PortfolioMetrics

INSX vs. SC0Y - ETF Comparison

INSX - Invesco Dow Jones US Insurance UCITS ETF Acc

The Invesco Dow Jones US Insurance UCITS ETF Acc is an equity ETF that tracks the Dow Jones U.S. Select Insurance index, providing exposure to the US insurance sector. The fund employs a long-only strategy and replicates the performance of the underlying index through full replication. With an expense ratio of 0.35%, the ETF accumulates and reinvests dividends, offering a cost-effective way to access the US insurance market.

SC0Y - Invesco European Insurance Sector UCITS ETF Acc

The Invesco European Insurance Sector UCITS ETF Acc is an equity fund that tracks the STOXX Europe 600 Optimised Insurance index, providing exposure to the European insurance sector. The fund is domiciled in Ireland and has a total expense ratio of 0.20% p.a.. It adopts a long-only strategy and accumulates dividends, reinvesting them in the fund.

INSXSC0Y
Fund NameInvesco Dow Jones US Insurance UCITS ETF AccInvesco European Insurance Sector UCITS ETF Acc
Fund ProviderInvescoInvesco
IndexDow Jones U.S. Select InsuranceSTOXX® Europe 600 Optimised Insurance
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.35%0.2%
Inception Date2023-07-102009-07-08
CurrencyUSDEUR
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesEurope
SectorFinancialsFinancials
Sector DetailInsuranceInsurance
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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