ETF Comparison: EUNL vs P500
ETF 说明
EUNL - iShares Core MSCI World UCITS ETF USD (Acc)
The iShares Core MSCI World UCITS ETF USD (Acc) is a large-cap equity fund that tracks the MSCI World index, providing exposure to developed markets worldwide. The fund uses a sampling technique to replicate the performance of the underlying index, accumulating and reinvesting dividends. With a low expense ratio of 0.20% p.a., it is a cost-effective option for investors seeking broad global equity exposure.
P500 - Invesco S&P 500 UCITS ETF
The Invesco S&P 500 UCITS ETF is a large, accumulating ETF that tracks the S&P 500 index, comprising the 500 largest US stocks. It has a low expense ratio of 0.05% and uses a synthetic replication method with a swap. The fund is domiciled in Ireland and has been operating since 2010.
比较表
| EUNL | P500 | |
|---|---|---|
| 基金名称 | iShares Core MSCI World UCITS ETF USD (Acc) | Invesco S&P 500 UCITS ETF |
| Fund Provider | BlackRock | Invesco |
| Index | MSCI World | S&P 500 |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.05% |
| Inception Date | 2009-09-25 | 2010-05-20 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| 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。