ETF Comparison: CETH vs 2BTC
ETF 说明
CETH - CoinShares Physical Staked Ethereum
The CoinShares Physical Staked Ethereum is an exchange-traded note (ETN) that tracks the value of Ethereum, a popular cryptocurrency. With a low expense ratio, it provides investors with a cost-effective way to gain exposure to the cryptocurrency market. The ETN is backed by physical holdings of Ethereum and has a long-only strategy, aiming to replicate the performance of the underlying index.
2BTC - 21Shares Bitcoin ETP
The 21Shares Bitcoin ETP is an exchange-traded product that tracks the value of Bitcoin, providing investors with exposure to the cryptocurrency market. With a total expense ratio of 1.49%, the fund uses a collateralized debt obligation backed by physical holdings of Bitcoin to replicate the performance of the underlying index.
比较表
| CETH | 2BTC | |
|---|---|---|
| 基金名称 | CoinShares Physical Staked Ethereum | 21Shares Bitcoin ETP |
| Fund Provider | CoinShares | 21Shares |
| Index | Ethereum | Bitcoin |
| Asset Class | Cryptocurrency | Cryptocurrency |
| Listing | EU-listed | EU-listed |
| Expense Ratio | nan% | 1.49% |
| Inception Date | 2021-02-23 | 2019-02-26 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | Global |
| 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。