DEAM vs. IQQM - ETF Comparison
DEAM - Invesco MDAX UCITS ETF A
The Invesco MDAX UCITS ETF A tracks the MDAX index, which comprises 50 German mid-cap stocks listed on the Frankfurt Stock Exchange. The ETF aims to provide long-only exposure to the German equity market, with a focus on mid-cap companies. It uses a sampling technique to replicate the index's performance and has a total expense ratio of 0.19% p.a.
IQQM - iShares EURO STOXX Mid UCITS ETF
The iShares EURO STOXX Mid UCITS ETF is an equity fund that tracks the EURO STOXX Mid index, providing exposure to mid-cap eurozone stocks. With a total expense ratio of 0.40% p.a., the fund uses a sampling technique to replicate the performance of the underlying index. The fund distributes dividends quarterly and has approximately €444 million in assets under management.
| DEAM | IQQM | |
|---|---|---|
| Fund Name | Invesco MDAX UCITS ETF A | iShares EURO STOXX Mid UCITS ETF |
| Fund Provider | Invesco | BlackRock |
| Index | MDAX | EURO STOXX® Mid |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.19% | 0.4% |
| Inception Date | 2019-02-11 | 2004-10-29 |
| Number Of Holdings | 50 | 96 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Distributing |
| Region | Europe | Europe |
| Market Cap | Mid-Cap | Mid-Cap |
| 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.