ETF Comparison: FSTA vs PBJ
ETF 说明
FSTA - Fidelity MSCI Consumer Staples Index ETF
The Fidelity MSCI Consumer Staples Index ETF (FSTA) tracks the MSCI USA IMI Consumer Staples 25/50 Index, providing broad-based exposure to the consumer staples sector in the United States. With a competitive expense ratio, the fund offers a diversified portfolio of large-cap stocks, making it an attractive option for investors seeking to implement a sector rotation strategy or gain exposure to a specific segment of the US market.
PBJ - Invesco Food & Beverage ETF
The Invesco Food & Beverage ETF provides diversified exposure to the US consumer staples sector, investing in a blend of discretionary and staples companies. The fund's multi-factor strategy utilizes quantitative analysis and stock screening to identify holdings, aiming to generate alpha for investors.
比较表
| FSTA | PBJ | |
|---|---|---|
| 基金名称 | Fidelity MSCI Consumer Staples Index ETF | Invesco Food & Beverage ETF |
| Fund Provider | Fidelity | Invesco |
| Index | MSCI USA IMI Consumer Staples 25/50 Index | Dynamic Food & Beverage Intellidex Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.08% | 0.57% |
| Inception Date | 2013-10-21 | 2005-06-23 |
| Number Of Holdings | 105 | 32 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Blend |
| Sector | Consumer Staples | Consumer Staples |
| 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。