ETF Comparison: USUE vs USMUFS
ETF 说明
USUE - UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-acc
The UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-acc is an equity ETF that tracks the MSCI USA Select Factor Mix index, which is a multi-factor strategy that combines large-, mid-, and small-cap stocks across the US equity markets. The ETF uses a sampling technique to replicate the performance of the underlying index, with a focus on factors such as value, quality, momentum, volatility, size, and yield. The ETF has a low expense ratio of 0.25% and distributes dividends on an accumulating basis.
USMUFS - UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to CHF) A-acc
The UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to CHF) A-acc is an equity fund that tracks the MSCI USA Select Factor Mix (CHF Hedged) index, which consists of large-, mid-, and small-cap US companies. The fund employs a multi-factor strategy, considering factors such as value, quality, momentum, volatility, size, and yield. It is currency hedged to Swiss Francs (CHF) and has a total expense ratio of 0.28% p.a.
比较表
| USUE | USMUFS | |
|---|---|---|
| 基金名称 | UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (USD) A-acc | UBS ETF (IE) MSCI USA Select Factor Mix UCITS ETF (hedged to CHF) A-acc |
| Fund Provider | UBS | UBS |
| Index | MSCI USA Select Factor Mix | MSCI USA Select Factor Mix (CHF Hedged) |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.25% | 0.28% |
| Inception Date | 2018-10-16 | 2017-09-06 |
| Number Of Holdings | 1948 | 1948 |
| Currency | USD | CHF |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | United States |
| Investment Style | Multi-Factor | Multi-Factor |
| Market Cap | Blend | Blend |
| 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。