Finalists Announced For 2016 ETF.com Europe Awards

February 20, 2017

Best ETF Research Paper in Europe – 2016

Awarded to the published paper from 2016 that has most increased our understanding of how ETFs and/or index based investments affect investor outcomes, whether in portfolios, markets or broader economic context.

  • Active Funds vs. Benchmark: Performance Comparison – Marlene Hassine, Lyxor

As one nomination paper said: “In the myriad of choices for investors, one question gets more airtime than any other: Should I buy active or passive? This new report, launched in mid 2016, frames the question in a new light: Active, passive or smart beta?” http://www.lyxoretf.co.uk/pdfDocuments/715779_Lyxor ETF_active vs passive - Print_repro.pdf

  • Constructing Low Volatility Strategies – MSCI

This paper considers the anomaly that low volatility strategies have outperformed the market as a whole over the long haul, and considers both rules based and optimization based approaches to constructing low volatility portfolios. https://www.msci.com/www/blog-posts/constructing-low-volatility/0287321433

  • Fallen Angels: The Investment Opportunity – Andrew Clare, Stephen Thomas and Nick Motson

This article took an in depth academic look at the return profile of so-called fallen angel bonds, which have become a hot topic in ETFs as investors look for strong positive returns in a challenging fixed income environment.
http://www.cassknowledge.com/sites/default/files/article-attachments/fallen-angels-investment-opportunity-cass-business-school-invesco-powershares-sep-2016.pdf

 

ETF Ticker of the Year for Europe – 2016

  • Amundi Index S&P 500 DR UCITS ETF Cap (S500)
  • iShares Ageing Population UCITS (AGED)
  • iShares Fallen Angels High Yield Corporate Bond UCITS (WING)
  • iShares Healthcare Innovation UCITS (HEAL)
  • UBS Factor MSCI USA Low Volatility UCITS hedged to GBP A Dis (ULOV)

 

 

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