PortfolioMetrics

XWTS vs. WCMS - ETF Comparison

XWTS - Xtrackers MSCI World Communication Services UCITS ETF 1C

The Xtrackers MSCI World Communication Services UCITS ETF 1C tracks the MSCI World Communication Services 20/35 Custom index, providing exposure to the communication services sector of developed markets worldwide. The ETF uses a full replication strategy and has a total expense ratio of 0.25% p.a.

WCMS - iShares MSCI World Communication Services Sector ESG UCITS ETF USD (Dist)

The iShares MSCI World Communication Services Sector ESG UCITS ETF USD (Dist) is an equity ETF that tracks the MSCI World Communication Services ESG Reduced Carbon Select 20 35 Capped index, focusing on the communication services sector of developed markets worldwide, with an emphasis on environmental, social, and corporate governance (ESG) criteria.

XWTSWCMS
Fund NameXtrackers MSCI World Communication Services UCITS ETF 1CiShares MSCI World Communication Services Sector ESG UCITS ETF USD (Dist)
Fund ProviderDeutsche BankBlackRock
IndexMSCI World Communication Services 20/35 CustomMSCI World Communication Services ESG Reduced Carbon Select 20 35 Capped
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.25%0.18%
Inception Date2016-03-162022-04-07
Number Of Holdings7778
CurrencyUSDUSD
Distribution PolicyAccumulatingDistributing
RegionGlobalGlobal
SectorCommunication ServicesCommunication Services
Sector DetailTelecommunicationsTelecommunications
LeveragedNon-leveragedNon-leveraged
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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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Key Metrics

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Performance Metrics

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Risk Metrics

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Detailed Returns

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Benchmark Comparison

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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

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End of Year Returns Table

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End of Year Returns

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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

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Drawdowns Table

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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

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Simulated Portfolio Prices

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