Rupert Watts
Head of Factors and Dividends, S&P Dow Jones Indices
Can Active Managers Outsmart the S&P 500 Dividend Aristocrats?
Underperformance of many active managers against their broad market benchmarks has been well documented.1 However, we thought it would be interesting to apply this comparison specifically to the dividend market. In this blog, we will examine how the S&P 500® Dividend Aristocrats® stacks up against actively managed U.S. equity income funds. Recognized as one of…
Clean Energy Demand Fueled by Inflation Reduction Act
On Aug. 16, 2022, President Joe Biden signed the Inflation Reduction Act into law, which includes the largest ever climate-related investment by the U.S. federal government. Devoting USD 370 billion to climate and energy programs, the act commits the U.S. to a roughly 40% emissions reduction by 2030. This landmark bill is the latest example…
Putting the Pedal to the Metal: The S&P Global Core Battery Metals Index
While electric vehicles have been attractive to environmentally conscious consumers for several decades, in recent years, they have come into their own as innovation has made them more accessible and practical. With the current prices at the pump, now more than ever, consumers are turning to electric vehicles as a greener and more economical option….
Simplicity Yields Outperformance: The S&P 500 Low Volatility High Dividend Index
Last week, the S&P 500® officially entered a bear market, dropping more than 20% from its record close in January. However, not all equity indices suffered comparable losses, and one such example is the S&P 500 Low Volatility High Dividend Index. In fact, this index has outperformed by a wide margin so far in 2022….
S&P QVM Top 90% Indices: Looking under the Hood of the March 2022 Rebalance
Since their launch in April 2021, the S&P Quality, Value, and Momentum Top 90% Multi-factor Indices (the “S&P QVM Top 90% Indices”) have been a great addition to our multi-factor lineup. These indices are designed to track companies in the top 90% of their respective underlying index universe, ranked by their multi-factor score. To support…
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- Tags factors, institutional investor, momentum, Multi-Factor, multi-factor indices, multi-factor strategy, quality, QVM, S&P 500 QVM Top 90% Index, S&P MidCap 400 QVM Top 90% Index, S&P Quality Value & Momentum Top 90% Multi-factor Indices, S&P QVM Top 90%, S&P SmallCap 600 QVM Top 90% Index, value
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S&P 500 Dividend Aristocrats: Defensive Attributes, Growing Dividends, and Competitive Yields
Driven primarily by the U.S. Federal Reserve’s plan to tighten monetary policy and curb inflation, and compounded by geopolitical tensions and earnings, the S&P 500® finished January down 5.26%. Market participants contemplating how to position themselves for the path ahead should not overlook dividend growth strategies such as the S&P 500 Dividend Aristocrats®. To be…
Risk Parity Act Two: Presenting the S&P Risk Parity 2.0 Indices
While the rationale behind risk parity is well understood, the implementation frameworks often differ. For example, some implementations are purely passive while others are more active, the way risk is defined can differ, and the underlying instruments used can vary. In 2018, the S&P Risk Parity Indices became the first transparent, rules-based benchmarks offered in…
The S&P Dividend Growers Indices: Examination of Risk, Return and Down-Market Performance
This blog, the final in a series of three, reviews the performance of the new S&P Dividend Growers Indices and highlights some of their defensive characteristics. They are designed to track companies with consistently increasing dividends while excluding the top 25% highest-yielding eligible companies. Only companies that increase dividends consecutively for at least 10 and…
Introducing the S&P QVM Top 90% Multi-factor Indices
Earlier this year, S&P DJI launched three S&P Quality, Value, and Momentum Top 90% Multi-factor Indices (the “S&P QVM Top 90%” Indices) across our large-cap, mid-cap, and small-cap universes. Each of these indices is tracked by an ETF. Compared to S&P DJI’s other flagship multi-factor indices, this new series represents a differentiated approach to multi-factor…
- Categories Factors
- Tags Canada FA, factors, momentum, Multi-Factor, quality, QVM, S&P QVM Top 90%, strategy, topposts2021, US FA, value
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The S&P Systematic Global Macro Index – Trending to New Highs
The S&P Systematic Global Macro Index (S&P SGMI) is a trend-following strategy that takes long or short positions in 37 constituent futures across equites, commodities, fixed income, and FX. In 2020, the S&P SGMI did particularly well during the COVID-19-related drawdowns, finishing March up 11.3%, and closing the year at an all-time high. Thus far…