ETF Comparison: LVDX vs EL4W
ETF 说明
LVDX - Amundi LevDax Daily (2x) leveraged UCITS ETF Dist
The Amundi LevDax Daily (2x) leveraged UCITS ETF Dist is an equity ETF that tracks the LevDAX® (2x) index, which provides two times leveraged exposure to the DAX® index, comprising the 40 largest and most traded German stocks listed on the Frankfurt Stock Exchange. The ETF uses a synthetic replication method with a swap and distributes dividends annually. With a total expense ratio of 0.35% p.a., it is a leveraged fund that aims to provide amplified returns of the German equity market.
EL4W - Deka Deutsche Boerse EUROGOV Germany Money Market UCITS ETF
The Deka Deutsche Boerse EUROGOV Germany Money Market UCITS ETF is an exchange-traded fund that tracks the Deutsche Börse EUROGOV Germany Money Market index, providing investors with exposure to short-term German government bonds with maturities between 2-12 months.
比较表
| LVDX | EL4W | |
|---|---|---|
| 基金名称 | Amundi LevDax Daily (2x) leveraged UCITS ETF Dist | Deka Deutsche Boerse EUROGOV Germany Money Market UCITS ETF |
| Fund Provider | Amundi | Deka ETFs |
| Index | LevDAX® (2x) | Deutsche Börse EUROGOV® Germany Money Market |
| Asset Class | Equity | Cash & Currencies |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.35% | 0.12% |
| Inception Date | 2020-07-02 | 2009-03-16 |
| Currency | EUR | EUR |
| Distribution Policy | Distributing | Distributing |
| Region | Germany | Germany |
| Leveraged | 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。