ETF Comparison: FRNE vs VGVF
ETF 说明
FRNE - Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C)
The Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) is an exchange-traded fund that tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates index, providing exposure to ESG-screened, Euro-denominated floating rate notes issued by companies from developed markets with an investment grade rating.
VGVF - Vanguard FTSE Developed World UCITS ETF Acc
The Vanguard FTSE Developed World UCITS ETF Acc is an equity fund that tracks the FTSE Developed index, providing exposure to large-cap stocks in developed markets worldwide. The fund uses a sampling technique to replicate the performance of the underlying index and has a low expense ratio of 0.12%. The ETF distributes dividends by accumulating and reinvesting them, and has a large asset base of over 2.6 billion USD.
比较表
| FRNE | VGVF | |
|---|---|---|
| 基金名称 | Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) | Vanguard FTSE Developed World UCITS ETF Acc |
| Fund Provider | Amundi | Vanguard |
| Index | iBoxx MSCI ESG EUR FRN Investment Grade Corporates | FTSE Developed |
| Asset Class | Bonds | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.18% | 0.12% |
| Inception Date | 2014-09-02 | 2019-09-24 |
| Number Of Holdings | 67 | 2087 |
| Currency | EUR | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Developed Markets | Developed Markets |
| 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。