ETF Comparison: A4H8 vs D5BG
ETF 說明
A4H8 - Amundi Index Euro Corporate SRI UCITS ETF DR (C)
The Amundi Index Euro Corporate SRI UCITS ETF DR (C) is an exchange-traded fund that tracks the Bloomberg MSCI Euro Corporate ESG Sustainability SRI index, providing exposure to Euro-denominated corporate bonds with an investment grade rating and ESG considerations. The fund adopts a long-only strategy and uses a sampling technique to replicate the performance of the underlying index.
D5BG - Xtrackers II EUR Corporate Bond UCITS ETF 1C
The Xtrackers II EUR Corporate Bond UCITS ETF 1C is an exchange-traded fund that tracks the Bloomberg Euro Corporate Bond index, providing exposure to euro-denominated corporate bonds from industrial, utility, and financial issuers. The fund adopts a long-only strategy, accumulating interest income and reinvesting it in the ETF. With a total expense ratio of 0.12% p.a., it offers a cost-effective way to invest in the European corporate bond market.
比較表
| A4H8 | D5BG | |
|---|---|---|
| 基金名稱 | Amundi Index Euro Corporate SRI UCITS ETF DR (C) | Xtrackers II EUR Corporate Bond UCITS ETF 1C |
| Fund Provider | Amundi | Deutsche Bank |
| Index | Bloomberg MSCI Euro Corporate ESG Sustainability SRI | Bloomberg Euro Corporate Bond |
| Asset Class | Bonds | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.14% | 0.12% |
| Inception Date | 2016-11-11 | 2010-02-23 |
| Number Of Holdings | 2739 | 3670 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | Europe | Europe |
| Sector | Financials | Financials |
| Sector Detail | Corporate Bonds | Corporate Bonds |
| Bond Type | Corporate Bonds | Corporate Bonds |
| Leveraged | Non-leveraged | Non-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。