Global Sustainable 50 Dividend Yield Index

29 Mar Global Sustainable 50 Dividend Yield Index

Posted at 14:39h in Analytics, Global, Lapis Dividend Yield Indices by Lapis_am

Lapis Global Sustainable 50 Dividend Yield

Lapis Global Sustainable 50 Dividend Yield Index is composed of the top 50 worldwide sustainable companies based on an international recognised classification. The stocks are equally weighted with a market capitalization greater than USD 5 billion and with uninterrupted and continuously increasing dividend payments over the last 10 years. The Index is rebalanced on a quarterly basis (end of March, June, September and December).

index facts

Weighting Method	Rebalancing Frequency	Calculation Frequency	Calculation Currency	Launch Date	Initial Price	Nav	Last Update	cancel
Equal weighted	Quarterly: end of March, June, September, December	Daily	USD	01.01.2012	USD 100.-	338.03	31.07.2023

index facts

Weighting Method	Equal weighted	empty
Rebalancing Frequency	Quarterly: end of March, June, September, December
Calculation Frequency	Daily
Calculation Currency	USD
Launch Date	01.01.2012
Initial Price	USD 100.-
Nav 31.07.2023	338.03

PERFORMANCE

empty	2013	2014	2015	2016	2017
Index	27.59%	9.68%	-2.35%	7.44%	27.58%
Benchmark	23.44%	4.71%	-1.84%	8.49%	24.62%
	2018	2019	2020	2021	2022
Index	-7.39%	27.44%	7.28%	18.56%	-6.85%
Benchmark	-8.93%	27.30%	16.82%	19.04%	-17.96%
	YTD	1 Yr	3 Yr avg	since inception avg
Index	8.43%	8.26%	11.78%	11.09%
Benchmark	18.48%	13.49%	10.68%	10.36%

PERFORMANCE

empty	Index	Benchmark
2013	27.59%	23.44%
2014	9.68%	4.71%
2015	-2.35%	-1.84%
2016	7.44%	8.49%
2017	27.58%	24.62%
2018	-7.39%	-8.93%
2019	27.44%	27.30%
2020	7.28%	16.82%
2021	18.56%	19.04%
2022	-6.85%	-17.96%
YTD	8.43%	18.48%
1 Yr	8.26%	13.49%
3 Yr avg	11.78%	10.68%
since inception avg	11.09%	10.36%

Constituents

Sector Breakdown

Country Breakdown

RATIOS

Void	empty	2013	2014	2015	2016	2017	2018	2019	2020	2021	2022
P/E	Lapis Global Sustainable 50 DY Index	16.56	16.84	16.78	20.26	19.08	14.00	16.12	22.45	17.82	15.47
	Benchmark	16.78	17.22	19.45	20.91	20.48	14.89	19.75	31.97	21.59	15.71
P/S	Lapis Global Sustainable 50 DY Index	1.56	1.30	1.31	1.48	1.77	1.12	1.08	1.27	1.31	1.41
	Benchmark	1.31	1.35	1.43	1.49	1.71	1.41	1.72	2.14	2.26	1.72
Jensen Alpha	Lapis Global Sustainable 50 DY Index	3.50%	5.10%	-0.70%	-1.50%	1.90%	-0.90%	5.70%	-6.80%	5.80%	6.70%
Volatility	Lapis Global Sustainable 50 DY Index	10.12%	8.84%	13.39%	14.20%	6.76%	10.17%	8.42%	26.09%	8.99%	16.10%
	Benchmark	9.49%	8.83%	13.04%	12.78%	5.72%	12.54%	9.98%	28.02%	10.92%	19.70%
Dividend Yield	Lapis Global Sustainable 50 DY Index	3.17%	3.24%	3.87%	3.49%	3.26%	4.25%	3.86%	3.69%	3.14%	3.30%
	Benchmark	2.43%	2.52%	2.61%	2.50%	2.32%	2.76%	2.40%	1.83%	1.76%	2.38%

RATIOS

empty	P/E	Void
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2013	16.56	16.78
2014	16.84	17.22
2015	16.78	19.45
2016	20.26	20.91
2017	19.08	20.48
2018	14	14.89
2019	16.12	19.75
2020	22.45	31.97
2021	17.82	21.59
2022	15.47	15.71
empty	empty	empty
empty	P/S	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2013	1.56	1.31
2014	1.3	1.35
2015	1.31	1.43
2016	1.48	1.49
2017	1.77	1.71
2018	1.12	1.41
2019	1.08	1.72
2020	1.27	2.14
2021	1.31	2.26
2022	1.41	1.72
empty	empty	empty
empty	Jensen Alpha	empty
Void	Lapis Global Sustainable 50 DY Index	empty
2013	3.50%	empty
2014	5.10%	empty
2015	-0.70%	empty
2016	-1.50%	empty
2017	1.90%	empty
2018	-0.90%	empty
2019	5.70%	empty
2020	-6.80%	empty
2021	5.80%	empty
2022	6.70%	empty
empty	empty	empty
empty	Volatility	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2013	10.12%	9.49%
2014	8.84%	8.83%
2015	13.39%	13.04%
2016	14.20%	12.78%
2017	6.76%	5.72%
2018	10.17%	12.54%
2019	8.42%	9.98%
2020	26.09%	28.02%
2021	8.99%	10.92%
2022	16.10%	19.70%
empty	empty	empty
empty	Dividend Yield	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2013	3.17%	2.43%
2014	3.24%	2.52%
2015	3.87%	2.61%
2016	3.49%	2.50%
2017	3.26%	2.32%
2018	4.25%	2.76%
2019	3.86%	2.40%
2020	3.69%	1.83%
2021	3.14%	1.76%
2022	3.30%	2.38%