XEOD vs. ZPR1 - ETF Comparison
XEOD - Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D
The Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D is a money market ETF that tracks the Solactive €STR +8.5 Daily index, providing exposure to the Euro short-term rate plus 8.5 basis points adjustment. With a low expense ratio of 0.10% p.a., it is a cost-effective option for investors seeking to invest in the European money market.
ZPR1 - SPDR Bloomberg 1-3 Month T-Bill UCITS ETF
The SPDR Bloomberg 1-3 Month T-Bill UCITS ETF is a money market fund that tracks the Bloomberg US Treasury 1-3m index, investing in high-quality, short-term US Treasury bonds with a maturity of 1-3 months. The fund provides a low-risk investment option with a focus on capital preservation and liquidity.
| XEOD | ZPR1 | |
|---|---|---|
| Fund Name | Xtrackers II EUR Overnight Rate Swap UCITS ETF 1D | SPDR Bloomberg 1-3 Month T-Bill UCITS ETF |
| Fund Provider | Deutsche Bank | State Street |
| Index | Solactive €STR +8.5 Daily | Bloomberg US Treasury 1-3m |
| Asset Class | Cash & Currencies | Cash & Currencies |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.1% | 0.1% |
| Inception Date | 2008-03-11 | 2019-07-17 |
| Currency | EUR | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | Europe | United States |
| 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.