ETF Comparison: GACA vs CBNX
ETF 說明
GACA - Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
The Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) is an exchange-traded fund that tracks the Goldman Sachs ActiveBeta US Large Cap Equity index, focusing on large-cap US equities with a multi-factor strategy that incorporates value, momentum, quality, and low volatility. The fund aims to provide long-term capital growth and income, with a competitive expense ratio of 0.14% p.a.
CBNX - Goldman Sachs Access China Government Bond UCITS ETF USD (Acc)
The Goldman Sachs Access China Government Bond UCITS ETF USD (Acc) is an exchange-traded fund that tracks the FTSE Goldman Sachs China Government Bond index, providing exposure to renminbi-denominated fixed-rate bonds issued by the Chinese treasury and regional Chinese governments.
比較表
| GACA | CBNX | |
|---|---|---|
| 基金名稱 | Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.) | Goldman Sachs Access China Government Bond UCITS ETF USD (Acc) |
| Fund Provider | Goldman Sachs | Goldman Sachs |
| Index | Goldman Sachs ActiveBeta US Large Cap Equity | FTSE Goldman Sachs China Government Bond |
| Asset Class | Equity | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.14% | 0.24% |
| Inception Date | 2019-09-23 | 2021-05-19 |
| Number Of Holdings | 442 | 22 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | China |
| 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。