UBU5 vs. ZPRV - ETF Comparison
UBU5 - UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis
The UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis is an equity fund that tracks the MSCI USA Value index, investing in US value stocks determined by eight historical and forward-looking fundamental data points. The fund has a total expense ratio of 0.20% p.a. and distributes dividends semi-annually.
ZPRV - SPDR MSCI USA Small Cap Value Weighted UCITS ETF
The SPDR MSCI USA Small Cap Value Weighted UCITS ETF is an equity fund that tracks the MSCI USA Small Cap Value Weighted index, providing exposure to small cap US stocks weighted by four fundamental accounting variables: sales, earnings, cash earnings, and book value.
| UBU5 | ZPRV | |
|---|---|---|
| Fund Name | UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis | SPDR MSCI USA Small Cap Value Weighted UCITS ETF |
| Fund Provider | UBS | State Street |
| Index | MSCI USA Value | MSCI USA Small Cap Value Weighted |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.3% |
| Inception Date | 2012-04-11 | 2015-02-18 |
| Number Of Holdings | 439 | 1715 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | United States |
| Investment Style | Value | Value |
| Leveraged | Non-leveraged | Non-leveraged |
Select Timeframe
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.