ETF Comparison: FSMP vs FUSA
ETF 说明
FSMP - Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
The Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) is an actively managed exchange-traded fund that invests in corporate bonds issued by companies worldwide, with a focus on sustainability criteria and fundamental characteristics. The ETF is currency hedged to British Pound (GBP) and has a total expense ratio of 0.30% per annum.
FUSA - Fidelity US Quality Income UCITS ETF Acc
The Fidelity US Quality Income UCITS ETF Acc is an equity fund that tracks the Fidelity US Quality Income index, focusing on high-quality companies in the United States that offer high dividend yields. The fund aims to provide income and long-term growth, with a low expense ratio of 0.25% p.a..
比较表
| FSMP | FUSA | |
|---|---|---|
| 基金名称 | Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) | Fidelity US Quality Income UCITS ETF Acc |
| Fund Provider | Fidelity | Fidelity |
| Index | Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor (GBP Hedged) | Fidelity US Quality Income |
| Asset Class | Bonds | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.3% | 0.25% |
| Inception Date | 2021-03-23 | 2017-03-27 |
| Number Of Holdings | 353 | 99 |
| Currency | GBP | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Investment Style | Active | Dividend |
| 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。