George Valantasis
Associate Director, Strategy Indices, S&P Dow Jones Indices
S&P 500 Low Volatility Index May 2023 Rebalance
Since the last rebalance for the S&P 500® Low Volatility Index on Feb. 17, 2023, the S&P 500 finished up 3.2% despite briefly dropping in mid-March during the collapse of Silicon Valley Bank. Exhibit 1 shows that during this period, the S&P 500 Low Volatility Index underperformed the S&P 500 by 4.3%. This divergence is…
- Categories Factors
- Tags factors, Low Vol, low volatility, S&P 500 Low Volatility Index, sectors, smart beta, US FA
- Categories
- Factors
Expanding the Dividend Aristocrats Ecosystem with ESG Screening and FMC Weighting
Amid rising interest rates and the uncertain macroeconomic environment last year, dividend-focused strategies received substantial inflows throughout 2022. On top of these recent macroeconomic trends is also the longer-term, structural development of increasing investor demand for investments that align with their personal and societal values. Against this backdrop, S&P Dow Jones Indices (S&P DJI) recently…
- Categories ESG, Factors, Strategy
- Tags Dividend Aristocrats, dividend yield, dividends, ESG, factors, S&P ESG High Yield Dividend Aristocrats FMC Weighted Index, S&P International Developed Ex-North America & Korea ESG Dividend Aristocrats FMC Weighted Index, S&P/TSX Canadian ESG Dividend Aristocrats FMC Weighted Index, strategy
The Dow Jones Dividend 100 Indices Part 2: Strong Fundamentals and the Benefits of Diversification
In part one of this series, we highlighted how the stringent dividend sustainability and quality screens of the Dow Jones U.S. Dividend 100 Index and Dow Jones International Dividend 100 Index may have led to their outperformance in 2022 and other inflationary periods. In this installment, we will analyze the positive effects that these screens…
The Dow Jones Dividend 100 Indices Part 1: A Focus on Dividend Sustainability and Quality
Looking back, 2022 was an impressive year for passive dividend indices, both with respect to performance and inflows on the back of rising interest rates. The Dow Jones U.S. Dividend 100 Index and Dow Jones International Dividend 100 Index were two of the standout performers, which may be due to their emphasis on strong fundamentals…
S&P ESG High Yield Dividend Aristocrats Index – Adding a Layer of Sustainability via ESG Screening
High-dividend-yielding stocks have been prevalent in 2022, as rising interest rates have put downward pressure on long duration assets. At the same time, market participants are increasingly seeking to align investments with their personal and societal values. The S&P ESG High Yield Dividend Aristocrats® Index may be a strategy that checks both of these boxes….
The Case for Dividend Aristocrats in Pan Asia
During a time of acute monetary policy tightening throughout much of the western world, major Asian central banks have remained relatively more accommodative. In China, the People’s Bank of China cut its key five-year prime loan rate last week1 after cutting it only a few months ago in May. In addition to the looser monetary…
Dividend Growers in Inflationary Environments
With inflation being a major issue in the current economy, consumers are increasingly looking for ways to combat their loss of purchasing power. One way to achieve this is to have sources of income that keep pace with, or even exceed, the inflation rate. Over the past four decades, dividends have played an increasing role…
Introducing the S&P 500 ESG Dividend Aristocrats Index
Investors are increasingly aspiring to align their investment objectives with their personal and societal values. At the same time, dividends are at the top of investors’ minds, as monetary policies tighten globally and volatility in the financial markets increases. In light of these trends, S&P Dow Jones Indices (S&P DJI) recently launched the S&P 500®…