ETF Comparison: IYM vs PICK
ETF 說明
IYM - iShares U.S. Basic Materials ETF
The iShares U.S. Basic Materials ETF provides exposure to the U.S. materials sector, offering a way to invest in companies engaged in the extraction and production of natural resources. This fund can be used to establish a tactical tilt towards the materials sector or as part of a sector rotation strategy.
PICK - iShares MSCI Global Metals & Mining Producers ETF
The iShares MSCI Global Metals & Mining Producers ETF provides diversified exposure to the global metals and mining industry, investing in a broad range of companies engaged in the extraction and production of metals, including aluminum, steel, and precious metals. This fund offers a way to tilt portfolio exposure towards the mining sector or bet on a short-term surge in mining stocks.
比較表
| IYM | PICK | |
|---|---|---|
| 基金名稱 | iShares U.S. Basic Materials ETF | iShares MSCI Global Metals & Mining Producers ETF |
| Fund Provider | BlackRock | BlackRock |
| Index | Russell 1000 Basic Materials RIC 22.5/45 Capped Index | MSCI ACWI Select Metals & Mining Producers Ex Gold & Silver Investable Market Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.40% | 0.39% |
| Inception Date | 2000-06-12 | 2012-01-31 |
| Number Of Holdings | 39 | 259 |
| Currency | USD | USD |
| Region | United States | Developed Markets |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Sector | Materials | Materials |
| 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。