ETF Comparison: IUSA vs VGWL
ETF 說明
IUSA - iShares Core S&P 500 UCITS ETF USD (Dist)
The iShares Core S&P 500 UCITS ETF USD (Dist) is a large-cap equity fund that tracks the S&P 500 index, providing exposure to the 500 largest US stocks. The fund has a low expense ratio of 0.07% and distributes dividends quarterly. With over 16 billion in assets under management, it is a well-established fund that has been in operation since 2002.
VGWL - Vanguard FTSE All-World UCITS ETF Distributing
The Vanguard FTSE All-World UCITS ETF Distributing is a diversified equity fund that tracks the FTSE All-World index, providing exposure to stocks from developed and emerging countries worldwide. With a low expense ratio of 0.22%, it offers a cost-effective way to invest in the global equity market.
比較表
| IUSA | VGWL | |
|---|---|---|
| 基金名稱 | iShares Core S&P 500 UCITS ETF USD (Dist) | Vanguard FTSE All-World UCITS ETF Distributing |
| Fund Provider | BlackRock | Vanguard |
| Index | S&P 500 | FTSE All-World |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.07% | 0.22% |
| Inception Date | 2002-03-15 | 2012-05-22 |
| Number Of Holdings | 503 | 3639 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Distributing |
| Region | United States | Global |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Blend |
| 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。