PortfolioMetrics

ETF Comparison: SS45 vs EXV2

Comparison Selection

SS45
EXV2

ETF Descriptions

SS45 - SPDR MSCI World Telecommunications UCITS ETF

The SPDR MSCI World Telecommunications UCITS ETF tracks the MSCI World Communication Services index, providing exposure to the communication services sector of developed markets worldwide. The fund offers a cost-effective way to invest in a diversified portfolio of telecommunication companies, with a low expense ratio of 0.3%.

EXV2 - iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)

The iShares STOXX Europe 600 Telecommunications UCITS ETF (DE) is an equity fund that tracks the STOXX Europe 600 Telecommunications index, providing exposure to the European telecommunication sector. With a low expense ratio of 0.47%, the fund aims to replicate the performance of the underlying index through full replication, distributing dividends to investors at least annually.

Comparison Table

SS45EXV2
Fund NameSPDR MSCI World Telecommunications UCITS ETFiShares STOXX Europe 600 Telecommunications UCITS ETF (DE)
Fund ProviderState StreetBlackRock
IndexMSCI World Communication ServicesSTOXX® Europe 600 Telecommunications
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.3%0.47%
Inception Date2016-04-292001-04-25
Number Of Holdings7319
CurrencyUSDEUR
Distribution PolicyAccumulatingDistributing
RegionGlobalEurope
Investment StyleBlendBlend
Market CapBlendBlend
SectorCommunication ServicesCommunication Services
Sector DetailTelecommunicationsTelecommunications
LeveragedNon-leveragedNon-leveraged

Backtesting Options

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 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

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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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