Energy 6-Month Realized Volatility Index	Indicators	20.65%
S&P 500 Low Volatility Daily Risk Control 15% Index	Strategy	-9.2%
DJCI Gold 3-Month Realized Volatility Index	Indicators	33.08%
DJCI 1-Month Realized Volatility Index	Indicators	5.79%
Dow Jones U.S. Select REIT 12-Month Realized Volatility Index	Indicators	51.1%
S&P 500 Low Volatility High Dividend PR Daily Risk Control 10% Index	Strategy	-
DJCI 3-Month Realized Volatility Index	Indicators	4.0%
Dow Jones U.S. Select REIT 6-Month Realized Volatility Index	Indicators	55.73%
DJCI Brent Crude 6-Month Realized Volatility Index	Indicators	13.4%
DJCI Brent Crude 3-Month Realized Volatility Index	Indicators	-10.65%
Dow Jones Global Select RESI Equity 1-Month Realized Volatility	Indicators	24.73%
DJCI Crude Oil 12-Month Realized Volatility Index	Indicators	34.4%
S&P 500 Low Volatility High Dividend Index	Strategy	-3.37%
DJCI Gold 6-Month Realized Volatility Index	Indicators	15.65%
Dow Jones U.S. Select REIT 1-Month Realized Volatility Index	Indicators	-2.9%
DJCI 6-Month Realized Volatility Index	Indicators	30.43%
DJCI Crude Oil 1-Month Realized Volatility Index	Indicators	1.08%
Dow Jones Islamic Market Developed Markets Quality and Low Volatility Index	Strategy	-18.33%
S&P 500 Minimum Volatility Index	Strategy	-12.28%
S&P 500 Financials 1-Month Realized Volatility Index	Indicators	-17.4%
S&P Korea Low Volatility Index	Strategy	-1.69%
S&P 500 Consumer Staples 1-Month Realized Volatility Index	Indicators	-22.59%
S&P 500 Financials 3-Month Realized Volatility Index	Indicators	38.6%
S&P 500 Consumer Staples 12-Month Realized Volatility Index	Indicators	56.78%
S&P 500 Communication Services 12-Month Realized Volatility Index	Indicators	93.83%
S&P 500 Communication Services 3-Month Realized Volatility Index	Indicators	99.55%
S&P 500 Health Care 12-Month Realized Volatility Index	Indicators	60.79%
S&P 500 Financials 12-Month Realized Volatility Index	Indicators	30.27%
S&P 500 Health Care 6-Month Realized Volatility Index	Indicators	55.9%
S&P 500 Communication Services 6-Month Realized Volatility Index	Indicators	107.62%
DJCI Brent Crude 1-Month Realized Volatility Index	Indicators	12.82%
Dow Jones Global Select RESI Equity 3-Month Realized Volatility	Indicators	80.79%
S&P Pan Asia Low Volatility Index	Strategy	-8.33%
S&P 500 Health Care 3-Month Realized Volatility Index	Indicators	49.59%
S&P 500 Low Carbon Low Volatility High Dividend Index	Strategy	-1.62%
Dow Jones Islamic Market World Low Volatility 300 Index	Strategy	0.02%
S&P 500 Industrials 3-Month Realized Volatility Index	Indicators	47.95%
S&P 500® Low Volatility Rate Response	Strategy	-6.74%
S&P 500 Futures Volatility Plus Daily Risk Control Index	Strategy	-30.44%
S&P 500 Consumer Discretionary 3-Month Realized Volatility Index	Indicators	59.49%
S&P 500 Consumer Discretionary 6-Month Realized Volatility Index	Indicators	80.58%
S&P 500 Futures 35% Defined Volatility 3% Decrement Index	Strategy	-40.26%
S&P 500 Consumer Staples 3-Month Realized Volatility Index	Indicators	34.0%
S&P 500 Futures 25% Defined Volatility Index	Strategy	-28.4%
S&P Risk Parity Index - 10% Target Volatility	Strategy	-
S&P 500 Futures 30% Defined Volatility 3% Decrement Index	Strategy	-35.51%
S&P Risk Parity Index - 12% Target Volatility	Strategy	-
S&P 500 Futures 30% Defined Volatility Index	Strategy	-33.5%
S&P 500 ESG Low Volatility Index	Strategy	-16.27%
S&P 500 Futures 25% Defined Volatility 3% Decrement Index	Strategy	-30.55%
S&P 500 Futures 35% Defined Volatility Index	Strategy	-38.4%
S&P 1500 Reduced Volatility Tilt Index	Strategy	-17.48%
DJCI Gold 12-Month Realized Volatility Index	Indicators	3.24%
DJCI Brent Crude 12-Month Realized Volatility Index	Indicators	38.0%
S&P 500 Low Volatility Index	Strategy	-7.01%
S&P 500 Energy 3-Month Realized Volatility Index	Indicators	29.55%
S&P 500 Energy 12-Month Realized Volatility Index	Indicators	17.94%
S&P 500 Consumer Discretionary 12-Month Realized Volatility Index	Indicators	93.97%
S&P 500 Low Volatility Riskcasting Daily RC 5% Index	Strategy	-8.6%
S&P Europe 350 Low Volatility Riskcasting Index	Strategy	-19.44%
S&P 500 Low Volatility Riskcasting Daily RC 10% Index	Strategy	-14.87%
S&P Global 1200 Low Volatility High Dividend Index	Strategy	-10.1%
S&P Eurozone Low Volatility Index	Strategy	-18.93%
S&P BMI Developed Ex-U.S. Volatility - Highest Quintile Index	Strategy	-26.08%
S&P GSCI Crude Oil 3-Month Realized Volatility Index	Indicators	-9.07%
S&P GSCI Gold 1-Month Realized Volatility Index	Indicators	63.53%
S&P Global 1200 6-Month Realized Volatility Index	Indicators	82.48%
S&P 500 Utilities 12-Month Realized Volatility Index	Indicators	42.76%
S&P MILA Pacific Alliance Select 1-Month Realized Volatility Index	Indicators	-18.68%
S&P BSE Low Volatility Index	Strategy	2.32%
S&P BSE SENSEX 1-Month Realized Volatility Index	Indicators	-30.24%
S&P Global 1200 Low Volatility Riskcasting Index	Strategy	-10.91%
S&P Europe 350 Buyback Dividend Stability Low Volatility Index	Strategy	-13.62%
S&P 500 Utilities 6-Month Realized Volatility Index	Indicators	69.44%
S&P 500 Volatility Plus Daily Risk Control Index	Strategy	-30.03%
S&P BSE SENSEX 6-Month Realized Volatility Index	Indicators	3.33%
S&P 500 Utilities 3-Month Realized Volatility Index	Indicators	71.64%
S&P China 500 12-Month Realized Volatility Index	Indicators	22.93%
S&P BMI Developed Ex-U.S. Low Volatility Index	Strategy	-15.14%
S&P China 500 6-Month Realized Volatility Index	Indicators	10.92%
S&P China 500 3-Month Realized Volatility Index	Indicators	79.06%
S&P GSCI Brent Crude 6-Month Realized Volatility Index	Indicators	13.4%
S&P Europe 350 6-Month Realized Volatility Index	Indicators	16.9%
S&P MILA Pacific Alliance Select 6-Month Realized Volatility Index	Indicators	29.63%
S&P GSCI Brent Crude 1-Month Realized Volatility Index	Indicators	12.82%
S&P 500 Low Volatility Rate Response Risk Control 7% Index	Strategy	-4.05%
S&P GSCI Brent Crude 12-Month Realized Volatility Index	Indicators	38.0%
S&P Global 1200 1-Month Realized Volatility Index	Indicators	8.5%
S&P China 500 1-Month Realized Volatility Index	Indicators	-9.57%
S&P 500 Low Volatility Riskcasting Index	Strategy	-13.08%
S&P Emerging BMI 6-Month Realized Volatility Index	Indicators	13.29%
S&P Europe 350 3-Month Realized Volatility Index	Indicators	8.03%
S&P GCC Composite Shariah 3-Month Realized Volatility Index	Indicators	-24.83%
S&P Global 1200 Dividend Stability Low Volatility Daily Risk Control 10 % Index	Strategy	-3.36%
S&P 500 Materials 3-Month Realized Volatility Index	Indicators	83.12%
S&P GCC Composite Shariah 12-Month Realized Volatility Index	Indicators	47.38%
S&P GSCI 1-Month Realized Volatility Index	Indicators	17.66%
S&P Developed Asia Low Volatility	Strategy	-10.28%
S&P BSE SENSEX 12-Month Realized Volatility Index	Indicators	10.44%
S&P 500 Information Technology 3-Month Realized Volatility Index	Indicators	69.49%
S&P GSCI 12-Month Realized Volatility Index	Indicators	52.42%
S&P 500 Utilities 1-Month Realized Volatility Index	Indicators	9.41%
S&P Access Hong Kong Low Volatility High Dividend Index	Strategy	-4.07%
S&P/B3 Low Volatility High Dividend Index	Strategy	-2.3%
S&P 500 Low Volatility High Dividend Daily Risk Control 15% Index	Strategy	-1.2%
S&P GSCI 3-Month Realized Volatility Index	Indicators	-2.5%
S&P GSCI Crude Oil 6-Month Realized Volatility Index	Indicators	13.78%
S&P 500 Low Volatility High Dividend Daily Risk Control 5% Index	Strategy	0.99%
S&P 500 Materials 12-Month Realized Volatility Index	Indicators	46.19%
S&P Europe 350 12-Month Realized Volatility Index	Indicators	50.17%
S&P 500 Materials 6-Month Realized Volatility Index	Indicators	63.69%
S&P GCC Composite Shariah 1-Month Realized Volatility Index	Indicators	11.24%
S&P 500 Materials 1-Month Realized Volatility Index	Indicators	14.18%
S&P Composite 1500 1-Month Realized Volatility Index	Indicators	6.59%
S&P MILA Pacific Alliance Select 3-Month Realized Volatility Index	Indicators	2.76%
S&P MILA Pacific Alliance Select 12-Month Realized Volatility Index	Indicators	24.95%
S&P Global 1200 Low Carbon Low Volatility High Dividend Index	Strategy	-9.47%
S&P 500 Volatility - Highest Quintile Index	Strategy	-14.79%
S&P 500 Information Technology 1-Month Realized Volatility Index	Indicators	-2.94%
S&P 500 Information Technology 6-Month Realized Volatility Index	Indicators	77.11%
S&P Europe 350 Carbon Efficient Select Low Volatility Index	Strategy	-14.63%
S&P Developed Low Volatility Index	Strategy	-12.26%
S&P GSCI Crude Oil 1-Month Realized Volatility Index	Indicators	1.08%
S&P GSCI Gold 3-Month Realized Volatility Index	Indicators	33.08%
S&P GSCI Crude Oil 12-Month Realized Volatility Index	Indicators	34.4%
S&P Global Low Volatility Index	Strategy	-10.72%
S&P 500 Low Volatility High Dividend Daily Risk Control 10% Index	Strategy	-2.61%
S&P GCC Composite Low Volatility Index	Strategy	0.39%
S&P Emerging Markets Low Volatility Select Index	Strategy	-2.88%
S&P EPAC Ex-Korea Low Volatility	Strategy	-15.85%
S&P MidCap 400® Volatility - Highest Quintile Index	Strategy	-14.7%
S&P 500 Low Volatility Target Beta Index	Strategy	-15.78%
S&P GSCI 6-Month Realized Volatility Index	Indicators	24.69%
S&P Global 1200 Ex-Canada Low Volatility High Dividend Index	Strategy	-9.5%
S&P China A-Share LargeCap Low Volatility High Dividend 50 Index	Strategy	-8.21%
S&P Global 1200 Shariah Low Volatility High Dividend Index	Strategy	-5.8%
S&P GCC Composite Low Volatility Shariah Index	Strategy	0.48%
S&P Global 1200 12-Month Realized Volatility Index	Indicators	84.29%
S&P/ASX 200 Low Volatility Index	Strategy	-10.15%
S&P Global 1200 3-Month Realized Volatility Index	Indicators	73.24%
S&P GSCI Brent Crude 3-Month Realized Volatility Index	Indicators	-10.65%
S&P GCC Composite Shariah 6-Month Realized Volatility Index	Indicators	10.7%
S&P EPAC Ex-Korea Low Volatility High Dividend Index	Strategy	-13.61%
S&P 500 Low Volatility Price Return Daily Risk Control 5% Index	Strategy	-2.52%
S&P Emerging BMI 1-Month Realized Volatility Index	Indicators	-25.26%
S&P BSE SENSEX 3-Month Realized Volatility Index	Indicators	-18.18%
S&P Emerging BMI 3-Month Realized Volatility Index	Indicators	43.13%
S&P China A-Share Low Volatility High Dividend Index	Strategy	-7.56%
S&P Emerging BMI 12-Month Realized Volatility Index	Indicators	31.52%
S&P MidCap 400 Low Volatility High Dividend Index	Strategy	-8.98%
S&P Global 1200 Dividend Stability Low Volatility Index	Strategy	-7.73%
S&P China A-Share Low Volatility Index	Strategy	-1.89%
S&P/B3 Low Volatility Index	Strategy	2.84%
S&P GSCI Gold 6-Month Realized Volatility Index	Indicators	15.65%
S&P Composite 1500 12-Month Realized Volatility Index	Indicators	81.05%
S&P Europe 350 1-Month Realized Volatility Index	Indicators	4.38%
S&P Europe 350® Low Carbon Low Volatility High Dividend Index	Strategy	-8.42%
S&P GSCI Gold 12-Month Realized Volatility Index	Indicators	3.24%
S&P Risk Parity 2.0 Index – 15% Target Volatility	Strategy	-32.42%
S&P Risk Parity 2.0 Index - 12% Target Volatility	Strategy	-26.12%
S&P Saudi Arabia Low Volatility Index	Strategy	0.73%
S&P Saudi Arabia Shariah Low Volatility Index	Strategy	0.8%
S&P Japan 500 1-Month Realized Volatility Index	Indicators	-30.02%
S&P Japan 500 6-Month Realized Volatility Index	Indicators	-1.06%
S&P Composite 1500 3-Month Realized Volatility Index	Indicators	76.53%
S&P United Kingdom 12-Month Realized Volatility Index	Indicators	27.64%
S&P United Kingdom 3-Month Realized Volatility Index	Indicators	-10.33%
S&P MidCap 400 12-Month Realized Volatility Index	Indicators	43.22%
S&P Pan Arab Composite LargeMidCap Low Volatility Index	Strategy	0.24%
S&P Kensho New Economies Volatility-Weighted Income Index	Equity	-9.44%
S&P Risk Parity 2.0 Index – 8% Target Volatility	Strategy	-17.24%
S&P Pan Arab Composite LargeMidCap Low Volatility Shariah Index	Strategy	0.25%
S&P Risk Parity Index - 15% Target Volatility	Strategy	-24.8%
S&P/TSX Composite Volatility - Highest Quintile Index	Strategy	-14.58%
S&P Japan 500 12-Month Realized Volatility Index	Indicators	9.43%
S&P Pan Arab Low Volatility High Dividend	Strategy	0.13%
S&P Risk Parity 2.0 Index - 10% Target Volatility	Strategy	-21.75%
S&P SmallCap 600 Volatility - Highest Quintile Index	Strategy	-16.92%
S&P U.S. Multi-Asset Riskcasting 4% Target Volatility Index	Strategy	-8.26%
S&P Risk Parity Index (USD-Only Constituents) – 8% Target Volatility	Strategy	-10.14%
S&P United Kingdom 1-Month Realized Volatility Index	Indicators	-21.01%
S&P MidCap 400 3-Month Realized Volatility Index	Indicators	48.47%
S&P MidCap 400 1-Month Realized Volatility Index	Indicators	-6.26%
S&P Southern Europe Low Volatility Index	Strategy	-15.48%
S&P SmallCap 600 12-Month Realized Volatility Index	Indicators	18.57%
S&P United Kingdom 6-Month Realized Volatility Index	Indicators	4.69%
S&P Pan Asia BMI 3-Month Realized Volatility Index	Indicators	64.98%
S&P/TSX Composite Low Volatility High Dividend Index	Strategy	-12.34%
S&P SmallCap 600 3-Month Realized Volatility Index	Indicators	32.27%
S&P Pan Asia BMI 6-Month Realized Volatility Index	Indicators	41.36%
S&P U.S. High Yield Low Volatility Corporate Bond Index	Fixed Income	-10.81%
S&P SmallCap 600 Low Volatility High Dividend Index	Strategy	-24.68%
S&P Japan 500 Low Volatility Index	Strategy	4.83%
S&P Low Volatility High Dividend Daily Risk Control 6% Index	Strategy	-8.38%
S&P Pan Asia BMI 12-Month Realized Volatility Index	Indicators	36.91%
S&P Composite 1500 6-Month Realized Volatility Index	Indicators	80.14%
S&P Japan 500 3-Month Realized Volatility Index	Indicators	-5.78%
S&P South Africa 50 3-Month Realized Volatility Index	Indicators	32.1%
S&P South Africa 50 1-Month Realized Volatility Index	Indicators	9.46%
S&P MidCap 400 6-Month Realized Volatility Index	Indicators	46.05%
S&P SmallCap 600 1-Month Realized Volatility Index	Indicators	-12.59%
S&P SmallCap 600 6-Month Realized Volatility Index	Indicators	25.0%
S&P U.S. Multi-Asset Riskcasting 5% Target Volatility Index	Strategy	-8.7%
S&P South Africa 50 6-Month Realized Volatility Index	Indicators	24.24%
S&P U.S. Multi-Asset Riskcasting 4% Target Volatility 0.5% Decrement Index	Strategy	-7.15%
S&P Pan Asia BMI 1-Month Realized Volatility Index	Indicators	-2.51%
S&P South Africa 50 12-Month Realized Volatility Index	Indicators	29.37%