ETF Comparison: NFRA vs IGF
ETF 说明
NFRA - FlexShares STOXX Global Broad Infrastructure Index Fund
The FlexShares STOXX Global Broad Infrastructure Index Fund is an equity ETF that tracks a market-cap-weighted index of companies involved in infrastructure-related businesses, including energy, communications, utilities, transportation, and government outsourcing. The fund aims to provide a diversified portfolio with a focus on global infrastructure, with a majority of holdings in North American, Japanese, Australian, and UK equities. It offers a blend of growth and income potential, with a moderate expense ratio compared to other infrastructure funds.
IGF - iShares Global Infrastructure ETF
The iShares Global Infrastructure ETF provides investors with a diversified portfolio of global infrastructure companies, offering exposure to a unique and often overlooked sector. The fund tracks the S&P Global Infrastructure index, which includes companies involved in the development, maintenance, and operation of infrastructure projects worldwide. With a focus on developed markets, this fund offers a relatively stable investment opportunity with lower emerging market exposure.
比较表
| NFRA | IGF | |
|---|---|---|
| 基金名称 | FlexShares STOXX Global Broad Infrastructure Index Fund | iShares Global Infrastructure ETF |
| Fund Provider | Northern Trust | BlackRock |
| Index | STOXX Global Broad Infrastructure Index | S&P Global Infrastructure |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.47% | 0.41% |
| Inception Date | 2013-10-08 | 2007-12-10 |
| Number Of Holdings | 175 | 77 |
| Region | Global | Developed Markets |
| Investment Style | Blend | Blend |
| Market Cap | Blend | Blend |
| Sector | Utilities | Utilities |
| Sector Detail | Infrastructure | Infrastructure |
| 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。