ETF Comparison: 4RT6 vs UEQC
ETF 說明
4RT6 - WisdomTree WTI Crude Oil 2x Daily Leveraged
The WisdomTree WTI Crude Oil 2x Daily Leveraged ETF tracks the Bloomberg WTI Crude Oil SL Leverage (2x) index, providing investors with a leveraged exposure to the price of WTI Crude Oil futures contracts. The fund aims to deliver two times the daily performance of the underlying index, making it a high-risk, high-reward investment option.
UEQC - UBS ETF (IE) CMCI Commodity Carry SF UCITS ETF (USD) A-acc
The UBS ETF (IE) CMCI Commodity Carry SF UCITS ETF (USD) A-acc is an exchange-traded fund that tracks the UBS CM-BCOM Outperformance Strategy ex-Precious Metals 2.5 Leveraged index, providing investors with a leveraged exposure to a broad range of commodities, excluding precious metals.
比較表
| 4RT6 | UEQC | |
|---|---|---|
| 基金名稱 | WisdomTree WTI Crude Oil 2x Daily Leveraged | UBS ETF (IE) CMCI Commodity Carry SF UCITS ETF (USD) A-acc |
| Fund Provider | WisdomTree | UBS |
| Index | Bloomberg WTI Crude Oil SL Leverage (2x) | UBS CM-BCOM Outperformance Strategy ex-Precious Metals 2.5 Leveraged |
| Asset Class | Commodity | Commodity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.98% | 0.34% |
| Inception Date | 2008-03-11 | 2020-01-16 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Leveraged | Leveraged | Leveraged |
回測選項
摘要
關鍵指標
績效指標
風險指標
詳細報酬
績效分析
績效分析透過累積報酬、年底（EoY）報酬及 Sharpe 比率、Sortino 比率等風險調整指標，評估歷史資料以衡量投資策略報酬。這有助於投資人在不同市場條件下評估絕對和相對績效。
累積報酬
年底報酬表
年底報酬
風險分析
風險分析是指對可能導致資本損失的潛在負面事件進行評估。進行風險分析有助於決定是否應進行投資。這是透過回撤、波動率和 Beta 等風險指標來完成的，這些指標反映了利益相關者對投資策略一致性的信心。
回撤
回撤表
Monte Carlo 模擬
Monte Carlo 模擬是一種統計方法，透過從歷史資產價格資料中隨機抽樣產生大量潛在結果，用以預測投資組合報酬。它協助投資人評估各種市場條件下投資組合的潛在風險和報酬。模擬考慮初始投資，並可選擇性地模擬現金流情境，如固定投入、固定提款或比例提款。
重要提示：透過 Monte Carlo 模擬產生的預測純屬假設性質，不保證未來報酬。投資決策應考量多種因素，過去表現不代表未來結果。