PortfolioMetrics

ZPDF vs. XDWF - ETF Comparison

ZPDF - SPDR S&P US Financials Select Sector UCITS ETF

The SPDR S&P US Financials Select Sector UCITS ETF tracks the S&P Financials Select Sector index, providing exposure to the US financial sector. With a low expense ratio of 0.15%, this ETF offers a cost-effective way to invest in a diversified portfolio of US financial companies.

XDWF - Xtrackers MSCI World Financials UCITS ETF 1C

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

ZPDFXDWF
Fund NameSPDR S&P US Financials Select Sector UCITS ETFXtrackers MSCI World Financials UCITS ETF 1C
Fund ProviderState StreetDeutsche Bank
IndexS&P Financials Select SectorMSCI World Financials
Asset ClassEquityEquity
ListingEU-listedEU-listed
Expense Ratio0.15%0.25%
Inception Date2015-07-072016-03-04
Number Of Holdings71235
CurrencyUSDUSD
Distribution PolicyAccumulatingAccumulating
RegionUnited StatesGlobal
Investment StyleBlendBlend
Market CapBlendBlend
SectorFinancialsFinancials
Sector DetailBanks & InsuranceBanks & Insurance
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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