dividend investing - Ceta Research (Page 3)

Growth of $10,000 invested in high dividend yield quality screen vs S&P 500 from 2000 to 2025 on US exchanges.

dividend investing

High Dividend Yield Screen: 10.52% CAGR With Quality Filters (25-Year Backtest)

We backtested a high dividend yield screen with quality filters (ROE, FCF, debt) across 25 years of US stock data. 10.52% CAGR vs 7.64% for the S&P 500, with a 0.567 Sharpe ratio and +5.17% Jensen alpha.

Growth of $1 invested in dividend growth screen on German stocks (XETRA) vs DAX from 2000 to 2025.

dividend investing

Dividend Growth on German Stocks: 5.96% CAGR, +0.92% Alpha Over the DAX (XETRA Backtest)

We ran a dividend growth screen on German stocks (XETRA). 5.96% CAGR with 325% total return, beating the DAX by +0.92% annually with 10% down capture. Genuine alpha with spectacular downside protection.

Growth of $1 invested in dividend growth screen on UK stocks (LSE) vs FTSE 100 from 2000 to 2025.

dividend investing

Dividend Growth on UK Stocks: +6.80% Over FTSE 100 With 80% Win Rate

We ran a dividend growth screen on UK stocks (LSE). 8.02% CAGR, +6.80% excess over FTSE 100, 80% win rate. 0% cash periods across 25 years. Down capture of 19.38%. The deepest dividend culture globally.

dividend investing

High Dividend Yield Quality Screen Across Global Exchanges

We backtested a high dividend yield quality screen across 13 global exchanges from 2000-2025. 11 of 13 exchanges beat their local benchmark. Hong Kong, UK, and Sweden show the largest excess returns. India and Korea underperform due to high cash periods.

CAGR comparison of dividend growth screen across 13 global exchanges from 2000 to 2025.

dividend investing

We Tested Dividend Growth Investing Across 13 Markets. 10 Beat Their Local Benchmark.

We ran a dividend growth screen on 13 global exchanges, each compared to its local benchmark. 10 of 13 show positive alpha. UK led with +6.80% vs FTSE. Canada had the lowest drawdown (-20.70%). India delivered 13.78% CAGR with just -4.02% drawdown.

Dividend coverage CAGR by exchange from 2000 to 2025. India leads at 17.24%, followed by Germany at 12.83% and US at 11.56%. Six of twelve exchanges beat the S&P 500 benchmark of 7.85%.

dividend investing

One Dividend Screen, 12 Exchanges: Where Cash-Backed Dividends Beat the Market

We ran the same FCF-based dividend coverage screen across 12 global exchanges. Six beat the S&P 500. India produced 17.24% CAGR. The screen works best where dividend culture runs deep.

Dividend sustainability CAGR vs local benchmark by exchange, 2000-2025. India 15.86%, Germany 12.27%, US 10.73%. All 13 re-tested exchanges beat their local market index.

dividend investing

One Sustainability Score, 13 Exchanges: Every Re-Tested Market Beat Its Local Index

Sustainability score on 13 global exchanges, 2000-2025. All 13 re-tested exchanges beat their local market index. India led at 15.86% CAGR (NSE). Germany 0.652 Sharpe. UK +8.16% vs FTSE 100, largest local-benchmark excess in the series.

Growth of $10,000 invested in high dividend yield quality screen on Canadian stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on Canadian Stocks: 6.29% CAGR (TSX Backtest)

We backtested a high dividend yield screen with quality filters on Canadian stocks (TSX) from 2000-2025. 6.29% CAGR with +1.86% annual excess over the TSX Composite and a 60% win rate.

Growth of $10,000 invested in high dividend yield quality screen on German stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on German Stocks: 7.65% CAGR (XETRA Backtest)

We backtested a high dividend yield screen with quality filters on German stocks (XETRA) from 2000-2025. 7.65% CAGR with +3.20% annual excess vs the DAX, +4.22% Jensen alpha, 0.360 Sharpe.

Growth of $10,000 invested in high dividend yield quality screen on Hong Kong stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on Hong Kong Stocks: 8.97% CAGR (HKSE Backtest)

We backtested a high dividend yield screen with quality filters on Hong Kong stocks (HKSE) from 2000-2025. 8.97% CAGR with +8.48% annual excess over Hang Seng, the strongest outperformance of any exchange tested.

Growth of $10,000 invested in high dividend yield quality screen on UK stocks from 2000 to 2025.

dividend investing

High Dividend Yield Screen on UK Stocks: 7.63% CAGR (LSE Backtest)

We backtested a high dividend yield screen with quality filters on UK stocks (LSE) from 2000-2025. 7.63% CAGR with +6.77% annual excess over the FTSE 100. The quality filters multiplied the index return nearly nine-fold.

Growth of $10,000 invested in Rising Dividend Yield on Indian exchanges vs S&P 500 from 2000 to 2025.

dividend investing

Rising Dividend Yield on Indian Stocks: 13.44% CAGR With a -11.71% Max Drawdown

Rising dividend yield on NSE returned 13.44% annually from 2000 to 2025 with a -11.71% max drawdown, +1.38% excess vs Sensex. The best risk-adjusted returns of any market we tested. Returns in INR.