PortfolioMetrics

NQSE vs. HNDX - ETF Comparison

NQSE - iShares Nasdaq 100 UCITS ETF EUR Hedged Acc

The iShares Nasdaq 100 UCITS ETF EUR Hedged Acc is an equity fund that tracks the Nasdaq 100 index, providing exposure to 100 non-financial stocks listed on the NASDAQ stock exchange. The fund is currency hedged to Euro (EUR) and has a total expense ratio of 0.36% p.a.. It follows a long-only strategy and replicates the performance of the underlying index by full replication. The fund is domiciled in Ireland and has approximately 684 million Euros in assets under management.

HNDX - Amundi Nasdaq 100 UCITS ETF Daily Hedged EUR (C)

The Amundi Nasdaq 100 UCITS ETF Daily Hedged EUR (C) is an equity ETF that tracks the Nasdaq 100 index, providing exposure to a selection of 100 non-financial stocks listed on the NASDAQ stock exchange. The ETF is currency hedged to Euro (EUR) and has a total expense ratio of 0.35% p.a.. It uses a synthetic replication method with a swap and accumulates dividends, reinvesting them in the ETF.

NQSEHNDX
Fund NameiShares Nasdaq 100 UCITS ETF EUR Hedged AccAmundi Nasdaq 100 UCITS ETF Daily Hedged EUR (C)
Fund ProviderBlackRockAmundi
IndexNasdaq 100® (EUR Hedged)Nasdaq 100® (EUR Hedged)
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.36%0.35%
Inception Date2018-09-102016-09-13
CurrencyEUREUR
Currency Hedged
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesUnited States
Investment StyleBlendBlend
Market CapLarge-CapLarge-Cap
SectorTechnologyTechnology
Sector DetailSoftware & HardwareSoftware & Hardware
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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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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