SXR0 vs. UBUR - ETF Comparison
SXR0 - iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc)
The iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) is an equity ETF that tracks the MSCI World Minimum Volatility (EUR Hedged) index, aiming to provide low-risk exposure to developed markets worldwide. The fund uses a sampling technique to replicate the performance of the underlying index, with a focus on minimizing absolute risk. The ETF is currency hedged to Euro (EUR) and has a total expense ratio of 0.35% p.a.
UBUR - UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
The UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis is an equity fund that tracks the MSCI USA Select Dynamic 50% Risk Weighted index, focusing on low volatility and risk-weighted stocks in the US market. The fund aims to provide investors with a diversified portfolio of leading US stocks with lower risk, while distributing dividends semi-annually.
| SXR0 | UBUR | |
|---|---|---|
| Fund Name | iShares Edge MSCI World Minimum Volatility UCITS ETF EUR Hedged (Acc) | UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis |
| Fund Provider | BlackRock | UBS |
| Index | MSCI World Minimum Volatility (EUR Hedged) | MSCI USA Select Dynamic 50% Risk Weighted |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.35% | 0.18% |
| Inception Date | 2017-04-21 | 2015-08-26 |
| Number Of Holdings | 261 | 185 |
| Currency | EUR | USD |
| Distribution Policy | Accumulating | Distributing |
| Region | Global | United States |
| Investment Style | Low Volatility/Risk Weighted | Low Volatility/Risk Weighted |
| Leveraged | Non-leveraged | Non-leveraged |
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Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
Key Metrics
Performance Metrics
Risk Metrics
Detailed Returns
Benchmark Comparison
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
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.