PortfolioMetrics

UCT2 vs. XTC5 - ETF Comparison

UCT2 - Amundi US Curve steepening 2-10Y UCITS ETF Acc

The Amundi US Curve steepening 2-10Y UCITS ETF Acc is an exchange-traded fund that tracks the Solactive USD Daily (x7) Steepener 2-10 index, aiming to capture changes in the US yield curve. The fund invests in US government bonds with a focus on steepening the curve, and uses a synthetic replication method with a swap. The ETF has a total expense ratio of 0.30% and distributes income by accumulating and reinvesting it.

XTC5 - Xtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C

The Xtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C is a European bond ETF that tracks the inverse performance of the iTraxx Crossover 5 Year index, which consists of 50 credit derivatives on European corporates in the high yield universe. The fund uses a synthetic replication method with a swap and has an expense ratio of 0.24%. It is an accumulating fund, meaning that interest income is reinvested in the ETF.

UCT2XTC5
Fund NameAmundi US Curve steepening 2-10Y UCITS ETF AccXtrackers iTraxx Crossover Short Daily Swap UCITS ETF 1C
Fund ProviderAmundiDeutsche Bank
IndexSolactive USD Daily (x7) Steepener 2-10iTraxx® Crossover 5y Short
Asset ClassBondsBonds
ListingEU-listedEU-listed
Expense Ratio0.3%0.24%
Inception Date2019-07-182007-11-07
CurrencyUSDEUR
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesEurope
SectorFinancialsFinancials
Sector DetailGovernment BondsCredit derivatives
Bond TypeGovernment BondsCorporate Bonds
LeveragedLeveragedLeveraged
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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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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 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

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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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