ETF Comparison: SPY4 vs SPPW
ETF 說明
SPY4 - SPDR S&P 400 US Mid Cap UCITS ETF
The SPDR S&P 400 US Mid Cap UCITS ETF is an equity fund that tracks the S&P MidCap 400 index, providing exposure to 400 mid-sized US companies. With a low expense ratio of 0.30% p.a., the fund uses a full replication strategy to replicate the performance of the underlying index. The ETF is a large fund with 1,778m Euro assets under management and has been domiciled in Ireland since its launch on 30 January 2012.
SPPW - SPDR MSCI World UCITS ETF
The SPDR MSCI World UCITS ETF is a large, accumulating equity fund that tracks the MSCI World index, providing exposure to developed markets worldwide. It uses a sampling technique to replicate the performance of the underlying index, with a low expense ratio of 0.12% p.a.
比較表
| SPY4 | SPPW | |
|---|---|---|
| 基金名稱 | SPDR S&P 400 US Mid Cap UCITS ETF | SPDR MSCI World UCITS ETF |
| Fund Provider | State Street | State Street |
| Index | S&P MidCap 400 | MSCI World |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.3% | 0.12% |
| Inception Date | 2012-01-30 | 2019-02-28 |
| Number Of Holdings | 402 | 1413 |
| Currency | USD | USD |
| Distribution Policy | Accumulating | Accumulating |
| Region | United States | Global |
| Market Cap | Mid-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。