ETF Comparison: TBF vs SBND
ETF 說明
TBF - ProShares Short 20+ Year Treasury
The ProShares Short 20+ Year Treasury ETF provides inverse exposure to the U.S. 20+ Year Treasury Index, allowing investors to potentially benefit from declining long-term U.S. treasury prices. This fund is designed for sophisticated investors with a bearish short-term outlook for U.S. long-term treasuries.
SBND - Columbia Short Duration Bond ETF
The Columbia Short Duration Bond ETF (SBND) is a leveraged bond fund that provides -3x short exposure to the broad-based Deutsche Bank Long U.S. Treasury Bond Futures Index. It is designed for sophisticated investors with a bearish short-term outlook for U.S. long-term treasuries, offering a powerful tool for those who understand the risks and complexities of leveraged debt investments.
比較表
| TBF | SBND | |
|---|---|---|
| 基金名稱 | ProShares Short 20+ Year Treasury | Columbia Short Duration Bond ETF |
| Fund Provider | Proshare Advisors LLC | Ameriprise Financial |
| Index | U.S. Treasury 20+ Year Index (-100%) | Bloomberg Beta Advantage Short Term Bond (--300%) |
| Asset Class | Bonds | Bonds |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.92% | 0.25% |
| Inception Date | 2009-08-20 | 2021-09-21 |
| Currency | USD | USD |
| Region | United States | United States |
| Bond Type | Government Bonds | Government Bonds |
| Leveraged | Leveraged | 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。