CEMS vs. USCP - ETF Comparison
CEMS - iShares Edge MSCI Europe Value Factor UCITS ETF
The iShares Edge MSCI Europe Value Factor UCITS ETF is an exchange-traded fund that tracks the MSCI Europe Enhanced Value index, focusing on value stocks from European industrial countries. The fund uses a sampling technique to replicate the performance of the underlying index, with a total expense ratio of 0.25% per annum. The ETF is domiciled in Ireland and has a large asset base of EUR 1,371 million, with a long-only investment strategy and accumulating distribution policy.
USCP - Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (EUR)
The Ossiam Shiller Barclays CAPE US Sector Value TR UCITS ETF 1C (EUR) is an equity fund that tracks the Shiller Barclays CAPE US Sector Value index, focusing on the five sectors with the lowest relative CAPE from the S&P 500. The fund adopts a value investment style, aiming to provide long-term capital growth by investing in undervalued sectors. With a total expense ratio of 0.65%, the fund is domiciled in Luxembourg and has approximately EUR 756 million in assets under management.
| CEMS | USCP | |
|---|---|---|
| Fund Name | iShares Edge MSCI Europe Value Factor UCITS ETF | Ossiam Shiller Barclays CAPE® US Sector Value TR UCITS ETF 1C (EUR) |
| Fund Provider | BlackRock | Ossiam |
| Index | MSCI Europe Enhanced Value | Shiller Barclays CAPE® US Sector Value |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.25% | 0.65% |
| Inception Date | 2015-01-16 | 2015-06-22 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | Europe | United States |
| Investment Style | Value | Value |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
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
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.