ETF Comparison: TBT vs SBND
ETF 说明
TBT - ProShares UltraShort 20+ Year Treasury
The ProShares UltraShort 20+ Year Treasury ETF provides 2x short leveraged exposure to the U.S. 20+ Year Treasury Index, allowing sophisticated investors to express a bearish view on long-term U.S. treasuries. This ETF is designed for investors with a high risk tolerance and a deep understanding of the U.S. economy and its policies.
SBND - Columbia Short Duration Bond ETF
The Columbia Short Duration Bond ETF (SBND) is a leveraged bond fund that provides -3x short exposure to the broad-based Deutsche Bank Long U.S. Treasury Bond Futures Index. It is designed for sophisticated investors with a bearish short-term outlook for U.S. long-term treasuries, offering a powerful tool for those who understand the risks and complexities of leveraged debt investments.
比较表
| TBT | SBND | |
|---|---|---|
| 基金名称 | ProShares UltraShort 20+ Year Treasury | Columbia Short Duration Bond ETF |
| Fund Provider | Proshare Advisors LLC | Ameriprise Financial |
| Index | U.S. Treasury 20+ Year Index (-200%) | Bloomberg Beta Advantage Short Term Bond (--300%) |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.90% | 0.25% |
| Inception Date | 2008-04-29 | 2021-09-21 |
| Currency | USD | USD |
| Region | United States | United States |
| Sector | Financials | Financials |
| Sector Detail | Government Bonds | Government Bonds |
| Bond Type | Government Bonds | Government Bonds |
| Leveraged | Leveraged | 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。