PortfolioMetrics

EXA1 vs. S7XE - ETF Comparison

EXA1 - iShares EURO STOXX Banks 30-15 UCITS ETF (DE) EUR (Acc)

The iShares EURO STOXX Banks 30-15 UCITS ETF (DE) EUR (Acc) is an equity fund that tracks the EURO STOXX Banks 30-15 index, which focuses on the eurozone banking sector. The fund uses a full replication strategy to track the index, which caps the weight of the largest and second largest company at 30% and 15%. The fund has a total expense ratio of 0.52% and distributes dividends on an accumulating basis.

S7XE - Invesco EURO STOXX Optimised Banks UCITS ETF

The Invesco EURO STOXX Optimised Banks UCITS ETF is an exchange-traded fund that tracks the EURO STOXX Optimised Banks index, providing exposure to a selection of highly liquid banks within the eurozone banking sector. The fund is domiciled in Ireland, has a total expense ratio of 0.30% and follows a long-only strategy, accumulating and reinvesting dividends.

EXA1S7XE
Fund NameiShares EURO STOXX Banks 30-15 UCITS ETF (DE) EUR (Acc)Invesco EURO STOXX Optimised Banks UCITS ETF
Fund ProviderBlackRockInvesco
IndexEURO STOXX® Banks 30-15EURO STOXX® Optimised Banks
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.52%0.3%
Inception Date2021-12-032011-04-11
CurrencyEUREUR
Distribution PolicyAccumulatingAccumulating
RegionEuropeEurope
SectorFinancialsFinancials
Sector DetailBanksBanks
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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