PortfolioMetrics

XSMC vs. CSSLI - ETF Comparison

XSMC - Xtrackers Swiss Large Cap UCITS ETF 1C

The Xtrackers Swiss Large Cap UCITS ETF 1C is an equity ETF that tracks the Solactive Swiss Large Cap index, providing exposure to the 20 largest and most liquid Swiss large and mid-cap stocks. With a low expense ratio of 0.30% p.a., it is an attractive option for investors seeking to invest in the Swiss market.

CSSLI - iShares SLI ETF (CH)

The iShares SLI ETF (CH) is an equity fund that tracks the SLI index, comprising the 30 largest and most liquid stocks in the Swiss equity market. The fund aims to provide long-term capital growth by replicating the performance of the underlying index through full replication. With a total expense ratio of 0.35% p.a., the fund distributes dividends to investors at least annually.

XSMCCSSLI
Fund NameXtrackers Swiss Large Cap UCITS ETF 1CiShares SLI ETF (CH)
Fund ProviderDeutsche BankBlackRock
IndexSolactive Swiss Large CapSLI®
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.3%0.35%
Inception Date2013-07-092007-06-29
Number Of Holdings2030
CurrencyCHFCHF
Distribution PolicyAccumulatingDistributing
RegionSwitzerlandSwitzerland
Market CapLarge-CapLarge-Cap
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