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 trillion
benchmarked to the index, with index assets comprising approximately USD 1.9 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, it’s 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 www.spdji.com.
AS OF FEBRUARY 27, 2015 www.spdji.com index_services@spdji.com BLOOMBERGSM SPX <GO>
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
TOTAL RETURNS
3,866.42 5.75% 2.31% 2.57% 15.51% 18.00% 16.18% 7.99%
PRICE RETURNS
2,104.50 5.49% 1.79% 2.21% 13.18% 15.50% 13.76% 5.75%
NET TOTAL RETURNS
3,528.15 5.67% 2.16% 2.47% 14.80% 17.25% 15.45% 7.31%
Calendar Year Performance
2014 2013 2012 2011 2010 2009 2008 2007 2006 2005
TOTAL RETURNS
13.69% 32.39% 16.00% 2.11% 15.06% 26.46% -37.00% 5.49% 15.79% 4.91%
PRICE RETURNS
11.39% 29.60% 13.41% 0% 12.78% 23.45% -38.49% 3.53% 13.62% 3.00%
NET TOTAL RETURNS
12.99% 31.55% 15.22% 1.47% 14.37% 25.55% -37.45% 4.90% 15.14% 4.33%
AS OF FEBRUARY 27, 2015 www.spdji.com index_services@spdji.com BLOOMBERGSM SPX <GO>
Equity
S&P 500®
Risk
ANNUALIZED RISK ANNUALIZED RISK-ADJUSTED RETURNS
3 YRS 5 YRS 10 YRS 3 YRS 5 YRS 10 YRS
STD DEV
9.50% 13.08% 14.76% 1.89 1.24 0.54
Risk is defined as standard deviation calculated based on total returns using monthly values.
Fundamentals
P/E [TRAILING] P/E [PROJECTED] P/B DIVIDEND YIELD P/SALES P/CASH FLOW
18.61 17.71 2.64 1.99% 1.71 25.57
P/E (Projected) and Dividend Yield are as of February 27, 2015; P/E (Trailing), P/B, P/Sales, and P/Cash Flow are as of September 30, 2014.
Index Characteristics
NUMBER OF CONSTITUENTS 502
CONSTITUENT MARKET CAP [ USD MILLION ]
MEAN TOTAL MARKET CAP 39,363.09
LARGEST TOTAL MARKET CAP 753,397.35
SMALLEST TOTAL MARKET CAP 2,961.53
MEDIAN TOTAL MARKET CAP 19,121.70
WEIGHT LARGEST CONSTITUENT [%] 4.0
WEIGHT TOP 10 CONSTITUENTS [%] 17.4
Top 10 Constituents By Index Weight
CONSTITUENT SYMBOL SECTOR*
Apple Inc. AAPL Information Technology
Exxon Mobil Corp XOM Energy
Microsoft Corp MSFT Information Technology
Johnson & Johnson JNJ Health Care
Berkshire Hathaway B BRK.B Financials
General Electric Co GE Industrials
Wells Fargo & Co WFC Financials
Procter & Gamble PG Consumer Staples
JP Morgan Chase & Co JPM Financials
Pfizer Inc PFE Health Care
*Based on GICS® sectors
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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 [%]
United States 502 19,760,271.61 100.0
Tickers
TICKER REUTERS
PRICE RETURNS SPX .SPFIV
TOTAL RETURNS SPXT .SPXT
NET TOTAL RETURNS SPTR500N .SPXNTR
AS OF FEBRUARY 27, 2015 www.spdji.com index_services@spdji.com BLOOMBERGSM SPX <GO>
Equity
S&P 500®
Related Products
This is a complete list of all ETFs and ETNs currently linked to this selection of indices. While we have tried to include all ETFs and ETNs, we do not
guarantee the completeness of such list. S&P Dow Jones Indices does not sponsor, endorse, sell, promote or manage any product linked to our indices.
PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER
Amundi ETF S&P 500 ETF EN Paris 500 FP
Barclays ETN+long B Leveraged ETN Linked to S&P 500 ETN U.S. BXUB US
Barclays ETN+long C Leveraged ETN Linked to S&P 500 ETN U.S. BXUC US
Barclays ETN+short B Leveraged ETN Linked to S&P 500 ETN U.S. BXDB US
BetaShares S&P 500 Yield Maximiser Fund ETF ASE UMAX
BMO S&P 500 ETF ETF Toronto ZSP CN
Bosera Standard and Poor's 500 ETF ETF Shanghai Stock 513500
Calamos Focus Growth ETF ETF NASDAQ CFGE
ComStage ETF S&P 500 ETF Xetra ETF C012 GR
CS ETF (IE) on S&P 500 ETF SIX Swiss Exchange CSSPX SW
db x-trackers S&P 500 ETF London XSPX LN
Direxion Daily S&P 500 Bear 3X Shares ETF NYSE Arca SPXS
Direxion Daily S&P 500 Bull 2X Shares ETF NYSE Arca SPUU
Direxion Daily S&P 500 Bull 3X Shares ETF NYSE Arca SPXL
Guggenheim BulletShares 2022 High Yield Corporate Bond ETF ETF NYSE Arca BSJM
Guggenheim BulletShares 2023 Corporate Bond ETF ETF NYSE Arca BSCN
Guggenheim BulletShares 2024 Corporate Bond ETF ETF NYSE Arca BSCO
Horizons BetaPro S&P 500 Inverse ETF ETF Toronto HIU CN
Horizons BetaPro S&P 500® Bear Plus ETF ETF Toronto HSU CN
Horizons BetaPro S&P 500® Bull Plus ETF ETF Toronto HSD CN
Horizons Universa US Black Swan ETF ETF Toronto HUS/U CN
HSBC ETF S&P 500 ETF London HSPX LN
iPath Long Extended S&P 500 TR Index ETN ETN U.S. SFLA US
iShares Core S&P 500 ETF ETF NYSE Arca IVV
iShares S&P 500 (Acc) ETF London SACC LN
iShares S&P 500 AUD Hedged ETF ETF Australia IHVV
iShares S&P 500 Index ETF ETF Toronto XUS CN
iShares S&P 500 Index Fund ETF London IUSA LN
It Now S&P500 TRN Fundo de Indice ETF Brazil SPXB11
Listed Index Fund US Equity (S&P 500) ETF Tokyo 1547 JP
Lyxor ETF S&P 500 ETF London LSPU LN
LYXOR UCITS ETF S&P 500 Daily Hedged D-EUR ETF EN Paris SP5H FP
Maybank US ETF ETF Thailand MUS
PowerShares S&P 500 BuyWrite Portfolio ETF NYSE Arca PBP
S&P 500 Source ETF ETF London SPXS LN
S&P 500 SPDR ETF NYSE Arca SPY
S&P 500 THEAM Easy UCITS ETF - C EUR ETF EN Paris ESE FP
S&P 500 THEAM Easy UCITS ETF - C/D USD ETF EN Paris ESDD FP
S&P 500 THEAM Easy UCITS ETF - USD ETF EN Paris ESD FP
Short S&P 500 ProShares ETF NYSE Arca SH
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Equity
S&P 500®
PRODUCT NAME PRODUCT TYPE EXCHANGE TICKER
Source S&P 500 UCITS ETF EUR Hedged ETF Germany E500
SPDR S&P 500 ETF ETF Xetra ETF SPY5 GR
UBS ETFs plc - MAP Balanced 7 UCITS ETF SF ETF SIX Swiss Ex M7USAS
UBS ETFs Plc - S&P 500 Index ETF SIX Swiss Exchange S5USAS SW
Ultra S&P500 ProShares ETF NYSE Arca SSO
UltraPro S&P500 ETF NYSE Arca UPRO
UltraPro Short S&P500 ETF NYSE Arca SPXU
Ultrashort S&P 500 Proshares ETF NYSE Arca SDS
Vanguard S&P 500 ETF ETF London VUSA LN
Vanguard S&P 500 ETF ETF NYSE Arca VOO
Vanguard S&P 500 Index ETF ETF Toronto VFV CN
AS OF FEBRUARY 27, 2015 www.spdji.com index_services@spdji.com BLOOMBERGSM SPX <GO>
Equity
S&P 500®
Disclaimer
Source: S&P Dow Jones Indices LLC.
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 a
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.
© S&P Dow Jones Indices LLC, a part of McGraw Hill Financial 2015. All rights reserved. Redistribution, reproduction and/or photocopying in whole or in
part are prohibited without the written permission of S&P Dow Jones Indices. Standard & Poor's and S&P are registered trademarks of Standard &
Poor's Financial Services LLC ("S&P"), a part of McGraw Hill Financial, Inc. Dow Jones is a registered trademark of Dow Jones Trademark Holdings LLC
("Dow Jones"). S&P Dow Jones Indices LLC, Dow Jones, S&P and their respective affiliates ("S&P Dow Jones Indices") make 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 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 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. It is not possible to invest directly in an index. S&P
Dow Jones Indices may receive compensation in connection with licensing its indices to third parties. Exposure to an asset class represented by an
index is available through investable instruments offered by third parties that are based on that index. S&P Dow Jones Indices does not sponsor,
endorse, sell, promote or manage any investment fund or other investment vehicle that seeks to provide an investment return based on the
performance of any Index. S&P Dow Jones Indices LLC is not an investment advisor, and S&P Dow Jones Indices makes no representation regarding
the advisability of investing in any such investment fund or other investment vehicle. For more information on any of our indices please visit www.spdji.
com.
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