ETF Comparison: UCO vs DGP
ETF 说明
UCO - ProShares Ultra Bloomberg Crude Oil
The ProShares Ultra Bloomberg Crude Oil ETF provides 2x daily leverage to the Bloomberg Commodity Balanced WTI Crude Oil Index, allowing investors to express a bullish outlook on energy prices. This fund is suitable for sophisticated investors with a high risk tolerance and the ability to regularly monitor their position.
DGP - DB Gold Double Long Exchange Traded Notes
The DB Gold Double Long Exchange Traded Notes (DGP) is a leveraged commodity ETF that offers 2x daily long exposure to the Deutsche Bank Liquid Commodity Index-Optimum Yield Gold. It is designed for sophisticated investors with a bullish short-term outlook for gold futures and Treasury bills, but may not be suitable for those with a low risk tolerance or a buy-and-hold strategy.
比较表
| UCO | DGP | |
|---|---|---|
| 基金名称 | ProShares Ultra Bloomberg Crude Oil | DB Gold Double Long Exchange Traded Notes |
| Fund Provider | Proshare Advisors LLC | Deutsche Bank |
| Index | Bloomberg Commodity Balanced WTI Crude Oil Index (-200%) | Deutsche Bank Liquid Commodity Index-Optimum Yield Gold (200%) |
| Asset Class | Commodity | Commodity |
| Listing | US-listed | US-listed |
| Expense Ratio | 1.43% | 0.75% |
| Inception Date | 2008-11-25 | 2008-02-27 |
| Number Of Holdings | 1 | 1 |
| Region | Global | Global |
| 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。