About the SIX Strategy Indices
SIX provides several advanced strategy indices. This includes the VSMI, the SPI Multi Premia and other advanced strategies focusing on dividends, decrements, risk control and leverage.
Discover Our Indices
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SIX Decrement Indices
The SIX Decrement Indices replicate an investment in the underlying total return index less a constant decrement in the form of a fixed annualized percentage value or a fixed annualized index point value.
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SMI Risk Control, Leveraged, Dividend Points Indices
The SMI Risk Control is designed to balance the risk profile of an investment in the SMI while aiming to realize a given target volatility. Our Leveraged Indices encompass leverage, short and short leverage indices based on equity and bond indices as the underlying instruments. By publishing leveraged indices, SIX enables investors to replicate investment strategies in a transparent, rule-based and cost-efficient manner. Our Dividend Points Indices serve as underlying for standardized products and can be used for institutional investors to reduce dividend risk.
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SPI Multi and 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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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.
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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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SIX Currency Hedged Indices
SIX calculates a number of currency-hedged indices, which address the needs of investors who wish to replicate the returns of foreign currency denominated investment instruments in their own reference currency.
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SIX Rolling Futures Indices
The Rolling Futures indices are designed to track the performance of rolling futures contracts. This mechanism is used to help investors avoid the physical delivery of the underlying asset or the complexities of cash settlement.
Get Access to the SIX Indices
Do you want to include SIX Indices in your investment strategy? Learn more about the index data licensing from SIX.
SIX provides constituent level data including weights, selection lists, index preview and review information to allow you to track index changes and corporate actions for all index participants.
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All SIX Indices and BME Indices are the intellectual property (including registered trademarks) of SIX or BME. SIX and BME provide no warranty of any kind and exclude all liability (whether in negligence or otherwise) with respect to their usage. The use of SIX Indices and BME Indices and their pending or registered trademarks (®) as well as access to restrictive index data is governed by a license agreement. Information on licensing and the format of the disclaimer can be found on the SIX and BME website.