PortfolioMetrics

INCU vs. WINC - ETF Comparison

INCU - iShares U.S. Equity High Income UCITS ETF USD (Dist)

The iShares U.S. Equity High Income UCITS ETF USD (Dist) is an actively managed equity ETF that invests in US companies, utilizing quantitative forecast models and ESG criteria to select its holdings. The fund aims to generate additional income by selling call options and buying futures on a US large cap equity index, with a total expense ratio of 0.35% p.a..

WINC - iShares World Equity High Income UCITS ETF USD (Dist)

The iShares World Equity High Income UCITS ETF USD (Dist) is an actively managed equity ETF that invests in companies from developed markets worldwide, with a focus on generating high income. The fund uses quantitative models and ESG criteria to select its holdings and aims to generate additional income through call options and futures on large and mid-cap indices.

INCUWINC
Fund NameiShares U.S. Equity High Income UCITS ETF USD (Dist)iShares World Equity High Income UCITS ETF USD (Dist)
Fund ProviderBlackRockBlackRock
IndexiShares U.S. Equity High IncomeiShares World Equity High Income
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.35%0.35%
Inception Date2024-03-222024-03-22
Number Of Holdings146246
CurrencyUSDUSD
Distribution PolicyDistributingDistributing
RegionUnited StatesGlobal
Investment StyleIncomeIncome
Market CapLarge-CapBlend
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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