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Defensive and safe haven assets: the winning combination

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Asset Allocation Research - Defensive and safe haven assets: the winning combination Defensive stocks such as health care, infrastructure and consumer staples enhanced the portfolio risk/return ratio due to relatively low correlation to large caps.

Asset Allocation Research – Defensive and safe haven assets: the winning combination

  • Defensive stocks such as health care, infrastructure and consumer staples enhanced the portfolio risk/return ratio due to relatively low correlation to large caps.
  • Safe haven assets such as sovereign bonds and gold have much lower correlation to large cap stocks than defensive stocks, allowing safe haven assets to improve the Sharpe ratio further.
  • Defensive and safe haven assets can complement each other in a portfolio, maintaining volatility as low as the volatility of the safe haven asset whilst enhancing the return and boosting the portfolio Sharpe ratio to the highest of any portfolio analysed.

For more information contact

ETF Securities Research team
ETF Securities (UK) Limited
T +44 (0) 207 448 4336
E info@etfsecurities.com

Important Information

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This communication has been provided by ETF Securities (UK) Limited (”ETFS UK”) which is authorised and regulated by the United Kingdom Financial Conduct Authority (the ”FCA”).

This communication is only targeted at qualified or professional investors.

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