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Key Terms<\/p>\n
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\n rules-based
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\n technical
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A rules-based approach follows a fixed set of clear, prewritten instructions for making decisions\u2014such as buying, selling, or rebalancing investments\u2014rather than relying on human judgment or ad-hoc choices. For investors it matters because it creates consistency, reduces emotional bias, and makes outcomes easier to backtest and explain; think of it like a recipe that produces the same dish each time if you follow the steps.<\/p>\n
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\n 06\/24\/2026 – 09:55 AM
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\nThe new index extends the Shiller Barclays CAPE\u00ae methodology to U.S. small and mid-cap (SMID) equities, offering systematic sector exposure with a value-oriented bias.<\/p>\n
LONDON & NEW YORK–(BUSINESS WIRE)–
\nBarclays today announced the launch of the Shiller Barclays CAPE\u00ae US SMID Sector Index, expanding its long-standing Shiller Barclays CAPE\u00ae index family to U.S. small and mid-cap equities.<\/p>\n
\nThe index is designed to provide systematic exposure to U.S. SMID equity sectors using the Cyclically Adjusted Price Earnings (CAPE\u00ae) methodology developed by economist Professor Robert Shiller, targeting long term value opportunities across market cycles while incorporating momentum signals to help mitigate value traps.<\/p>\n
\nU.S. small and mid-cap equities have historically exhibited distinct valuation and revenue characteristics compared with large cap stocks, including greater exposure to domestic economic activity and differing valuation dynamics. In an environment of elevated market concentration and widening valuation dispersion, investors have increasingly reassessed allocations beyond traditional large cap indexes.<\/p>\n
\nThe Shiller Barclays CAPE\u00ae US SMID Sector Index adapts the established Shiller Barclays CAPE\u00ae sector framework previously applied across U.S. large cap, global, European and Japanese equity markets to the SMID universe. It evaluates a defined set of U.S. SMID sectors using relative CAPE\u00ae measures and momentum indicators, selecting a subset of sectors and rebalancing at regular intervals in line with transparent, rules-based mechanics.<\/p>\n
\nThe index is built on custom MSCI USA SMID Sector Indexes developed by MSCI, which provide the underlying sector universe for the Shiller Barclays CAPE\u00ae methodology.<\/p>\n
\nBenedict Redmond, Managing Director, Head of EMEA QIS Structuring: \u201cThe US mid and small cap area present an interesting opportunity for investors to get a different exposure to US markets. We are excited to see that our successful strategy, built together with Professor Shiller and team, can again provide investors a way to potentially outperform the wider market and be selective around what sectors they are exposed to.\u201d<\/p>\n
\nRobert J. Shiller, Sterling Professor Emeritus of Economics, Yale University: \u201cMuch of the innovation that shapes the future economy begins in US smaller and mid-sized companies before it becomes widely recognized. This new index reflects the idea that careful attention to valuation, using the CAPE Ratio, may help investors gain exposure to parts of the American economy where entrepreneurial activity and long-term growth opportunities may exist.”<\/p>\n
\nAxel Kilian, Chief Client Officer, MSCI: “The expansion of this index family into U.S. small and mid-cap equities is an exciting next step for one of the most academically distinguished index methodologies. We have invested significantly in creating and maintaining the long-dated sector data that makes this step possible, and we are proud that our custom MSCI USA SMID Sector Indexes provide the foundation for this launch.\u201d<\/p>\n
\nAbout Barclays<\/p>\n
\nOur vision is to be the UK-centred leader in global finance. We are a diversified bank with comprehensive UK consumer, corporate and wealth and private banking franchises, a leading investment bank and a strong, specialist US consumer bank. Through these five divisions, we are working together for a better financial future for our customers, clients and communities. For further information about Barclays, please visit our website home.barclays<\/a><\/p>\n View source version on businesswire.com: https:\/\/www.businesswire.com\/news\/home\/20260624185889\/en\/<\/a><\/p>\n<\/p>\n