ETF Comparison: ACM9 vs FRNE
ETF 說明
ACM9 - Amundi ETF MSCI World ex EMU UCITS ETF EUR (C)
The Amundi ETF MSCI World ex EMU UCITS ETF EUR (C) is an exchange-traded fund that tracks the MSCI World ex EMU index, providing investors with exposure to developed markets outside of the European Monetary Union. The fund uses a synthetic replication method and has a total expense ratio of 0.35% per annum. It is a large-cap fund with a long-only strategy and does not distribute dividends, instead reinvesting them in the fund.
FRNE - Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C)
The Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) is an exchange-traded fund that tracks the iBoxx MSCI ESG EUR FRN Investment Grade Corporates index, providing exposure to ESG-screened, Euro-denominated floating rate notes issued by companies from developed markets with an investment grade rating.
比較表
| ACM9 | FRNE | |
|---|---|---|
| 基金名稱 | Amundi ETF MSCI World ex EMU UCITS ETF EUR (C) | Amundi Floating Rate Euro Corporate ESG UCITS ETF EUR (C) |
| Fund Provider | Amundi | Amundi |
| Index | MSCI World ex EMU | iBoxx MSCI ESG EUR FRN Investment Grade Corporates |
| Asset Class | Equity | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.35% | 0.18% |
| Inception Date | 2009-06-29 | 2014-09-02 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Accumulating |
| Region | Developed Markets | Developed Markets |
| 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。