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 31.05.2022
Equal weighted	Quarterly: end of March, June, September, December	Daily	USD	01/01/2012	USD 100.-	317,89

index facts

Weighting Method	Equal weighted
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 31.05.2022	317,89

PERFORMANCE

empty	2012	2013	2014	2015	2016
Index	18,41%	27,59%	9,68%	-2,35%	7,44%
Benchmark	16,49%	23,44%	4,71%	-1,84%	8,49%
	2017	2018	2019	2020	2021
Index	27,58%	-7,39%	27,44%	7,28%	18,56%
Benchmark	24,62%	-8,93%	27,30%	16,82%	19,04%
	YTD	1 Yr	3 Yr avg	since inception avg
Index	-4,82%	1,43%	11,80%	11,74%
Benchmark	-12,64%	-6,33%	11,64%	10,44%

PERFORMANCE

empty	Index	Benchmark
2012	18,41%	16,49%
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%
YTD	-4,82%	-12,64%
1 Yr	1,43%	-6,33%
3 Yr avg	11,80%	11,64%
since inception avg	11,74%	10,44%

Constituents

Sector Breakdown

Country Breakdown

RATIOS

Void	empty	2012	2013	2014	2015	2016	2017	2018	2019	2020	2021
P/E	Lapis Global Sustainable 50 DY Index	14,42	16,56	16,84	16,78	20,26	19,08	14,00	16,12	22,45	17,82
	Benchmark	15,42	16,78	17,22	19,45	20,91	20,48	14,89	19,75	31,97	21,59

P/S	Lapis Global Sustainable 50 DY Index	1,40	1,56	1,30	1,31	1,48	1,77	1,12	1,08	1,27	1,31
	Benchmark	1,08	1,31	1,35	1,43	1,49	1,71	1,41	1,72	2,14	2,26

Jensen Alpha	Lapis Global Sustainable 50 DY Index	2,10%	3,50%	5,10%	-0,70%	-1,50%	1,90%	-0,90%	5,70%	-6,80%	5,80%

Volatility	Lapis Global Sustainable 50 DY Index	12,44%	10,12%	8,84%	13,39%	14,20%	6,76%	10,17%	8,42%	26,09%	8,99%
	Benchmark	12,49%	9,49%	8,83%	13,04%	12,78%	5,72%	12,54%	9,98%	28,02%	10,92%

Dividend Yield	Lapis Global Sustainable 50 DY Index	3,52%	3,17%	3,24%	3,87%	3,49%	3,26%	4,25%	3,86%	3,69%	3,14%
	Benchmark	2,82%	2,43%	2,52%	2,61%	2,50%	2,32%	2,76%	2,40%	1,83%	1,76%

RATIOS

empty	P/E	Void
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2012	14,42	15,42
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
empty	empty	empty
empty	P/S	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2012	1,4	1,08
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
empty	empty	empty
empty	Jensen Alpha	empty
Void	Lapis Global Sustainable 50 DY Index	empty
2012	2,10%	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
empty	empty	empty
empty	Volatility	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2012	12,44%	12,49%
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%
empty	empty	empty
empty	Dividend Yield	empty
Void	Lapis Global Sustainable 50 DY Index	Benchmark
2012	3,52%	2,82%
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%