IS3S vs. QDVI - ETF Comparison
IS3S - iShares Edge MSCI World Value Factor UCITS ETF
The iShares Edge MSCI World Value Factor UCITS ETF is an exchange-traded fund that tracks the MSCI World Enhanced Value index, focusing on value stocks from developed countries worldwide. It uses a sampling technique to replicate the performance of the underlying index, with a total expense ratio of 0.30% per annum. The ETF is domiciled in Ireland and has a large asset base of 3,500 million Euros, with a long-only investment strategy and an accumulating distribution policy.
QDVI - iShares Edge MSCI USA Value Factor UCITS ETF
The iShares Edge MSCI USA Value Factor UCITS ETF is an exchange-traded fund that tracks the MSCI USA Enhanced Value index, providing investors with exposure to US value stocks. The fund uses a long-only strategy and full replication to track the performance of the underlying index, which is composed of US equities determined as value stocks using eight historical and forward-looking fundamental data points.
| IS3S | QDVI | |
|---|---|---|
| Fund Name | iShares Edge MSCI World Value Factor UCITS ETF | iShares Edge MSCI USA Value Factor UCITS ETF |
| Fund Provider | BlackRock | BlackRock |
| Index | MSCI World Enhanced Value | MSCI USA Enhanced Value |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.3% | 0.2% |
| Inception Date | 2014-10-03 | 2016-10-13 |
| Number Of Holdings | 396 | 151 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Investment Style | Value | Value |
| Leveraged | Non-leveraged | Non-leveraged |
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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.