S&P Dow Jones Indices

SPIVA Europe Mid-Year 2018

S&P Dow Jones Indices has been the de facto scorekeeper of the ongoing active versus passive debate since the first publication of the S&P Indices Versus Active Funds (SPIVA) U.S. Scorecard in 2002. 

The SPIVA Europe Scorecard measures the performance of actively managed European equity funds denominated in euro (EUR), British pound sterling (GBP), and other European local currencies against the performance of their respective S&P DJI benchmark indices over 1-, 3-, 5-, and 10-year investment horizons.

Read the complete white paper at the link beneath Related Links

Head Office
20 Canada Square
London
E14 5LH
United Kingdom
Contact
Client Services Tel. +44 20 7176 8888
Company website:
http://www.spdji.com
Parent Company:
S&P Global

What’s new

  • Is the Low Volatility Anomaly Universal?

    Is the Low Volatility Anomaly Universal?

    White papersThu, 9 May 2019

    Low volatility investing gained immense popularity in the last decade. A proliferation of passive investment vehicles based on this concept attracted more than $70 billion in assets globally as of the end of February 2019.

  • Frequently Asked Questions: S&P ESG Index Series

    Asset Manager NewsThu, 9 May 2019

    Explore how a new measure of Green REITs is bringing transparency to ESG in the Real Estate sector

  • Spoiler Alert: Yes

    White papersThu, 25 Apr 2019

    We recently updated our paper asking Is the Low Volatility Anomaly Universal? The alert reader (and we have no other kind) will have guessed that it is. This is an empirical conclusion, but a theoretical digression might help explain why this is so remarkable.

  • Volatility Test: Defensive Factor Indices versus Actively Managed Funds

    White papersWed, 24 Apr 2019

    Indices based on factors such as low volatility and quality generally have defensive characteristics. These strategies tend to outperform the broad benchmark in down markets, as previous studies have shown.

  • Understanding the S&P Managed Risk 2.0 Indices

    Understanding the S&P Managed Risk 2.0 Indices

    White papersTue, 23 Apr 2019

    S&P Dow Jones Indices, in collaboration with Milliman, has introduced a series of managed risk 2.0 indices that provide core equity strategies with an embedded risk-management feature. The key features of this strategy are the following.

Search all our content