PortfolioMetrics

IS3N vs. IUSP - ETF Comparison

IS3N - iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

The iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) is a low-cost, large-cap ETF that tracks the MSCI Emerging Markets Investable Market (IMI) index, providing exposure to a diversified portfolio of emerging markets stocks worldwide.

IUSP - iShares J.P. Morgan EM Local Government Bond UCITS ETF

The iShares J.P. Morgan EM Local Government Bond UCITS ETF is an emerging markets bond fund that tracks the JP Morgan EMBI Global Diversified 10% Cap 1% Floor index, providing exposure to government bonds of all maturities issued by emerging market countries.

IS3NIUSP
Fund NameiShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)iShares J.P. Morgan EM Local Government Bond UCITS ETF
Fund ProviderBlackRockBlackRock
IndexMSCI Emerging Markets Investable Market (IMI)JP Morgan EMBI Global Diversified 10% Cap 1% Floor
Asset ClassEquityBonds
ListingEU-listedEU-listed
Expense Ratio0.18%0.5%
Inception Date2014-05-302011-06-20
Number Of Holdings3103316
CurrencyUSDUSD
Distribution PolicyAccumulatingDistributing
RegionEmerging MarketsEmerging Markets
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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