ETF Comparison: SPMB vs EMB
ETF 说明
SPMB - SPDR Portfolio Mortgage Backed Bond ETF
The SPDR Portfolio Mortgage Backed Bond ETF is an exchange-traded fund that tracks the Bloomberg US Aggregate Securitized - MBS index, providing exposure to the US mortgage-backed securities market. The fund invests in a diversified portfolio of mortgage-backed bonds, aiming to provide income and capital preservation.
EMB - iShares J.P. Morgan USD Emerging Markets Bond ETF
The iShares J.P. Morgan USD Emerging Markets Bond ETF provides exposure to debt of emerging markets issuers denominated in U.S. dollars, offering a low-cost and diversified option for investors seeking to enhance current returns and achieve geographic diversification without exchange rate fluctuations.
比较表
| SPMB | EMB | |
|---|---|---|
| 基金名称 | SPDR Portfolio Mortgage Backed Bond ETF | iShares J.P. Morgan USD Emerging Markets Bond ETF |
| Fund Provider | State Street | BlackRock |
| Index | Bloomberg US Aggregate Securitized - MBS | J.P. Morgan EMBI Global Core Index |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.04% | 0.39% |
| Inception Date | 2009-01-15 | 2007-12-17 |
| Number Of Holdings | 2423 | 630 |
| Currency | USD | USD |
| Region | United States | Emerging Markets |
| Sector | Financials | Financials |
| Bond Type | Specialized Bonds | Specialized 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。