PortfolioMetrics

CEMR vs. QDVA - ETF Comparison

CEMR - iShares Edge MSCI Europe Momentum Factor UCITS ETF

The iShares Edge MSCI Europe Momentum Factor UCITS ETF is an equity fund that tracks the MSCI Europe Momentum index, investing in European stocks with high price momentum. The fund uses a sampling technique to replicate the performance of the underlying index and has a total expense ratio of 0.25% p.a.. The ETF distributes dividends by accumulating and reinvesting them, and has approximately EUR 321 million in assets under management.

QDVA - iShares Edge MSCI USA Momentum Factor UCITS ETF

The iShares Edge MSCI USA Momentum Factor UCITS ETF is an equity fund that tracks the MSCI USA Momentum index, investing in US stocks with high price momentum. The fund uses a sampling technique to replicate the performance of the underlying index, accumulating and reinvesting dividends. With a low expense ratio of 0.2%, it is a cost-effective option for investors seeking exposure to the US equity market.

CEMRQDVA
Fund NameiShares Edge MSCI Europe Momentum Factor UCITS ETFiShares Edge MSCI USA Momentum Factor UCITS ETF
Fund ProviderBlackRockBlackRock
IndexMSCI Europe MomentumMSCI USA Momentum
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.25%0.2%
Inception Date2015-01-162016-10-13
Number Of Holdings126123
CurrencyEURUSD
Distribution PolicyAccumulatingAccumulating
RegionEuropeUnited States
Investment StyleMomentumMomentum
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Performance Analysis

The performance analysis examines historical data to assess the returns of the investment strategy, including key metrics such as Cumulative returns, End of Year (EoY) returns, and risk-adjusted returns like the Sharpe ratio or the Sortino ratio.

Cumulative Returns

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End of Year Returns Table

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End of Year Returns

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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

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Drawdowns Table

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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.

Monte Carlo Metrics

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Simulated Portfolio Prices

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