PortfolioMetrics

ESIF vs. SPYZ - ETF Comparison

ESIF - iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)

The iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc) is an exchange-traded fund that tracks the MSCI Europe Financials 20/35 Capped index, providing investors with exposure to large and mid-cap European companies from the financial sector. The fund is domiciled in Ireland, has a total expense ratio of 0.18% and is accumulating dividends.

SPYZ - SPDR MSCI Europe Financials UCITS ETF

The SPDR MSCI Europe Financials UCITS ETF is an exchange-traded fund that tracks the MSCI Europe Financials 20/35 Capped index, providing investors with exposure to large and mid-cap European companies from the financial sector. The fund is domiciled in Ireland and has a total expense ratio of 0.18%.

ESIFSPYZ
Fund NameiShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)SPDR MSCI Europe Financials UCITS ETF
Fund ProviderBlackRockState Street
IndexMSCI Europe Financials 20/35 CappedMSCI Europe Financials 20/35 Capped
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.18%0.18%
Inception Date2020-11-182014-12-05
Number Of Holdings8380
CurrencyEUREUR
Distribution PolicyAccumulatingAccumulating
RegionEuropeEurope
Investment StyleBlendBlend
Market CapBlendBlend
SectorFinancialsFinancials
Sector DetailBanks & InsuranceBanks & Insurance
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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