ETF Comparison: KV4 vs SGPDU
ETF 說明
KV4 - Xtrackers Singapore Government Bond UCITS ETF 1C
The Xtrackers Singapore Government Bond UCITS ETF 1C is an exchange-traded fund that tracks the FTSE Singapore Government Bond index, providing exposure to Singaporean government bonds with a focus on all maturities. The fund has a total expense ratio of 0.20% and uses a sampling technique to replicate the performance of the underlying index. The ETF is domiciled in Luxembourg and has approximately 75 million euros in assets under management.
SGPDU - UBS ETF (LU) MSCI Singapore UCITS ETF (SGD) A-dis
The UBS ETF (LU) MSCI Singapore UCITS ETF (SGD) A-dis is an equity ETF that tracks the MSCI Singapore index, providing exposure to large and mid-cap stocks in Singapore. The fund is domiciled in Luxembourg and has a total expense ratio of 0.45% p.a.. It distributes dividends semi-annually and uses a full replication strategy to track the underlying index.
比較表
| KV4 | SGPDU | |
|---|---|---|
| 基金名稱 | Xtrackers Singapore Government Bond UCITS ETF 1C | UBS ETF (LU) MSCI Singapore UCITS ETF (SGD) A-dis |
| Fund Provider | Deutsche Bank | UBS |
| Index | FTSE Singapore Government Bond | MSCI Singapore |
| Asset Class | Bonds | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.45% |
| Inception Date | 2010-05-11 | 2015-06-04 |
| Number Of Holdings | 21 | 21 |
| Currency | SGD | SGD |
| Distribution Policy | Accumulating | Distributing |
| Region | Singapore | Singapore |
| 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。