PortfolioMetrics

ETLR vs. ACU2 - ETF Comparison

ETLR - L&G Japan Equity UCITS ETF

The L&G Japan Equity UCITS ETF is an exchange-traded fund that tracks the Solactive Core Japan Large & Mid Cap index, providing exposure to large and mid-cap Japanese companies that meet certain social and environmental criteria. The fund is designed to replicate the performance of the underlying index through full replication, with a total expense ratio of 0.10% per annum.

ACU2 - Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (C)

The Amundi PEA MSCI USA ESG Leaders UCITS ETF EUR (C) is an equity ETF that tracks the MSCI USA ESG Leaders Select 5% Issuer Capped index, focusing on large- and mid-cap US securities with high ESG ratings. The fund has a total expense ratio of 0.35% and distributes dividends by accumulating and reinvesting them.

ETLRACU2
Fund NameL&G Japan Equity UCITS ETFAmundi PEA MSCI USA ESG Leaders UCITS ETF EUR (C)
Fund ProviderLegal & GeneralAmundi
IndexSolactive Core Japan Large & Mid CapMSCI USA ESG Leaders Select 5% Issuer Capped
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.1%0.35%
Inception Date2018-10-082008-12-04
CurrencyUSDEUR
Distribution PolicyAccumulatingAccumulating
RegionJapanUnited States
Market CapLarge-Cap, Mid-CapLarge-Cap, Mid-Cap
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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