ETF Comparison: VGVF vs IQQ6
ETF 说明
VGVF - Vanguard FTSE Developed World UCITS ETF Acc
The Vanguard FTSE Developed World UCITS ETF Acc is an equity fund that tracks the FTSE Developed index, providing exposure to large-cap stocks in developed markets worldwide. The fund uses a sampling technique to replicate the performance of the underlying index and has a low expense ratio of 0.12%. The ETF distributes dividends by accumulating and reinvesting them, and has a large asset base of over 2.6 billion USD.
IQQ6 - iShares Developed Markets Property Yield UCITS ETF
The iShares Developed Markets Property Yield UCITS ETF is a real estate-focused exchange-traded fund that tracks the FTSE EPRA/NAREIT Developed Dividend+ index, providing exposure to listed real estate companies and REITs from developed countries worldwide with a forecast dividend yield of 2% or greater.
比较表
| VGVF | IQQ6 | |
|---|---|---|
| 基金名称 | Vanguard FTSE Developed World UCITS ETF Acc | iShares Developed Markets Property Yield UCITS ETF |
| Fund Provider | Vanguard | BlackRock |
| Index | FTSE Developed | FTSE EPRA/NAREIT Developed Dividend+ |
| Asset Class | Equity | Real Estate |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.12% | 0.59% |
| Inception Date | 2019-09-24 | 2006-10-20 |
| Number Of Holdings | 2087 | 338 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Distributing |
| Region | Developed Markets | Developed Markets |
| Investment Style | Blend | Dividend |
| Market Cap | Large-Cap | 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。