ETF Comparison: FLMX vs BRZU
ETF 说明
FLMX - Franklin FTSE Mexico ETF
The Franklin FTSE Mexico ETF (FLMX) tracks a market-cap weighted index of large and mid-size companies in Mexico, offering a broad-based exposure to the country's equity market. With a lower expense ratio compared to its iShares rival, this ETF provides an attractive option for investors seeking tactical exposure to Mexico.
BRZU - Direxion Daily MSCI Brazil Bull 2X Shares
The Direxion Daily MSCI Brazil Bull 2X Shares is an exchange-traded fund that seeks to provide daily investment results, before fees and expenses, of 200% of the performance of the MSCI Brazil 25/50 Index. The fund invests in a portfolio of Brazilian equities, offering investors exposure to the Brazilian market with a leveraged approach.
比较表
| FLMX | BRZU | |
|---|---|---|
| 基金名称 | Franklin FTSE Mexico ETF | Direxion Daily MSCI Brazil Bull 2X Shares |
| Fund Provider | Franklin Templeton | Rafferty Asset Management |
| Index | FTSE Mexico RIC Capped Index | MSCI Brazil 25/50 Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.19% | 1.24% |
| Inception Date | 2017-11-03 | 2013-04-10 |
| Number Of Holdings | 40 | 2 |
| Region | Latin America | Latin America |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Leveraged | Non-leveraged | 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。