NK4J vs. XTC5 - ETF Comparison
NK4J - Amundi US Treasury 10Y Daily (-2x) Inverse UCITS ETF Acc
The Amundi US Treasury 10Y Daily (-2x) Inverse UCITS ETF Acc is an inverse bond ETF that seeks to track the Solactive 10Y US Treasury Futures Daily (-2x) Inverse index, providing a daily leveraged short exposure to US government bonds with a 10-year maturity.
XTC5 - Xtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C
The Xtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C is a European bond ETF that tracks the inverse performance of the iTraxx Crossover 5 Year index, which consists of 50 credit derivatives on European corporates in the high yield universe. The fund uses a synthetic replication method with a swap and has an expense ratio of 0.24%. It is an accumulating fund, meaning that interest income is reinvested in the ETF.
| NK4J | XTC5 | |
|---|---|---|
| Fund Name | Amundi US Treasury 10Y Daily (-2x) Inverse UCITS ETF Acc | Xtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C |
| Fund Provider | Amundi | Deutsche Bank |
| Index | Solactive 10Y US Treasury Futures Daily (-2x) Inverse | iTraxx® Crossover 5y Short |
| Asset Class | Bonds | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.24% |
| Inception Date | 2014-01-08 | 2007-11-07 |
| Currency | USD | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | Europe |
| Sector | Financials | Financials |
| Sector Detail | Government Bonds | Credit derivatives |
| Bond Type | Government Bonds | Corporate Bonds |
| Leveraged | Leveraged | 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.