DSI vs. PRF - ETF Comparison
DSI - iShares MSCI KLD 400 Social ETF
The iShares MSCI KLD 400 Social ETF is an equity fund that tracks the MSCI KLD 400 Social Index, investing in large-cap US companies that demonstrate strong environmental, social, and governance (ESG) characteristics. The fund aims to provide a similar risk/return profile to a general US equity benchmark while promoting responsible investing. It offers a diversified portfolio with a balanced sector allocation, making it a suitable option for investors seeking a socially responsible investment approach.
PRF - Invesco FTSE RAFI US 1000 ETF
The Invesco FTSE RAFI US 1000 ETF provides exposure to the largest US equities, using a fundamental weighting methodology based on book value, cash flow, sales, and dividends. This alternative approach breaks the link between stock price and security allocation, offering a unique risk/return profile compared to traditional market capitalization-weighted indices. The fund features a broad-based portfolio with significant allocations to financials and industrials/energy sectors.
| DSI | PRF | |
|---|---|---|
| Fund Name | iShares MSCI KLD 400 Social ETF | Invesco FTSE RAFI US 1000 ETF |
| Fund Provider | BlackRock | Invesco |
| Index | MSCI KLD 400 Social Index | FTSE RAFI US 1000 Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.25% | 0.39% |
| Inception Date | 2006-11-14 | 2005-12-19 |
| Number Of Holdings | 404 | 1009 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Growth | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Sector | Blend | Blend |
| 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.