ETF Comparison: IUSA vs VGWL
ETF 说明
IUSA - iShares Core S&P 500 UCITS ETF USD (Dist)
The iShares Core S&P 500 UCITS ETF USD (Dist) is a large-cap equity fund that tracks the S&P 500 index, providing exposure to the 500 largest US stocks. The fund has a low expense ratio of 0.07% and distributes dividends quarterly. With over 16 billion in assets under management, it is a well-established fund that has been in operation since 2002.
VGWL - Vanguard FTSE All-World UCITS ETF Distributing
The Vanguard FTSE All-World UCITS ETF Distributing is a diversified equity fund that tracks the FTSE All-World index, providing exposure to stocks from developed and emerging countries worldwide. With a low expense ratio of 0.22%, it offers a cost-effective way to invest in the global equity market.
比较表
| IUSA | VGWL | |
|---|---|---|
| 基金名称 | iShares Core S&P 500 UCITS ETF USD (Dist) | Vanguard FTSE All-World UCITS ETF Distributing |
| Fund Provider | BlackRock | Vanguard |
| Index | S&P 500 | FTSE All-World |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.07% | 0.22% |
| Inception Date | 2002-03-15 | 2012-05-22 |
| Number Of Holdings | 503 | 3639 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Distributing |
| Region | United States | Global |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Blend |
| 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。