ETF Comparison: IYM vs PICK
ETF 说明
IYM - iShares U.S. Basic Materials ETF
The iShares U.S. Basic Materials ETF provides exposure to the U.S. materials sector, offering a way to invest in companies engaged in the extraction and production of natural resources. This fund can be used to establish a tactical tilt towards the materials sector or as part of a sector rotation strategy.
PICK - iShares MSCI Global Metals & Mining Producers ETF
The iShares MSCI Global Metals & Mining Producers ETF provides diversified exposure to the global metals and mining industry, investing in a broad range of companies engaged in the extraction and production of metals, including aluminum, steel, and precious metals. This fund offers a way to tilt portfolio exposure towards the mining sector or bet on a short-term surge in mining stocks.
比较表
| IYM | PICK | |
|---|---|---|
| 基金名称 | iShares U.S. Basic Materials ETF | iShares MSCI Global Metals & Mining Producers ETF |
| Fund Provider | BlackRock | BlackRock |
| Index | Russell 1000 Basic Materials RIC 22.5/45 Capped Index | MSCI ACWI Select Metals & Mining Producers Ex Gold & Silver Investable Market Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.40% | 0.39% |
| Inception Date | 2000-06-12 | 2012-01-31 |
| Number Of Holdings | 39 | 259 |
| Currency | USD | USD |
| Region | United States | Developed Markets |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Sector | Materials | Materials |
| 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。