ETF Comparison: UBUR vs EUNZ
ETF 說明
UBUR - UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis
The UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis is an equity fund that tracks the MSCI USA Select Dynamic 50% Risk Weighted index, focusing on low volatility and risk-weighted stocks in the US market. The fund aims to provide investors with a diversified portfolio of leading US stocks with lower risk, while distributing dividends semi-annually.
EUNZ - iShares Edge MSCI EM Minimum Volatility UCITS ETF
The iShares Edge MSCI EM Minimum Volatility UCITS ETF is an exchange-traded fund that seeks to track the MSCI Emerging Markets Minimum Volatility index, providing investors with a low-risk investment approach in emerging markets worldwide.
比較表
| UBUR | EUNZ | |
|---|---|---|
| 基金名稱 | UBS ETF (IE) Factor MSCI USA Low Volatility UCITS ETF (USD) A-dis | iShares Edge MSCI EM Minimum Volatility UCITS ETF |
| Fund Provider | UBS | BlackRock |
| Index | MSCI USA Select Dynamic 50% Risk Weighted | MSCI Emerging Markets Minimum Volatility |
| Asset Class | Equity | Equity |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.18% | 0.4% |
| Inception Date | 2015-08-26 | 2012-11-30 |
| Number Of Holdings | 185 | 327 |
| Currency | USD | USD |
| Distribution Policy | Distributing | Accumulating |
| Region | United States | Emerging Markets |
| Investment Style | Low Volatility/Risk Weighted | Low Volatility/Risk Weighted |
| 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。