ETF Comparison: UUP vs FXE
ETF 說明
UUP - Invesco DB US Dollar Index Bullish Fund
The Invesco DB US Dollar Index Bullish Fund is an exchange-traded fund that tracks the Deutsche Bank Long US Dollar Index (USDX) Futures Index, providing investors with exposure to a basket of currencies relative to the U.S. dollar. The fund's value decreases when the trade-weighted basket strengthens and increases when the dollar appreciates, making it a potential hedge against a broad stock market downturn or a bet on a flight to quality.
FXE - Invesco CurrencyShares Euro Trust
The Invesco CurrencyShares Euro Trust is an exchange-traded fund that provides investors with exposure to the euro, allowing them to benefit from a strengthening euro relative to the US dollar. This fund can be used as a hedging tool or for those looking to bet against the US dollar.
比較表
| UUP | FXE | |
|---|---|---|
| 基金名稱 | Invesco DB US Dollar Index Bullish Fund | Invesco CurrencyShares Euro Trust |
| Fund Provider | Invesco | Invesco |
| Index | Deutsche Bank Long US Dollar Index (USDX) Futures Index | Euro |
| Asset Class | Cash & Currencies | Cash & Currencies |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.77% | 0.40% |
| Inception Date | 2007-02-20 | 2005-12-09 |
| Number Of Holdings | 3 | 1 |
| Currency | USD | EUR |
| Region | United States | Developed Markets |
| 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。