ETF Comparison: TQQQ vs NOBL
ETF 说明
TQQQ - ProShares UltraPro QQQ
The ProShares UltraPro QQQ ETF provides 3x daily long leverage to the NASDAQ-100 Index, offering a powerful tool for sophisticated investors with a bullish short-term outlook for large-cap US equities. It is designed for investors who are willing to take on higher risk in pursuit of higher returns, but may not be suitable for those with a low risk tolerance or a buy-and-hold strategy.
NOBL - ProShares S&P 500 Dividend Aristocrats ETF
The ProShares S&P 500 Dividend Aristocrats ETF is an equity fund that tracks the S&P 500 Dividend Aristocrats Index, investing in large-cap US stocks with a history of consistently increasing dividends. The fund employs an equal-weighting scheme and diversifies its holdings across various sectors, with no single sector exceeding 30% of the index. This ETF offers a unique strategy for investors seeking dividend growth and income generation.
比较表
| TQQQ | NOBL | |
|---|---|---|
| 基金名称 | ProShares UltraPro QQQ | ProShares S&P 500 Dividend Aristocrats ETF |
| Fund Provider | Proshare Advisors LLC | Proshare Advisors LLC |
| Index | NASDAQ-100 Index (300%) | S&P 500 Dividend Aristocrats |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.88% | 0.35% |
| Inception Date | 2010-02-09 | 2013-10-09 |
| Number Of Holdings | 118 | 67 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Growth | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Leveraged | 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。