ETF Comparison: FGEQ vs FSMP
ETF 說明
FGEQ - Fidelity Global Quality Income UCITS ETF
The Fidelity Global Quality Income UCITS ETF is an equity fund that tracks the Fidelity Global Quality Income index, investing in high-quality companies from developed markets with high dividend yields. The fund aims to provide income and long-term growth, with a total expense ratio of 0.40% p.a.
FSMP - Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged)
The Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) is an actively managed exchange-traded fund that invests in corporate bonds issued by companies worldwide, with a focus on sustainability criteria and fundamental characteristics. The ETF is currency hedged to British Pound (GBP) and has a total expense ratio of 0.30% per annum.
比較表
| FGEQ | FSMP | |
|---|---|---|
| 基金名稱 | Fidelity Global Quality Income UCITS ETF | Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor UCITS ETF ACC-GBP (hedged) |
| Fund Provider | Fidelity | Fidelity |
| Index | Fidelity Global Quality Income | Fidelity Sustainable Global Corporate Bond Paris-Aligned Multifactor (GBP Hedged) |
| Asset Class | Equity | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.4% | 0.3% |
| Inception Date | 2017-03-27 | 2021-03-23 |
| Number Of Holdings | 227 | 353 |
| Currency | USD | GBP |
| Distribution Policy | Distributing | Accumulating |
| Region | Global | Global |
| Investment Style | Dividend | Active |
| 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。