ETF Comparison: QDVS vs IUS7
ETF Descriptions
QDVS - iShares MSCI EM SRI UCITS ETF
The iShares MSCI EM SRI UCITS ETF is an equity fund that tracks the MSCI Emerging Markets SRI Select Reduced Fossil Fuels index, focusing on companies with high Environmental, Social and Governance (ESG) ratings from emerging markets, while avoiding those with fossil fuel exposure. The fund has a low expense ratio of 0.25% and is domiciled in Ireland.
IUS7 - iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist)
The iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) is an exchange-traded fund that tracks the JP Morgan EMBI Global Core index, providing investors with exposure to US Dollar denominated sovereign and quasi-sovereign bonds from Emerging Markets countries with a minimum time to maturity of 2 years.
Comparison Table
| QDVS | IUS7 | |
|---|---|---|
| Fund Name | iShares MSCI EM SRI UCITS ETF | iShares J.P. Morgan USD Emerging Markets Bond UCITS ETF (Dist) |
| Fund Provider | BlackRock | BlackRock |
| Index | MSCI Emerging Markets SRI Select Reduced Fossil Fuels | JP Morgan EMBI Global Core |
| Asset Class | Equity | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.25% | 0.45% |
| Inception Date | 2016-07-11 | 2008-02-15 |
| Number Of Holdings | 215 | 624 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Distributing |
| Region | Emerging Markets | Emerging Markets |
| Leveraged | Non-leveraged | Non-leveraged |
Backtesting Options
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Performance Analysis
The performance analysis evaluates historical data to measure investment strategy returns through key metrics like Cumulative returns, End of Year (EoY) returns, and risk-adjusted measures such as the Sharpe ratio and Sortino ratio. This helps investors assess both absolute and relative performance across different market conditions.
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.