Based on original research from TOBAM, the Diversified Benchmark range of indices enhances diversification for Benchmark oriented investors. The constituents are effectively weighted so as to maximize diversification while maintaining a low tracking error to the capitalisation-weighted benchmark index. The goal of this strategy is to maximise diversification with a lowered tracking error in order to improve the information ratio.
Indices are based on the Diversified Benchmark approach, constrained to fit the requirements of replication.
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBAWDPU Index
Calculating Agent : Solactive
Base Date : 2020-07-23
Launch Date : 2020-07-23
Base Currency : USD
Calculation Frequency : Daily
Level : 6859.77
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
4.60% |
7.75% |
13.80% |
3.41% |
- |
- |
- |
19.18% |
Volatility |
8.39% |
9.88% |
14.10% |
11.54% |
- |
- |
- |
13.48% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 1036
Max. Market Cap : 2,215.357 Billion USD
Min. Market Cap : 1.976 Billion USD
Avg. Market Cap : 300.949 Billion USD
Median Market Cap : 48.741 Billion USD
Top Constituents
Name |
|
1. |
APPLE INC |
2. |
AMAZON.COM INC |
3. |
MICROSOFT CORP |
4. |
FACEBOOK INC-A |
5. |
NETFLIX INC |
6. |
JOHNSON & JOHNSON |
7. |
ALPHABET INC-CL A |
8. |
ALPHABET INC-CL C |
9. |
NEXTERA ENERGY INC |
10. |
UNITEDHEALTH GROUP INC |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBAWDTU Index
Calculating Agent : Solactive
Base Date : 2002-10-31
Launch Date : 2020-07-23
Base Currency : USD
Calculation Frequency : Daily
Level : 6920.4
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
4.70% |
8.12% |
14.64% |
3.60% |
24.02% |
43.90% |
105.80% |
592.04% |
Volatility |
8.35% |
9.87% |
14.11% |
11.53% |
27.98% |
18.85% |
15.76% |
16.42% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 1036
Max. Market Cap : 2,215.357 Billion USD
Min. Market Cap : 1.976 Billion USD
Avg. Market Cap : 300.949 Billion USD
Median Market Cap : 48.741 Billion USD
Top Constituents
Name |
|
1. |
APPLE INC |
2. |
AMAZON.COM INC |
3. |
MICROSOFT CORP |
4. |
FACEBOOK INC-A |
5. |
NETFLIX INC |
6. |
JOHNSON & JOHNSON |
7. |
ALPHABET INC-CL A |
8. |
ALPHABET INC-CL C |
9. |
NEXTERA ENERGY INC |
10. |
UNITEDHEALTH GROUP INC |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBEMUPE Index
Calculating Agent : Solactive
Base Date : 2020-07-23
Launch Date : 2020-07-23
Base Currency : EUR
Calculation Frequency : Daily
Level : 3802.25
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
3.88% |
3.97% |
11.82% |
2.51% |
- |
- |
- |
11.05% |
Volatility |
11.09% |
11.96% |
16.95% |
12.37% |
- |
- |
- |
17.12% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 154
Max. Market Cap : 251.521 Billion EUR
Min. Market Cap : 2.755 Billion EUR
Avg. Market Cap : 59.085 Billion EUR
Median Market Cap : 30.36 Billion EUR
Top Constituents
Name |
|
1. |
ASML HOLDING NV |
2. |
LVMH MOET HENNESSY LOUIS VUI |
3. |
L'OREAL |
4. |
SAP AG |
5. |
NESTE OIL OYJ |
6. |
ALLIANZ SE-REG |
7. |
SANOFI-AVENTIS |
8. |
TOTAL SA |
9. |
DAIMLERCHRYSLER AG-REG |
10. |
SIEMENS GAMESA RENEWABLE ENE |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBEMUTE Index
Calculating Agent : Solactive
Base Date : 2002-10-31
Launch Date : 2020-07-23
Base Currency : EUR
Calculation Frequency : Daily
Level : 3825.42
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
3.93% |
4.24% |
12.42% |
2.67% |
7.37% |
18.40% |
57.01% |
282.54% |
Volatility |
11.11% |
11.97% |
16.96% |
12.40% |
28.33% |
19.59% |
17.58% |
20.15% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 154
Max. Market Cap : 251.521 Billion EUR
Min. Market Cap : 2.755 Billion EUR
Avg. Market Cap : 59.085 Billion EUR
Median Market Cap : 30.36 Billion EUR
Top Constituents
Name |
|
1. |
ASML HOLDING NV |
2. |
LVMH MOET HENNESSY LOUIS VUI |
3. |
L'OREAL |
4. |
SAP AG |
5. |
NESTE OIL OYJ |
6. |
ALLIANZ SE-REG |
7. |
SANOFI-AVENTIS |
8. |
TOTAL SA |
9. |
DAIMLERCHRYSLER AG-REG |
10. |
SIEMENS GAMESA RENEWABLE ENE |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBUSAPU Index
Calculating Agent : Solactive
Base Date : 2020-07-23
Launch Date : 2020-07-23
Base Currency : USD
Calculation Frequency : Daily
Level : 7981.61
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
4.64% |
7.63% |
13.14% |
3.41% |
- |
- |
- |
19.86% |
Volatility |
9.75% |
11.35% |
16.44% |
13.42% |
- |
- |
- |
15.70% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 369
Max. Market Cap : 2,215.357 Billion USD
Min. Market Cap : 6.624 Billion USD
Avg. Market Cap : 421.918 Billion USD
Median Market Cap : 83.36 Billion USD
Top Constituents
Name |
|
1. |
APPLE INC |
2. |
MICROSOFT CORP |
3. |
AMAZON.COM INC |
4. |
FACEBOOK INC-A |
5. |
ALPHABET INC-CL A |
6. |
PROCTER & GAMBLE CO/THE |
7. |
JOHNSON & JOHNSON |
8. |
UNITEDHEALTH GROUP INC |
9. |
NETFLIX INC |
10. |
NEXTERA ENERGY INC |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY
CHARACTERISTICS
As of 2021-02-24
Ticker : TDBUSATU Index
Calculating Agent : Solactive
Base Date : 2002-10-31
Launch Date : 2020-07-23
Base Currency : USD
Calculation Frequency : Daily
Level : 8053.89
Review Dates : Quarterly in March, June, September, December
Return & Volatility
MTD |
3 Months |
6 Months |
YTD |
1 Year |
3 Years |
5 Years |
Since base date |
|
Return |
4.74% |
8.03% |
14.01% |
3.62% |
25.51% |
55.50% |
124.85% |
705.39% |
Volatility |
9.73% |
11.34% |
16.44% |
13.41% |
33.09% |
22.69% |
18.72% |
18.88% |
*The volatility in the table is annualized volatility, which is calculated with the standard deviation of index’s historical daily returns, multiplying by the square root of trading days in a year.
Chart
Constituents
As of 2021-01-29
Number of Constituents : 369
Max. Market Cap : 2,215.357 Billion USD
Min. Market Cap : 6.624 Billion USD
Avg. Market Cap : 421.918 Billion USD
Median Market Cap : 83.36 Billion USD
Top Constituents
Name |
|
1. |
APPLE INC |
2. |
MICROSOFT CORP |
3. |
AMAZON.COM INC |
4. |
FACEBOOK INC-A |
5. |
ALPHABET INC-CL A |
6. |
PROCTER & GAMBLE CO/THE |
7. |
JOHNSON & JOHNSON |
8. |
UNITEDHEALTH GROUP INC |
9. |
NETFLIX INC |
10. |
NEXTERA ENERGY INC |
Allocations
As of 2021-01-29
Breakdown by Economic Sector
Breakdown by Country
INVESTMENT PHILOSOPHY