ETF Comparison: JNK vs SHYG
ETF 說明
JNK - SPDR Bloomberg High Yield Bond ETF
The SPDR Bloomberg High Yield Bond ETF (JNK) provides exposure to the US high-yield bond market, investing in a diversified portfolio of corporate bonds with a minimum of one year to maturity and $600 million in outstanding face value. The fund offers a high-yield investment opportunity, but comes with higher default risks. It is suitable for investors seeking income generation and willing to take on credit risk.
SHYG - iShares 0-5 Year High Yield Corporate Bond ETF
The iShares 0-5 Year High Yield Corporate Bond ETF is an exchange-traded fund that tracks the performance of the Markit iBoxx USD Liquid High Yield 0-5 Index, providing investors with exposure to high-yield corporate bonds with maturities between 0-5 years.
比較表
| JNK | SHYG | |
|---|---|---|
| 基金名稱 | SPDR Bloomberg High Yield Bond ETF | iShares 0-5 Year High Yield Corporate Bond ETF |
| Fund Provider | State Street | BlackRock |
| Index | Bloomberg High Yield Very Liquid | Markit iBoxx USD Liquid High Yield 0-5 Index |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.40% | 0.30% |
| Inception Date | 2007-11-28 | 2013-10-15 |
| Number Of Holdings | 1188 | 1045 |
| Currency | USD | USD |
| Region | United States | United States |
| Sector | Financials | Financials |
| Sector Detail | Corporate Bonds | Corporate Bonds |
| Bond Type | High Yield Bonds | High Yield 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。