ETF Comparison: GLAC vs EUN4
ETF 说明
GLAC - SPDR Bloomberg Global Aggregate Bond UCITS ETF CHF Hedged
The SPDR Bloomberg Global Aggregate Bond UCITS ETF CHF Hedged is a bond ETF that tracks the Bloomberg Global Aggregate Bond (CHF Hedged) index, providing exposure to investment-grade bonds issued in emerging and developed markets worldwide, hedged to the Swiss Franc (CHF).
EUN4 - iShares EUR Aggregate Bond ESG UCITS ETF EUR (Dist)
The iShares EUR Aggregate Bond ESG UCITS ETF EUR (Dist) is an exchange-traded fund that tracks the Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI index, providing exposure to a diversified portfolio of EUR-denominated bonds from issuers worldwide, with a focus on environmental, social, and governance (ESG) considerations.
比较表
| GLAC | EUN4 | |
|---|---|---|
| 基金名称 | SPDR Bloomberg Global Aggregate Bond UCITS ETF CHF Hedged | iShares EUR Aggregate Bond ESG UCITS ETF EUR (Dist) |
| Fund Provider | State Street | BlackRock |
| Index | Bloomberg Global Aggregate Bond (CHF Hedged) | Bloomberg MSCI Euro Aggregate Sustainable and Green Bond SRI |
| Asset Class | Bonds | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.1% | 0.16% |
| Inception Date | 2018-04-06 | 2009-03-06 |
| Number Of Holdings | 9926 | 4501 |
| Currency | CHF | EUR |
| Distribution Policy | Accumulating | Distributing |
| Region | Global | Europe |
| Bond Type | Broad Market | Broad Market |
| 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。