ETF Comparison: SPHY vs ANGL
ETF 说明
SPHY - SPDR Portfolio High Yield Bond ETF
The SPDR Portfolio High Yield Bond ETF (SPHY) provides broad exposure to high-yield bonds issued by borrowers with a higher risk of default, offering higher yields than ultra-safe U.S. Treasuries or investment-grade debt. With a competitive expense ratio, this ETF offers a cost-effective way to access the high-yield bond market.
ANGL - VanEck Fallen Angel High Yield Bond ETF
The VanEck Fallen Angel High Yield Bond ETF (ANGL) provides exposure to high-yield bonds that were previously rated as investment grade but have since been downgraded to junk status. This unique approach offers investors a way to tap into the higher end of the credit quality spectrum, with the potential for bonds to be upgraded back to investment grade. The fund is designed for risk-tolerant investors seeking to boost returns from their bond portfolios, and can be used as a tactical allocation or as part of a long-term investment strategy.
比较表
| SPHY | ANGL | |
|---|---|---|
| 基金名称 | SPDR Portfolio High Yield Bond ETF | VanEck Fallen Angel High Yield Bond ETF |
| Fund Provider | State Street | VanEck |
| Index | ICE BofAML US High Yield Index | ICE BofA US Fallen Angel High Yield 10% Constrained |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.05% | 0.25% |
| Inception Date | 2012-06-18 | 2012-04-10 |
| Number Of Holdings | 1894 | 127 |
| Currency | USD | USD |
| Region | United States | Developed Markets |
| Sector | Financials | Financials |
| Sector Detail | High Yield Bonds | High Yield Bonds |
| Bond Type | High Yield Bonds | High Yield Bonds |
| 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。