PortfolioMetrics

OM3L vs. QDVE - ETF Comparison

OM3L - iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)

The iShares MSCI USA ESG Enhanced UCITS ETF USD (Dist) is an equity fund that tracks the MSCI USA ESG Enhanced Focus index, investing in large-cap US companies with a focus on environmental, social, and governance (ESG) factors. The fund aims to maximize ESG exposure while minimizing carbon equivalent exposure and potential emissions risk. With a low expense ratio of 0.07%, it is a cost-effective option for investors seeking ESG-focused exposure to the US market.

QDVE - iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)

The iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) is an equity ETF that tracks the S&P 500 Capped 35/20 Information Technology index, providing exposure to the US information technology sector. The fund uses a full replication strategy to track the performance of the underlying index, with a total expense ratio of 0.15% p.a.. The ETF distributes dividends on an accumulating basis and is domiciled in Ireland.

OM3LQDVE
Fund NameiShares MSCI USA ESG Enhanced UCITS ETF USD (Dist)iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc)
Fund ProviderBlackRockBlackRock
IndexMSCI USA ESG Enhanced FocusS&P 500 Capped 35/20 Information Technology
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.07%0.15%
Inception Date2019-03-122015-11-20
Number Of Holdings55366
CurrencyUSDUSD
Distribution PolicyDistributingAccumulating
RegionUnited StatesUnited States
Market CapLarge-CapLarge-Cap
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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