XDEM vs. QDVA - ETF Comparison
XDEM - Xtrackers MSCI World Momentum Factor UCITS ETF 1C
The Xtrackers MSCI World Momentum Factor UCITS ETF 1C is an equity ETF that tracks the MSCI World Momentum index, investing in developed countries worldwide with a focus on high price momentum stocks. The fund has a long-only strategy and accumulates dividends, with a low expense ratio of 0.25% p.a..
QDVA - iShares Edge MSCI USA Momentum Factor UCITS ETF
The iShares Edge MSCI USA Momentum Factor UCITS ETF is an equity fund that tracks the MSCI USA Momentum index, investing in US stocks with high price momentum. The fund uses a sampling technique to replicate the performance of the underlying index, accumulating and reinvesting dividends. With a low expense ratio of 0.2%, it is a cost-effective option for investors seeking exposure to the US equity market.
| XDEM | QDVA | |
|---|---|---|
| Fund Name | Xtrackers MSCI World Momentum Factor UCITS ETF 1C | iShares Edge MSCI USA Momentum Factor UCITS ETF |
| Fund Provider | Deutsche Bank | BlackRock |
| Index | MSCI World Momentum | MSCI USA Momentum |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.25% | 0.2% |
| Inception Date | 2014-09-05 | 2016-10-13 |
| Number Of Holdings | 344 | 123 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Investment Style | Momentum | Momentum |
| 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.