ETF Comparison: SPYP vs EXV6
ETF Descriptions
SPYP - SPDR MSCI Europe Materials UCITS ETF
The SPDR MSCI Europe Materials UCITS ETF is an exchange-traded fund that tracks the MSCI Europe Materials 20/35 Capped index, providing investors with exposure to the European materials sector. The fund uses a full replication strategy to track the performance of the underlying index, which is capped to prevent over-concentration in individual constituents. With a low expense ratio of 0.18%, this fund offers a cost-effective way to invest in European materials companies.
EXV6 - iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)
The iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) is an equity ETF that tracks the STOXX Europe 600 Basic Resources index, providing exposure to the European basic resources sector. With a total expense ratio of 0.46% p.a., the fund uses a full replication strategy to replicate the performance of the underlying index. The ETF distributes dividends at least annually and has a large asset base of 500 million euros.
Comparison Table
| SPYP | EXV6 | |
|---|---|---|
| Fund Name | SPDR MSCI Europe Materials UCITS ETF | iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) |
| Fund Provider | State Street | BlackRock |
| Index | MSCI Europe Materials 20/35 Capped | STOXX® Europe 600 Basic Resources |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.18% | 0.46% |
| Inception Date | 2014-12-05 | 2002-07-08 |
| Number Of Holdings | 36 | 18 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Distributing |
| Region | Europe | Europe |
| Market Cap | Blend | Blend |
| Sector | Materials | Materials |
| Sector Detail | Basic Materials | Basic Materials |
| Leveraged | Non-leveraged | Non-leveraged |
Backtesting Options
Summary
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.