IUSA vs. D5BM - ETF Comparison
IUSA - iShares Core S&P 500 UCITS ETF USD (Dist)
The iShares Core S&P 500 UCITS ETF USD (Dist) is a large-cap equity fund that tracks the S&P 500 index, providing exposure to the 500 largest US stocks. The fund has a low expense ratio of 0.07% and distributes dividends quarterly. With over 16 billion in assets under management, it is a well-established fund that has been in operation since 2002.
D5BM - Xtrackers S&P 500 Swap UCITS ETF 1C
The Xtrackers S&P 500 Swap UCITS ETF 1C tracks the S&P 500 index, which comprises the 500 largest US stocks. This large-cap ETF uses a synthetic replication method with a swap and has an expense ratio of 0.15%. It is an accumulating fund, meaning dividends are reinvested in the ETF. With assets under management of 4,882 million Euro, it was launched on 26 March 2010 and is domiciled in Luxembourg.
| IUSA | D5BM | |
|---|---|---|
| Fund Name | iShares Core S&P 500 UCITS ETF USD (Dist) | Xtrackers S&P 500 Swap UCITS ETF 1C |
| Fund Provider | BlackRock | Deutsche Bank |
| Index | S&P 500 | S&P 500 |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.07% | 0.15% |
| Inception Date | 2002-03-15 | 2010-03-26 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | United States |
| Market Cap | Large-Cap | Large-Cap |
| 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.