ETF Comparison: SS42 vs QDVF
ETF 说明
SS42 - SPDR MSCI World Energy UCITS ETF
The SPDR MSCI World Energy UCITS ETF is an exchange-traded fund that tracks the MSCI World Energy index, providing exposure to the energy sector of developed markets worldwide. The fund uses a full replication strategy to track the underlying index, accumulating and reinvesting dividends. With a total expense ratio of 0.30% p.a., it offers a cost-effective way to invest in the global energy sector.
QDVF - iShares S&P 500 Energy Sector UCITS ETF (Acc)
The iShares S&P 500 Energy Sector UCITS ETF (Acc) is an equity fund that tracks the S&P 500 Capped 35/20 Energy index, providing exposure to the US energy sector. The fund uses a full replication strategy to track the performance of the underlying index, with a total expense ratio of 0.15% p.a.. The ETF distributes dividends on an accumulating basis and has a large asset base of 901 million USD.
比较表
| SS42 | QDVF | |
|---|---|---|
| 基金名称 | SPDR MSCI World Energy UCITS ETF | iShares S&P 500 Energy Sector UCITS ETF (Acc) |
| Fund Provider | State Street | BlackRock |
| Index | MSCI World Energy | S&P 500 Capped 35/20 Energy |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.3% | 0.15% |
| Inception Date | 2016-04-29 | 2015-11-20 |
| Number Of Holdings | 58 | 22 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Sector | Energy | Energy |
| 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。