ETF Comparison: GOVT vs GOVI
ETF 說明
GOVT - iShares U.S. Treasury Bond ETF
The iShares U.S. Treasury Bond ETF provides broad-based exposure to U.S. Treasuries with a range of maturities, offering a diversified fixed income investment option for investors seeking to allocate to the government bond market.
GOVI - Invesco Equal Weight 0-30 Year Treasury ETF
The Invesco Equal Weight 0-30 Year Treasury ETF is an exchange-traded fund that tracks the ICE BofA Laddered Maturity US Treasury (1-30 Y) index, providing investors with diversified exposure to the US Treasury bond market with a focus on investment-grade securities.
比較表
| GOVT | GOVI | |
|---|---|---|
| 基金名稱 | iShares U.S. Treasury Bond ETF | Invesco Equal Weight 0-30 Year Treasury ETF |
| Fund Provider | BlackRock | Invesco |
| Index | ICE U.S. Treasury Core Bond Index | ICE BofA Laddered Maturity US Treasury (1-30 Y) |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.05% | 0.15% |
| Inception Date | 2012-02-14 | 2007-10-11 |
| Number Of Holdings | 202 | 31 |
| Currency | USD | USD |
| Region | United States | United States |
| Sector | Financials | Financials |
| Sector Detail | Government Bonds | Government Bonds |
| Bond Type | Government Bonds | Government Bonds |
| 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。