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Chart of the week: long-run expected returns


Joe Prendergast

JOE PRENDERGAST

Head of Investment Strategy

Joe joined Goodbody in 2019. As Head of Investment Strategy, he is responsible for managing the firm’s wealth management investment process. Prior to joining Goodbody, Joe spent 21 years at Credit Suisse based in London and Zurich. With a B.A. in Economics from University College Dublin and an M.Sc. in Economics from the London School of Economics, Joe is a certified investment fund director and has been a visiting researcher at the Brevan Howard Center for Financial Analysis at Imperial College London. Industry experience: 30 years


Data-driven insights and analysis from our investment team every week.  

In our inaugural Chart of the Week, we focus on our long-run expected returns for major asset markets, which we update at the end of each year. These numbers give an indication (not a forecast) of what an investor could reasonably expect to experience over the next five years, assuming no extreme shocks, bubbles, or calamitous events.

Our CIO Bernard Swords notes that outlook for global equities is cautiously optimistic.  Economic growth may be below trend, but with no recession moderate world earnings growth seems achievable. Assuming a world equity dividend yield of 2%, earnings growth of circa 6% and allowing a modest reversion to longer-term valuation averages, world equity returns of around 7.5% in euro terms look reasonable.

In fixed income, with euro area rates peaking, core fixed income expected returns are near 3%. Head of Fixed Income Strategy Elizabeth Geoghegan notes the additional yield offered by corporate credit may be slightly dented by some pick-up in world default rates, but there is still a healthy corporate premium and a near 4% gross annual return expected over five years.

As fixed income offers some decent core yield and equities appear positioned to deliver moderate expected returns, well-structured multi-asset portfolios look well positioned for further growth in coming years.