PortfolioMetrics

NFRA vs. XLU - ETF Comparison

NFRA - FlexShares STOXX Global Broad Infrastructure Index Fund

The FlexShares STOXX Global Broad Infrastructure Index Fund is an equity ETF that tracks a market-cap-weighted index of companies involved in infrastructure-related businesses, including energy, communications, utilities, transportation, and government outsourcing. The fund aims to provide a diversified portfolio with a focus on global infrastructure, with a majority of holdings in North American, Japanese, Australian, and UK equities. It offers a blend of growth and income potential, with a moderate expense ratio compared to other infrastructure funds.

XLU - Utilities Select Sector SPDR Fund

The Utilities Select Sector SPDR Fund is an equity ETF that tracks the S&P Utilities Select Sector Index, providing exposure to the U.S. utilities sector. It offers a low-risk investment option with relatively high distribution yields, making it suitable for investors seeking to establish low-risk equity exposure or enhance their portfolio's current returns. The fund's market capitalization-weighted portfolio is composed of large-cap stocks, with a focus on the utilities sector.

NFRAXLU
Fund NameFlexShares STOXX Global Broad Infrastructure Index FundUtilities Select Sector SPDR Fund
Fund ProviderNorthern TrustState Street
IndexSTOXX Global Broad Infrastructure IndexS&P Utilities Select Sector Index
Asset ClassEquityEquity
ListingUS-listedUS-listed
Expense Ratio0.47%0.09%
Inception Date2013-10-081998-12-16
Number Of Holdings17532
RegionGlobalUnited States
Investment StyleBlendValue
Market CapBlendLarge-Cap
SectorUtilitiesUtilities
LeveragedNon-leveragedNon-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

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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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