ETF Comparison: QQQ vs VEA
ETF 说明
QQQ - Invesco QQQ Trust Series I
The Invesco QQQ Trust Series I is an equity ETF that tracks the Nasdaq 100 index, providing exposure to the US technology sector. With a low expense ratio, it is a cost-efficient option for investors seeking to gain exposure to the tech industry. However, its concentrated portfolio and high average daily turnover make it more suitable for short-term traders rather than long-term investors seeking a balanced portfolio.
VEA - Vanguard FTSE Developed Markets ETF
The Vanguard FTSE Developed Markets ETF provides diversified exposure to developed markets outside of North America, including Western Europe, Japan, and Australia. It is a cost-efficient way to invest in large-cap companies across various sectors, making it a core holding for many long-term portfolios.
比较表
| QQQ | VEA | |
|---|---|---|
| 基金名称 | Invesco QQQ Trust Series I | Vanguard FTSE Developed Markets ETF |
| Fund Provider | Invesco | Vanguard |
| Index | Nasdaq 100 | FTSE Developed ex US All Cap Net Tax (US RIC) Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.20% | 0.06% |
| Inception Date | 1999-03-10 | 2007-07-20 |
| Number Of Holdings | 102 | 3960 |
| Region | United States | Developed Markets |
| Investment Style | Growth | Blend |
| Market Cap | Large-Cap | Large-Cap |
| 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。