ETF Comparison: SPAB vs BIV
ETF 说明
SPAB - SPDR Portfolio Aggregate Bond ETF
The SPDR Portfolio Aggregate Bond ETF is a fixed income fund that tracks the Bloomberg US Aggregate Index, providing broad exposure to the US investment-grade bond market. The fund aims to offer a diversified portfolio of bonds with varying maturities, sectors, and credit qualities.
BIV - Vanguard Intermediate-Term Bond ETF
The Vanguard Intermediate-Term Bond ETF (BIV) provides exposure to investment-grade U.S. debt with maturities between five and ten years, offering a targeted approach to fixed income investing. The fund's diversified portfolio includes Treasuries, corporate debt, and agency securities, with a focus on minimizing risk and maximizing returns. With a low expense ratio and commission-free trading in Vanguard accounts, BIV is a cost-efficient tool for fine-tuning the effective duration of a fixed income portfolio.
比较表
| SPAB | BIV | |
|---|---|---|
| 基金名称 | SPDR Portfolio Aggregate Bond ETF | Vanguard Intermediate-Term Bond ETF |
| Fund Provider | State Street | Vanguard |
| Index | Bloomberg US Aggregate | Bloomberg US Government/Credit - Float Adjusted (5-10 Y) |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.03% | 0.04% |
| Inception Date | 2007-05-23 | 2007-04-03 |
| Number Of Holdings | 7317 | 2261 |
| Currency | USD | USD |
| Region | Developed Markets | United States |
| Sector | Financials | Financials |
| Bond Type | Broad Market | Broad Market |
| 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。