ETF Comparison: B8TL vs LYXW
ETF Descriptions
B8TL - Lyxor Smart Overnight Return UCITS ETF C-USD
The Lyxor Smart Overnight Return UCITS ETF C-USD is an actively managed exchange-traded fund that aims to provide short-term returns with low volatility by investing in a portfolio of financial instruments and repurchase agreements.
LYXW - Lyxor Smart Overnight Return UCITS ETF C-EUR
The Lyxor Smart Overnight Return UCITS ETF C-EUR is an actively managed ETF that aims to achieve short-term returns with low volatility by investing in a portfolio of financial instruments and repurchase agreements. It tracks the Lyxor Smart Overnight Return index and replicates its performance synthetically with a swap.
Comparison Table
| B8TL | LYXW | |
|---|---|---|
| Fund Name | Lyxor Smart Overnight Return UCITS ETF C-USD | Lyxor Smart Overnight Return UCITS ETF C-EUR |
| Fund Provider | Amundi | Amundi |
| Index | Lyxor Smart Overnight Return | Lyxor Smart Overnight Return |
| Asset Class | Cash & Currencies | Cash & Currencies |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.1% | 0.1% |
| Inception Date | 2015-06-30 | 2015-03-02 |
| Currency | USD | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | Global |
| Sector | Financials | Financials |
| Sector Detail | Money Market | Money Market |
| Leveraged | Non-leveraged | Non-leveraged |
Backtesting Options
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis evaluates historical data to measure investment strategy returns through key metrics like Cumulative returns, End of Year (EoY) returns, and risk-adjusted measures such as the Sharpe ratio and Sortino ratio. This helps investors assess both absolute and relative performance across different market conditions.
Cumulative Returns
End of Year Returns Table
End of Year Returns
Risk Analysis
The risk analysis refers to an assessment of potential negative events that could lead to a loss of capital. Conducting a risk analysis can help in deciding whether an investment should be made. This is done using risk metrics such as drawdowns, volatility and beta which reflect stakeholders' confidence in the consistency of an investment strategy.
Drawdowns
Drawdowns Table
Monte Carlo Simulation
The Monte Carlo simulation is a statistical method used to forecast portfolio returns by generating a wide range of potential outcomes through random sampling from historical asset price data. It helps investors assess the potential risk and return of a portfolio under various market conditions. The simulation takes into account the initial investment and optionally simulates cash flow scenarios like fixed contributions, fixed withdrawals, or percentage withdrawals.
IMPORTANT: The forecast generated through Monte Carlo simulations is purely hypothetical and does not guarantee future returns. Investment decisions should be made with consideration of various factors, and past performance is not indicative of future results.