Your partner in
custom index solutions
Our professionals work in highly-disciplined, cross-functional teams to provide the market intelligence and creative strategies clients need to thrive in an ever-changing environment.
Quality credit
We have the highest credit rating among major global banks, and as a Canadian bank, we are a part of the world’s soundest banking system.
Customization
We work closely with our clients to develop customized systematic strategies to meet their needs.
Experience
We have been a provider of systematic strategies for over 10 years with an established and scalable institutional platform across all major assets. Our expertise allows us to deliver in record time and with operational excellence.
Capacity
We have deep capacity for diverse exposures across asset classes: commodities, equities, foreign exchange and interest rates.
- CIBC WisdomTree Siegel Strategic Value Index™CIBQWS6E
- CIBC WisdomTree Siegel Equity Value Index™ Series IICIBZSEVI
- CIBC Balanced Asset 10 Index™CIBQB10E
- CIBC Balanced Asset 5 Index™CIBQB05E
- RBA Select Equity Yield CIBC IndexCMRBEYTR
- RBA Select Equity Yield CIBC 15% IndexCMRBEY15
- RBA Select Equity Yield CIBC 5% IndexCMRBEY5E
- CIBC Human Capital Index™CIBCHCT
Overview
This innovative quantitative investment strategy leverages decades of experience and insight, leading index construction, and objective asset allocation processes from three prominent industry leaders. Backed by the highly-acclaimed work of Professor Jeremy J. Siegel, Senior Investment Strategy Advisor, WisdomTree Investments Inc., the CIBC WisdomTree Siegel Strategic Value Index™ seeks to provide excess returns through a unique set of proprietary volatility controls. As opposed to using traditional valuation metrics like book value or price-to-earnings ratios, the Index bases its investment approach on the ratio of operating earnings and total enterprise value as more reliable measures of valuation.
Key Features
- CurrencyUSD
- Inception dateOctober 2002
- GeographyU.S.
- Launch dateDecember 2018
- Maintenance fees0.20%
Overview
The CIBC WisdomTree Siegel Equity Value Index™ Series II is designed to systematically leverage proven investment strategies with the aim to provide total returns through a selection of undervalued ETFs. As opposed to using traditional valuation metrics like book value or price-to-earnings ratios, the Index bases its investment approach on the ratio of operating earnings and total enterprise value as more reliable measures of valuation. This systematic, rules-based index is backed by the highly-acclaimed work of Professor Jeremy J. Siegel, Senior Investment Strategy Advisor, WisdomTree Investments Inc.
Key Features
- CurrencyUSD
- Inception dateOctober 2002
- GeographyU.S.
- Launch dateDecember 2018
- Maintenance fees0.35% p.a.
Overview
The CIBC Balanced Asset 10 Index™ leverages a classic 60/40 approach to portfolio allocation in combination with rebalancing and volatility control features. The CIBC Balanced Asset 10 Index™ seeks to provide excess returns across market conditions through a tactical combination of equity and fixed income ETFs developed by BlackRock. Through the 60% equity ETF exposure, the Index targets consistent returns over time and across market conditions, while the 40% fixed income ETF allocation seeks to moderate the overall risk of the portfolio.
Key Features
- CurrencyUSD
- Inception dateOctober 2003
- GeographyU.S.
- Launch dateAugust 2019
- Maintenance fees0.85% p.a.
Overview
The Balanced Asset 5 Index™ from CIBC Capital Markets, a leading North American financial institution at the forefront of index construction. By leveraging a classic 60/40 approach to portfolio allocation in combination with rebalancing and volatility control features, the Balanced Asset 5 Index™ seeks to provide excess returns across market conditions through a tactical combination of equity and fixed income ETFs developed by BlackRock.
Key Features
- CurrencyUSD
- Inception dateOctober 2003
- GeographyU.S.
- Launch dateJune 2020
- Maintenance fees0.85% p.a.
Overview
The RBA Select Equity Yield CIBC Index focuses on 100 of the top U.S. dividend-paying stocks through a methodology based on leading market research and fundamental analysis of financial factors. This systematic rules-based, quantitative investment strategy seeks to enhance returns by selecting certain large cap U.S. equities whose dividends are reliable and sustainable. The rules-based strategy was developed together with Richard Bernstein Advisors LLC (RBA) - a prominent provider of innovative, research-driven investment solutions. Richard Bernstein founded RBA in 2009, bringing his expert knowledge of equity management, style investing, and asset allocation to clients through investment strategies.
Key Features
- CurrencyUSD
- Inception dateJuly 2006
- GeographyU.S.
- Launch dateFebruary 2020
- Maintenance feesN/A
Overview
The RBA Select Equity Yield CIBC 15% Index focuses on 100 of the top U.S. dividend-paying stocks through a methodology based on leading market research and fundamental analysis of financial factors. This systematic rules-based, quantitative investment strategy seeks to enhance returns by selecting certain large cap U.S. equities whose dividends are reliable and sustainable. The rules-based strategy was developed together with Richard Bernstein Advisors LLC (RBA) - a prominent provider of innovative, research-driven investment solutions. Richard Bernstein founded RBA in 2009, bringing his expert knowledge of equity management, style investing, and asset allocation to clients through investment strategies.
Key Features
- CurrencyUSD
- Inception dateOctober 2002
- GeographyU.S.
- Launch dateDecember 2018
- Maintenance fees0.20%
Overview
The RBA Select Equity Yield CIBC 5% Index focuses on 100 of the top U.S. dividend-paying stocks through a methodology based on leading market research and fundamental analysis of financial factors. This systematic rules-based, quantitative investment strategy seeks to enhance returns by selecting certain large cap U.S. equities whose dividends are reliable and sustainable. The rules-based strategy was developed together with Richard Bernstein Advisors LLC (RBA) - a prominent provider of innovative, research-driven investment solutions. Richard Bernstein founded RBA in 2009, bringing his expert knowledge of equity management, style investing, and asset allocation to clients through investment strategies
Key Features
- CurrencyUSD
- Inception dateJuly 2006
- GeographyU.S.
- Launch dateJuly 2020
- Maintenance feesN/A
Overview
The CIBC Human Capital Index represents a broadly diversified long-only large-cap strategy designed to provide exposure to companies identified as having strong corporate cultures. The Index is suitable as a diversified core holding for ESG-sensitive investors who wish to hold companies with strong employer employee relationships, or as a pure tactical play for exposure to the ‘Human Capital Factor.’ This innovative quantitative investment strategy was developed together by CIBC Capital Markets and renowned behavioral economist Professor Dan Ariely, Ph.D., and Co-Founder, Irrational Capital.
Key Features
- CurrencyUSD
- Inception dateFebruary 2014
- GeographyU.S.
- Launch dateOctober 2018
- Maintenance feesN/A
The CIBC Difference
We are a strong global counterparty focused on delivering a range of integrated services and bespoke execution options built on innovative thinking and leading technology to meet the unique needs of our clients around the world.
We are guided by our purpose and principles to help make your ambition a reality, creating a more secure, equitable and sustainable future.
CIBC (CM: TSX, NYSE) is a leading North American financial institution committed to creating enduring value for all our stakeholders, clients, team, communities and shareholders.
Across Personal and Business Banking, Commercial Banking and Wealth Management, and Capital Markets businesses, our 48,000 employees provide a full range of financial products and services to 14 million personal banking, business, public sector and institutional clients in Canada, the U.S. and around the world.
Headquartered in Canada, we are rated A+ by Standard & Poor’s Ratings Services, Aa2 by Moody’s Investor Service and AA by Fitch Ratings.
With offices throughout North America and other major financial centres, we are widely recognized as a strong global financial institution with more than $975 billion in assets and a market capitalization of over $45 billion.
| Empty spacer | DBRS | Moody’s | Standard & Poor’s | Fitch |
|---|---|---|---|---|
| Issuer / counterparty | AA | Aa2 | A+ | AA |
| Bail-In senior | AA (low) | A2 | A- | AA- |
| Short term | R-1 (high) | P-1 | A-1 | F1+ |
| Outlook | Stable | Stable | Stable | Stable |
An all-encompassing approach to index solutions.
No matter how complex your needs are, our diverse range of index strategies, underpinned by the deep expertise of our investment specialists and sophisticated quantitative models, can be tailored to your distinct objectives.
Our cost-efficient, customizable index solutions provide easy access to investment themes, and allow for efficient, passive execution with daily liquidity.
With a focus on monetizing market views across asset classes, sectors and geographies, we specialize in the development of bespoke solutions designed to match clients’ specific objectives and risk tolerance.
A comprehensive range of dynamic strategies across asset classes, themes and solutions.
Full development and efficient execution of client-owned systematic strategies with complete IP protection.