ETF Comparison: AVEM vs EEM
ETF 說明
AVEM - Avantis Emerging Markets Equity ETF
The Avantis Emerging Markets Equity ETF is an actively managed fund that invests in a diversified portfolio of emerging markets equities, aiming to provide long-term capital growth. The fund's proprietary weighting scheme seeks to balance risk and potential returns, with a focus on the total market.
EEM - iShares MSCI Emerging Markets ETF
The iShares MSCI Emerging Markets ETF is a diversified equity fund that provides exposure to emerging economies, offering a broad-based portfolio of large-cap stocks from dozens of emerging markets. It can be used as a core holding in a long-term portfolio or as a short-term trade to increase exposure to risky assets.
比較表
| AVEM | EEM | |
|---|---|---|
| 基金名稱 | Avantis Emerging Markets Equity ETF | iShares MSCI Emerging Markets ETF |
| Fund Provider | American Century Investments | BlackRock |
| Index | MSCI Emerging Markets | MSCI Emerging Markets |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.33% | 0.70% |
| Inception Date | 2019-09-17 | 2003-04-07 |
| Number Of Holdings | 3390 | 1210 |
| Region | Emerging Markets | Emerging Markets |
| Investment Style | Blend | Blend |
| Market Cap | Blend | Large-Cap |
| 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。