ETF Comparison: CMOD vs XAD5
ETF 说明
CMOD - Invesco Bloomberg Commodity UCITS ETF Acc
The Invesco Bloomberg Commodity UCITS ETF Acc is a commodity-focused exchange-traded fund that tracks the Bloomberg Commodity index, providing exposure to a broad range of commodities including energy, precious metals, industrial metals, livestock, and agriculture.
XAD5 - Xtrackers Physical Gold ETC (EUR)
The Xtrackers Physical Gold ETC (EUR) is a commodity exchange-traded fund that tracks the spot price of gold in US Dollars, providing investors with a cost-effective way to gain exposure to the precious metal. With a low expense ratio of 0.25%, this fund offers a long-only investment strategy, replicating the performance of the underlying index with a collateralized debt obligation backed by physical gold holdings.
比较表
| CMOD | XAD5 | |
|---|---|---|
| 基金名称 | Invesco Bloomberg Commodity UCITS ETF Acc | Xtrackers Physical Gold ETC (EUR) |
| Fund Provider | Invesco | Deutsche Bank |
| Index | Bloomberg Commodity | Gold |
| Asset Class | Commodity | Commodity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.19% | 0.25% |
| Inception Date | 2017-01-09 | 2010-08-27 |
| Currency | USD | EUR |
| Distribution Policy | Accumulating | Accumulating |
| 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。