PortfolioMetrics

IQQH vs. RENW - ETF Comparison

IQQH - iShares Global Clean Energy UCITS ETF USD (Dist)

The iShares Global Clean Energy UCITS ETF USD (Dist) is an equity fund that tracks the S&P Global Clean Energy index, investing in the largest and most liquid clean energy stocks worldwide. The fund has a low expense ratio of 0.65% and distributes dividends semi-annually. With over 2,705 million euros in assets under management, it is a large and established fund that provides exposure to the global clean energy sector.

RENW - L&G Clean Energy UCITS ETF

The L&G Clean Energy UCITS ETF is an exchange-traded fund that tracks the Solactive Clean Energy index, providing exposure to companies worldwide operating in the clean energy sector. The fund adopts a long-only strategy and replicates the performance of the underlying index through full replication. With a total expense ratio of 0.49% per annum, the ETF accumulates and reinvests dividends.

IQQHRENW
Fund NameiShares Global Clean Energy UCITS ETF USD (Dist)L&G Clean Energy UCITS ETF
Fund ProviderBlackRockLegal & General
IndexS&P Global Clean EnergySolactive Clean Energy
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.65%0.49%
Inception Date2007-07-062020-11-05
Number Of Holdings10040
CurrencyUSDUSD
Distribution PolicyDistributingAccumulating
RegionGlobalGlobal
SectorUtilitiesUtilities
Sector DetailClean EnergyClean Energy
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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