S&P launches indexes to measure risk premiums between asset classes

S&P index measures spread between gold and equity returns

Standard & Poor's (S&P) has created a series of indexes that will make the risk premiums that exist between different asset classes in the US directly investable for the first time.

The indexes track take a pair of sub-indexes and are calculated by going long one index and short the other. For example, the Equity Risk Premium measures the spread of US equities over the returns of long-term government bonds by going long the S&P 500 Futures Excess Return Index and short the S&P 30-Year US

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