ETF Comparison: DIA vs BIL
ETF 说明
DIA - SPDR Dow Jones Industrial Average ETF Trust
The SPDR Dow Jones Industrial Average ETF Trust tracks the performance of the Dow Jones Industrial Average, providing investors with exposure to a diversified portfolio of large-cap US equities. The fund holds a concentrated portfolio of 30 blue-chip stocks, including well-known companies such as ExxonMobil, Caterpillar, IBM, and GE. With a focus on large-cap stocks, the fund offers a relatively stable investment option with a history of paying solid dividends. However, investors seeking broader diversification may want to consider other large-cap ETFs.
BIL - SPDR Bloomberg 1-3 Month T-Bill ETF
The SPDR Bloomberg 1-3 Month T-Bill ETF is a fixed income fund that provides exposure to the ultrashort end of the US Treasury yield curve, focusing on zero-coupon T-Bills with less than three months until maturity. It offers a low-risk investment option with minimal interest rate and credit risk, making it an attractive safe-haven asset in volatile markets.
比较表
| DIA | BIL | |
|---|---|---|
| 基金名称 | SPDR Dow Jones Industrial Average ETF Trust | SPDR Bloomberg 1-3 Month T-Bill ETF |
| Fund Provider | State Street | State Street |
| Index | Dow Jones Industrial Average | Bloomberg US Treasury - Bills (1-3 M) |
| Asset Class | Equity | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.16% | 0.14% |
| Inception Date | 1998-01-14 | 2007-05-25 |
| Number Of Holdings | 31 | 18 |
| Currency | USD | USD |
| Region | United States | United States |
| 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。