Elston
  • WHO WE ARE
    • About
    • Contact
    • Events
    • Press
  • WHAT WE DO
    • Portfolio Solutions >
      • Our Portfolios
      • Custom Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • SPECIALIST STRATEGIES >
      • Money Market Funds
      • Retirement Income Solutions
      • Retirement Portfolios
      • Adaptive Portfolios
      • UK Equity Income
      • Multi-Asset Income
      • Liquid Real Assets
      • Dynamic Risk Parity
      • Gold and Precious Metals
      • Enabling Net Zero
    • Supporting Advisers >
      • Investment Committee Support
      • Regulatory Support
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Fund Providers
  • Insights

Insights.

UK EQUITY INCOME INDICES: 1Q18 UPDATe

23/4/2018

 
Picture
Following our initiation of overage of the UK Equity Income Index/ETF universe (data to 4q17), we have updated the data for 1q18 performance update for selected indices.

​Returns
For 1q18, the most defensive UK Equity Income index was the MSCI UK Select Quality Yield, tracked by ZILK, at -5.49% compared to -7.21% for the FTSE 100.
On a 1Y basis, 90%xFTSE 100 returned +0.2% tracked by ZWUK, followed by -0.24% MSCI UK Select Quality Yield tracked by ZILK has performed best.
On a 3Y basis our proxy benchmark for ZWUK, which takes 90%xFTSE100, returned +15.4%,, followed by +11.4% for FTSE 350 ex Inv Trust Qual/Vol/Yield Factor 5% Capped tracked by DOSH.

Risk Adjusted
On a 3Y basis, 90%xFTSE 100 as a proxy for the benchmark tracked by ZWUK, followed by FTSE 350 ex Inv Trust Qual/Vol/Yield Factor 5% Capped tracked by DOSH, have delivered best risk-adjusted returns.

Correlation
On a 3Y basis, the FTSE UK High Dividend Low Volatility Index tracked by UKHD offers most differentiated returns relative to the FTSE 100 (lowest beta and correlation).

Gross Dividend Yield
Over the last year WUKD has offered the highest historic dividend yield.

View Report
Learn about ETF Research
Visit SEARCH ETF<Go> on the Bloomberg Terminal

Comments are closed.

    ELSTON RESEARCH

    insights inform solutions

    Get our weekly newsletter

    Categories

    All
    All Weather Portfolio
    Alternative Assets
    Alternative Strategies
    Bonds
    Business Practice
    Equity Income
    Equity Sectors
    ESG
    ETFs
    Evidence Based Investing
    Factor Investing
    Gold & Precious Metals
    Guide To Investing
    Index Investing
    Inflation
    Macro
    MULTI ASSET
    Multi Asset Income
    Net Zero
    Permanent Portfolio
    Portfolio Construction
    Private Markets
    Real Assets
    Retirement Investing
    Risk Parity
    Thematic Investing
    Value Factor

    Archives

    October 2023
    September 2023
    August 2023
    July 2023
    June 2023
    May 2023
    April 2023
    March 2023
    February 2023
    January 2023
    December 2022
    November 2022
    October 2022
    September 2022
    August 2022
    July 2022
    June 2022
    May 2022
    April 2022
    March 2022
    February 2022
    January 2022
    December 2021
    November 2021
    October 2021
    September 2021
    August 2021
    July 2021
    June 2021
    May 2021
    April 2021
    March 2021
    February 2021
    January 2021
    December 2020
    November 2020
    October 2020
    September 2020
    August 2020
    July 2020
    June 2020
    May 2020
    April 2020
    March 2020
    February 2020
    January 2020
    December 2019
    November 2019
    September 2019
    June 2019
    April 2019
    February 2019
    January 2019
    December 2018
    November 2018
    October 2018
    September 2018
    August 2018
    July 2018
    June 2018
    May 2018
    April 2018
    March 2018
    February 2018
    January 2018
    December 2017
    November 2017
    October 2017
    July 2017
    May 2017
    March 2017
    February 2017
    January 2017
    November 2016
    October 2016
    September 2016
    July 2016
    June 2016
    May 2016
    February 2016
    January 2016
    June 2015
    January 2014
    June 2012

    RSS Feed

Company

Home
About
Terms of Use
​​​Contact
​
​Events
​
Press

Solutions

​​Insights
​​​Research Service
​Research Library
Portfolio Analytics
​Our Portfolios
Custom Portfolios
​Retirement Portfolio
Our Funds
Custom Funds
​Retirement Funds
Our Indices
​Custom Indices
Retirement Indices

Services

CIRP Development
Regulatory Research
​
​​CPD

By client type:
For Advisers
For Discretionary Managers
​For Asset Managers
For Asset Owners


© COPYRIGHT 2012-23. ALL RIGHTS RESERVED.
  • WHO WE ARE
    • About
    • Contact
    • Events
    • Press
  • WHAT WE DO
    • Portfolio Solutions >
      • Our Portfolios
      • Custom Portfolios
    • Fund Solutions >
      • Our Funds
      • Custom Funds
    • Index Solutions >
      • Our indices
      • Custom Indices
    • SPECIALIST STRATEGIES >
      • Money Market Funds
      • Retirement Income Solutions
      • Retirement Portfolios
      • Adaptive Portfolios
      • UK Equity Income
      • Multi-Asset Income
      • Liquid Real Assets
      • Dynamic Risk Parity
      • Gold and Precious Metals
      • Enabling Net Zero
    • Supporting Advisers >
      • Investment Committee Support
      • Regulatory Support
    • CPD
  • WHO WE HELP
    • Financial Advisers
    • Discretionary Managers
    • Fund Providers
  • Insights