ETF Comparison: IYJ vs EXI
ETF 說明
IYJ - iShares U.S. Industrials ETF
The iShares U.S. Industrials ETF provides exposure to the U.S. industrials sector, offering a way to access a corner of the U.S. economy that includes transportation firms, providers of commercial and professional services, and manufacturers of capital goods. The fund tracks the Dow Jones U.S. Industrials Index and offers a diversified portfolio of over 190 holdings, with a market capitalization-weighted approach. While it may not be the cheapest option, it can be a useful tool for investors seeking to implement a tactical tilt towards the industrials sector or as part of a sector rotation strategy.
EXI - iShares Global Industrials ETF
The iShares Global Industrials ETF provides exposure to the global industrial sector, including transportation firms, commercial and professional services, and manufacturers of capital goods. It offers a diversified portfolio of approximately 200 stocks, with a heavy weighting towards U.S. stocks. This ETF is suitable for investors seeking to establish a tactical tilt towards the industrials sector or as part of a global sector rotation strategy.
比較表
| IYJ | EXI | |
|---|---|---|
| 基金名稱 | iShares U.S. Industrials ETF | iShares Global Industrials ETF |
| Fund Provider | BlackRock | BlackRock |
| Index | Dow Jones U.S. Industrials Index | S&P Global 1200 / Industrials -SEC |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.40% | 0.42% |
| Inception Date | 2000-06-12 | 2006-09-12 |
| Number Of Holdings | 193 | 211 |
| Region | United States | Developed Markets |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Sector | Industrials | Industrials |
| 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。