The bank for a changing world

Single factor strategy on European Dividend

Investment Theme

Factor Investing / SRI

Asset class




Concept of the Fund:

The Fund aims to replicate the performance of the BNP Paribas High Dividend Europe Equity NTR Index and to maintain the Tracking Error between the sub-fund and the index below 1%. The Index offers exposure to European non-financial companies selected using the BNP Paribas High Dividend Yield Methodology

Key points:

  • Firstly, the Fund relies on a systematic and transparent fundamental strategy developed in 2010 on the basis of criteria designed to assess dividend growth potential, dividend stability and credit worthiness.
  • Moreover, Only stocks with high yield, recurring and sustainable dividends are selected.
  • In addition, the strategy is composed of 12 sub-portfolios, which are independently rebalanced once a year, a method that allows to limit turnover and the associates fees, as well as smooth purchases/ sales.

Performance data and latest documents

    Investments in the aforementioned strategies are subject to market fluctuation and risks inherent in investing in securities. The value of investments and the revenue they generate can increase or decrease and it is possible that investors will not recover their initial investment. Source: BNP Paribas Asset Management Holding, registered with the Paris Registry of Commerce and Companies under number 682 001 904 as a Limited Company with share capital of 23 041 936 euros. Registered office: 1 Boulevard Haussmann, 75009 Paris. Postal address: TSA 47000/75318 PARIS CEDEX 09