UEQE vs. IBCZ - ETF Comparison
UEQE - UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis
The UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis is an equity fund that tracks the MSCI USA Select Factor Mix index, which consists of large-, mid-, and small-cap stocks across the US equity markets. The fund employs a multi-factor strategy, considering factors such as value, quality, momentum, volatility, size, and yield. With a low expense ratio of 0.25%, it is a cost-effective option for investors seeking exposure to the US market.
IBCZ - iShares Edge MSCI World Multifactor UCITS ETF USD (Acc)
The iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) is an equity ETF that tracks the MSCI World Diversified Multiple-Factor index, investing in developed equity markets globally with a multi-factor strategy. The fund's investment approach is based on four style factors: Value, Momentum, Quality, and Small Size.
| UEQE | IBCZ | |
|---|---|---|
| Fund Name | UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-dis | iShares Edge MSCI World Multifactor UCITS ETF USD (Acc) |
| Fund Provider | UBS | BlackRock |
| Index | MSCI USA Select Factor Mix | MSCI World Diversified Multiple-Factor |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.25% | 0.5% |
| Inception Date | 2017-04-27 | 2015-09-04 |
| Number Of Holdings | 1948 | 466 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | Global |
| Investment Style | Multi-Factor | Multi-Factor |
| Market Cap | Blend | Blend |
| 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.