DFRA vs. JPRE - ETF Comparison
DFRA - Donoghue Forlines Yield Enhanced Real Asset ETF
The Donoghue Forlines Yield Enhanced Real Asset ETF is an exchange-traded fund that provides diversified exposure to the US total market, focusing on a broad range of equities. The fund employs a fundamental weighting scheme to select its holdings, aiming to generate income and capital appreciation for investors.
JPRE - JPMorgan Realty Income ETF
The JPMorgan Realty Income ETF is an actively managed fund that invests in a diversified portfolio of U.S. real estate investment trusts (REITs), aiming to provide income and long-term capital appreciation.
| DFRA | JPRE | |
|---|---|---|
| Fund Name | Donoghue Forlines Yield Enhanced Real Asset ETF | JPMorgan Realty Income ETF |
| Fund Provider | FCF Advisors | JPMorgan Chase |
| Index | FCF Yield Enhanced Real Asset Index - Benchmark TR Net | Active (No Index) |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.69% | 0.50% |
| Inception Date | 2021-12-13 | 2022-05-23 |
| Number Of Holdings | 76 | 29 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Blend | Active |
| Market Cap | Blend | Blend |
| Sector | Real Estate | Real Estate |
| 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.