ETF Comparison: IBC1 vs SXRM
ETF 说明
IBC1 - iShares USD Treasury Bond 0-1yr UCITS ETF (Acc)
The iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) is a bond ETF that tracks the IDC US Treasury Short Term index, investing in US Dollar denominated government bonds issued by the US Treasury with a time to maturity of 0-1 year. The fund aims to provide investors with a low-cost and diversified exposure to the US government bond market.
SXRM - iShares USD Treasury Bond 7-10yr UCITS ETF (Acc)
The iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) is a bond ETF that tracks the ICE US Treasury 7-10 Year index, investing in US Dollar denominated government bonds issued by the US Treasury with a time to maturity of 7-10 years. The fund has a low expense ratio of 0.07% and uses a sampling technique to replicate the performance of the underlying index. The ETF is a large fund with over 4,269 million Euro assets under management and has been domiciled in Ireland since its inception in 2009.
比较表
| IBC1 | SXRM | |
|---|---|---|
| 基金名称 | iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | iShares USD Treasury Bond 7-10yr UCITS ETF (Acc) |
| Fund Provider | BlackRock | BlackRock |
| Index | IDC US Treasury Short Term | ICE US Treasury 7-10 Year |
| Asset Class | Bonds | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.07% | 0.07% |
| Inception Date | 2019-02-20 | 2009-06-03 |
| Number Of Holdings | 82 | 13 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | United States |
| Bond Type | Government Bonds | Government Bonds |
| 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。