Discover Our Strategy Indices
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SIX Decrement Indices
The Decrement Indices replicate an investment in the underlying Total Return index (e.g. SMI TR) less a constant Decrement in the form of a fixed annualized percentage value or a fixed annualized index point value.
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SPI Multi/Single Premia
The SPI Multi Premia index family comprises seven SPI Single Premia indices and one SPI Multi Premia index with the goal of diversification over several sources of return. The underlying securities universe is based on the SPI.
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Leveraged
The leveraged indices encompass leverage, short and short leverage indices based on equity and bond indices as the underlying instruments. By publishing leveraged indices, SIX Swiss Exchange enables investors to replicate investment strategies in a transparent, rule-based and cost-efficient manner.
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SPI Select Dividend 20
The SPI® Select Dividend 20 index includes the 20 stocks which represent the highest-yielding companies with a stable dividend paying record and solid profitability from all stocks in the SPI® index.
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Dividend Points
Dividend Point indices serve as underlyings for standardised products and can be used for institutional investors to reduce dividend risk.
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VSMI Volatility
The VSMI model has the objective of making it possible to trade pure volatility. To accomplish that, the index reflects a portfolio that does not react to price fluctuations but rather only to changes in volatility.
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SMI Risk Control
The SMI Risk Control RV (realized volatility) indices are designed to balance the risk profile of an investment in the SMI index while aiming to realize a given target volatility.
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SIX Currency Hedged Indices
The Currency Hedged Indices aim to replicate the performance of the underlying unhedged indices, net of the effects from the fluctuations of the components’ currencies against the currency the index is hedged into. The currency risk is offset by entering 1-month currency forward positions.