JRUD vs. IS3R - ETF Comparison
JRUD - JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist)
The JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) is an actively managed ETF that invests in US companies, seeking to generate a higher return than the S&P 500 while avoiding companies with negative ESG impacts. The fund has a total expense ratio of 0.20% p.a. and distributes dividends annually.
IS3R - iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
The iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) is an equity fund that tracks the MSCI World Momentum index, investing in stocks with high price momentum from 23 developed countries worldwide. The fund aims to provide long-term capital growth by replicating the performance of the underlying index through a sampling technique.
| JRUD | IS3R | |
|---|---|---|
| Fund Name | JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (dist) | iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) |
| Fund Provider | JPMorgan Chase | BlackRock |
| Index | JP Morgan US Research Enhanced Index Equity (ESG) | MSCI World Momentum |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.3% |
| Inception Date | 2019-12-16 | 2014-10-03 |
| Number Of Holdings | 248 | 347 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | Global |
| Investment Style | Growth | Growth |
| Market Cap | Large-Cap | Blend |
| 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.