PortfolioMetrics

IS3Q vs. UBUX - ETF Comparison

IS3Q - iShares Edge MSCI World Quality Factor UCITS ETF (Acc)

The iShares Edge MSCI World Quality Factor UCITS ETF (Acc) is an equity fund that tracks the MSCI World Sector Neutral Quality index, investing in high-quality stocks from 23 developed countries worldwide. The fund focuses on companies with high return on equity, low leverage, and stable earnings growth, with a total expense ratio of 0.30% p.a..

UBUX - UBS ETF (IE) Factor MSCI USA Quality ESG UCITS ETF (hedged to EUR) A-acc

The UBS ETF (IE) Factor MSCI USA Quality ESG UCITS ETF (hedged to EUR) A-acc is an equity fund that tracks the MSCI USA Quality ESG Low Carbon Select (EUR Hedged) index, focusing on US stocks with high quality and ESG criteria. The fund is hedged to Euro and has a total expense ratio of 0.28% p.a.

IS3QUBUX
Fund NameiShares Edge MSCI World Quality Factor UCITS ETF (Acc)UBS ETF (IE) Factor MSCI USA Quality ESG UCITS ETF (hedged to EUR) A-acc
Fund ProviderBlackRockUBS
IndexMSCI World Sector Neutral QualityMSCI USA Quality ESG Low Carbon Select (EUR Hedged)
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.3%0.28%
Inception Date2014-10-032015-12-10
Number Of Holdings297107
CurrencyUSDEUR
Distribution PolicyAccumulatingAccumulating
RegionGlobalUnited States
Investment StyleQualityQuality
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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