ETF Comparison: 2B7D vs ESIS
ETF 说明
2B7D - iShares S&P 500 Consumer Staples Sector UCITS ETF
The iShares S&P 500 Consumer Staples Sector UCITS ETF is an exchange-traded fund that tracks the S&P 500 Capped 35/20 Consumer Staples index, providing exposure to the US consumer staples sector. The fund uses a full replication strategy to track the performance of the underlying index, with a total expense ratio of 0.15% p.a.
ESIS - iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc)
The iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) is an equity fund that tracks the MSCI Europe Consumer Staples 20/35 Capped index, providing exposure to large and mid-cap European companies from the consumer staples sector. The fund has a low expense ratio of 0.18% and follows a long-only strategy, accumulating dividends and reinvesting them in the fund.
比较表
| 2B7D | ESIS | |
|---|---|---|
| 基金名称 | iShares S&P 500 Consumer Staples Sector UCITS ETF | iShares MSCI Europe Consumer Staples Sector UCITS ETF EUR (Acc) |
| Fund Provider | BlackRock | BlackRock |
| Index | S&P 500 Capped 35/20 Consumer Staples | MSCI Europe Consumer Staples 20/35 Capped |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.15% | 0.18% |
| Inception Date | 2017-03-20 | 2020-11-17 |
| Number Of Holdings | 39 | 39 |
| Currency | USD | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | Europe |
| Market Cap | Large-Cap | Blend |
| Sector | Consumer Staples | Consumer Staples |
| Leveraged | Non-leveraged | Non-leveraged |
回测选项
摘要
关键指标
绩效指标
风险指标
详细报酬
绩效分析
绩效分析透过累积报酬、年底（EoY）报酬及 Sharpe 比率、Sortino 比率等风险调整指标，评估历史资料以衡量投资策略报酬。这有助于投资人在不同市场條件下评估绝对和相对绩效。
累积报酬
年底报酬表
年底报酬
风险分析
风险分析是指对可能导致资本损失的潜在负面事件进行评估。进行风险分析有助于决定是否应进行投资。这是透过回撤、波动率和 Beta 等风险指标来完成的，这些指标反映了利益相关者对投资策略一致性的信心。
回撤
回撤表
Monte Carlo 模拟
Monte Carlo 模拟是一种统计方法，透过从历史资产价格资料中随机抽样产生大量潜在结果，用以预测投资组合报酬。它协助投资人评估各种市场條件下投资组合的潜在风险和报酬。模拟考虑初始投资，并可选择性地模拟现金流情境，如固定投入、固定提款或比例提款。
重要提示：透过 Monte Carlo 模拟产生的预测纯屬假设性質，不保证未来报酬。投资决策应考量多种因素，过去表现不代表未来结果。