IS38 vs. XWEQ - ETF Comparison
IS38 - iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist)
The iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) is an equity ETF that tracks the MSCI USA Sector Neutral Quality index, focusing on high-quality stocks in the US market. The fund selects constituents based on three main equally weighted indicators: high return on equity, low levels of debt, and low year-on-year earnings variability. With a low expense ratio of 0.2%, this ETF provides a cost-effective way to invest in the US equity market.
XWEQ - Xtrackers MSCI World Quality ESG UCITS ETF 1C
The Xtrackers MSCI World Quality ESG UCITS ETF 1C is an equity fund that tracks the MSCI World Quality Low Carbon SRI Screened Select index, focusing on high-quality stocks from developed countries worldwide that meet environmental, social, and corporate governance (ESG) criteria. The fund aims to provide long-term capital growth while incorporating ESG principles.
| IS38 | XWEQ | |
|---|---|---|
| Fund Name | iShares Edge MSCI USA Quality Factor UCITS ETF USD (Dist) | Xtrackers MSCI World Quality ESG UCITS ETF 1C |
| Fund Provider | BlackRock | Deutsche Bank |
| Index | MSCI USA Sector Neutral Quality | MSCI World Quality Low Carbon SRI Screened Select |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.25% |
| Inception Date | 2018-02-21 | 2023-07-05 |
| Number Of Holdings | 127 | 149 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | Global |
| Investment Style | Quality | Quality |
| Market Cap | Large-Cap | Blend |
| Leveraged | Non-leveraged | Non-leveraged |
Select Timeframe
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
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
End of Year Returns Table
End of Year Returns
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
Drawdowns Table
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.