Just 5% separated the performance of the main investment factors in European equities during the second quarter (Q2) of the year, analysis shows.
S&P Dow Jones Indices’ own factor indices show that the quality, value and low volatility factor indices outperformed traditional indices by a percentage point or two in the second quarter.
Momentum underperformed with a negative return of -1.93%.
US equity factor indices had also remained in a tight range since the US election, the firm said.
S&P 500 factor ETFs have continued to attract significant assets. Since June 2019 they have attracted about $30 billion (€26.4 billion), with total assets now standing at $63 billion.
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