Schroders Global Compass Index
Navigating global market opportunitiesIndex summary
The Schroders Global Compass Index is a global multi-asset index that uses a dynamic allocation to seek positive return opportunities amid changing market conditions. The Index utilizes a rules-based approach to allocate across multiple asset classes, including global equities, government bonds, and energy commodities.
Designed to generate steady returns while mitigating volatility, the Index is built upon three key principles:
- Diversified exposure: Invests in a diversified range of underlying markets to gain exposure to global multi-asset opportunities;
- Dynamic allocation: Employs an innovative and continuous momentum signal to dynamically allocate across underlying components and adapt to various market conditions; and
- Risk management: Utilizes a risk management mechanism, as well as daily monitoring and rebalancing, to mitigate risk and smooth out returns.
Source: Schroders. There is no guarantee these objectives will be achieved.
Key information
Bloomberg ticker
SCHRGCI
Launch date
June 25, 2024
Type of return
Excess return
Volatility target
8%
Calculation agent
Bloomberg
Maintenance fee
0.5% p.a. deducted daily
Performance
View performance history and real-time data (Bloomberg)
Index | |
|---|---|
YTD return | -1.75% |
1-year return | -5.69% |
3-year (ann.) return | 4.10% |
5-year (ann.) return | 7.37% |
10-year (ann.) return | 6.50% |
10-year volatility | 7.54% |
10-year Sharpe ratio | 0.86 |
Full period (ann.) return | 6.67% |
Past performance is no guarantee of future results. For illustrative purposes only.
Source: Schroders, as of March 31, 2025. Data reflects simulated backtested performance results from July 29, 2005 through the Index launch date of June 25, 2024, and actual performance results thereafter. Index performance shown on an excess return basis and includes a 50 bps annual index maintenance fee which is deducted daily. It is not possible to invest directly in an index. The hypothetical results shown must be considered as no more than an approximate representation of a portfolio’s performance, not as indicative of how it would have performed in the past or may perform in the future. It is the result of statistical modeling, with the benefit of hindsight, based on a number of assumptions and there are a number of material limitations on the retrospective reconstruction of any performance results from performance records. Actual results will vary. Indices are unmanaged. Taking short positions in any asset or the use of leverage may amplify rising as well as decreasing market movements. As a result, negative market conditions may translate into amplified Index losses. Definitions: Volatility: A statistical measure of the fluctuations of a security’s price. It can also be used to describe fluctuations in a particular market. High volatility is an indication of higher risk. Sharpe ratio: A measure of risk-adjusted performance. The higher the ratio, the better risk-adjusted performance has been.
Documents
Important information
All investments involve risk including the loss of principal.
The Schroders Global Compass Index (the “Index”) is the exclusive property of Schroder Investment Management North America Inc. (together with its affiliates, “Schroders“). Although Schroders shall obtain information from sources that Schroders considers reliable, Schroders does not guarantee the accuracy and/or the completeness of any of this information. Schroders does not guarantee that the Index will not deviate from its stated methodology. The Index and data are the exclusive property of Schroders and may not be used in any way without the express written permission of Schroders. Schroders is not obligated to license the Index to anyone.
Neither Schroders nor any other party (including without limitation any calculation agents or data providers) makes any representation or warranty, express or implied, regarding the advisability of purchasing, using or referencing the Index. Schroders does not have any obligation or liability to owners of any products that use or reference the Index in connection with the administration or marketing of such products, and neither Schroders nor any other party guarantees or accepts any liability with respect to the quality, accuracy and/or the completeness of the Index, its calculation, its valuation or any data included therein. In no event shall any investors in such products be deemed to be a client of Schroders.
Prior to purchasing any products linked to (or based on) the Index, investors and consumers should seek independent financial, tax, accounting and legal advice.
BLOOMBERG is a trademark and service mark of Bloomberg Finance L.P. Bloomberg Finance L.P. and its affiliates (collectively, “Bloomberg”) are not affiliated with Schroders. Bloomberg’s association with Schroders is to act as the administrator and calculation agent of the Schroders Global Compass Index (the “Index”), which is the property of Schroders. Bloomberg does not guarantee the timeliness, accurateness, or completeness of the Index or any data or information relating thereto and shall have no liability in connection with the Index or any data or information relating thereto.
All data for the Index prior to launch date represents the application of the Index methodology by Bloomberg in order to reconstruct hypothetical historical data. This backtested, hypothetical, historical data has inherent limitations and is provided for illustrative purposes only. The hypothetical results shown must be considered as no more than an approximate representation of the Index performance, not as indicative of how it would have performed in the past or may perform in the future. It is the result of statistical modeling, with the benefit of hindsight, based on a number of assumptions and there are a number of material limitations on the retrospective reconstruction of any performance results from performance records. Actual results will vary. Indices are unmanaged.