ETF Comparison: EUNL vs P500
ETF 說明
EUNL - iShares Core MSCI World UCITS ETF USD (Acc)
The iShares Core MSCI World UCITS ETF USD (Acc) is a large-cap equity fund that tracks the MSCI World index, providing exposure to developed markets worldwide. The fund uses a sampling technique to replicate the performance of the underlying index, accumulating and reinvesting dividends. With a low expense ratio of 0.20% p.a., it is a cost-effective option for investors seeking broad global equity exposure.
P500 - Invesco S&P 500 UCITS ETF
The Invesco S&P 500 UCITS ETF is a large, accumulating ETF that tracks the S&P 500 index, comprising the 500 largest US stocks. It has a low expense ratio of 0.05% and uses a synthetic replication method with a swap. The fund is domiciled in Ireland and has been operating since 2010.
比較表
| EUNL | P500 | |
|---|---|---|
| 基金名稱 | iShares Core MSCI World UCITS ETF USD (Acc) | Invesco S&P 500 UCITS ETF |
| Fund Provider | BlackRock | Invesco |
| Index | MSCI World | S&P 500 |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.05% |
| Inception Date | 2009-09-25 | 2010-05-20 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | Global | United States |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | 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。