PortfolioMetrics

XDWM vs. WELI - ETF Comparison

XDWM - Xtrackers MSCI World Materials UCITS ETF 1C

The Xtrackers MSCI World Materials UCITS ETF 1C is an exchange-traded fund that tracks the MSCI World Materials index, providing exposure to the materials sector of developed markets worldwide. With a low expense ratio of 0.25%, it offers a cost-effective way to invest in this sector.

WELI - Amundi S&P Global Materials ESG UCITS ETF DR EUR (A)

The Amundi S&P Global Materials ESG UCITS ETF DR EUR (A) is an equity ETF that tracks the S&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials index, focusing on the materials sector with an ESG (environmental, social, and corporate governance) filter. It aims to provide long-term growth by replicating the performance of the underlying index through full replication, with a low expense ratio of 0.18% p.a..

XDWMWELI
Fund NameXtrackers MSCI World Materials UCITS ETF 1CAmundi S&P Global Materials ESG UCITS ETF DR EUR (A)
Fund ProviderDeutsche BankAmundi
IndexMSCI World MaterialsS&P Developed Ex-Korea LargeMidCap Sustainability Enhanced Materials
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.25%0.18%
Inception Date2016-03-162022-09-20
Number Of Holdings10685
CurrencyUSDEUR
Distribution PolicyAccumulatingAccumulating
RegionGlobalGlobal
Investment StyleBlendBlend
Market CapBlendLarge-Cap, Mid-Cap
SectorMaterialsMaterials
Sector DetailBasic MaterialsBasic Materials
LeveragedNon-leveragedNon-leveraged
Invert Comparison

Select Timeframe

Key Metrics

Run the backtest to get the results

Performance Metrics

Run the backtest to get the results

Risk Metrics

Run the backtest to get the results

Detailed Returns

Run the backtest to get the results

Benchmark Comparison

Run the backtest to get the results

Key Metrics

Run the backtest to get the results

Performance Metrics

Run the backtest to get the results

Risk Metrics

Run the backtest to get the results

Detailed Returns

Run the backtest to get the results

Benchmark Comparison

Run the backtest to get the results

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

Run the backtest to get the results

End of Year Returns Table

Run the backtest to get the results

End of Year Returns

Run the backtest to get the results

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

Run the backtest to get the results

Drawdowns Table

Run the backtest to get the results

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

Run the backtest to get the results

Simulated Portfolio Prices

Run the backtest to get the results