ETF Comparison: FXR vs PPA
ETF 说明
FXR - First Trust Industrials/Producer Durables AlphaDEX Fund
The First Trust Industrials/Producer Durables AlphaDEX Fund is an equity ETF that tracks the StrataQuant Industrials Index, providing exposure to the U.S. industrials sector. The fund employs a unique, quant-based screening methodology to identify stocks poised for outperformance, aiming to generate excess returns relative to traditional cap-weighted benchmarks. With a multi-cap approach, FXR offers a diversified portfolio of industrials stocks, with a focus on broad-based exposure.
PPA - Invesco Aerospace & Defense ETF
The Invesco Aerospace & Defense ETF provides exposure to the aerospace and defense sector of the industrials industry, offering a diversified portfolio of large, stable companies with long-term government contracts. While the fund comes with risks related to government spending and budget concerns, it offers broad exposure to the industry with a market capitalization-weighted approach.
比较表
| FXR | PPA | |
|---|---|---|
| 基金名称 | First Trust Industrials/Producer Durables AlphaDEX Fund | Invesco Aerospace & Defense ETF |
| Fund Provider | First Trust | Invesco |
| Index | StrataQuant Industrials Index | SPADE Defense Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.61% | 0.58% |
| Inception Date | 2007-05-08 | 2005-10-26 |
| Number Of Holdings | 138 | 56 |
| Region | United States | United States |
| Investment Style | Blend | Blend |
| Market Cap | Blend | Blend |
| Sector | Industrials | Industrials |
| 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。