ETF Comparison: VFH vs XLF
ETF 說明
VFH - Vanguard Financials ETF
The Vanguard Financials ETF (VFH) provides targeted exposure to the U.S. financial sector, making it an ideal option for investors seeking to tilt their portfolios towards U.S. banks. With a diversified portfolio of over 400 stocks, this ETF offers broader exposure than other popular financial sector funds. It is suitable for those looking to implement a tactical tilt or carry out a sector rotation strategy, and is among the cheapest in its category.
XLF - Financial Select Sector SPDR Fund
The Financial Select Sector SPDR Fund is an equity ETF that tracks the S&P Financial Select Sector Index, providing exposure to a diversified portfolio of large-cap financial companies in the US. The fund offers a broad-based investment approach, covering various industries such as banking, insurance, real estate, and consumer finance. With a blend investment style, it seeks to provide a balance between growth and value. The fund is suitable for investors seeking to gain exposure to the US financial sector, which is heavily influenced by US policy and regulations.
比較表
| VFH | XLF | |
|---|---|---|
| 基金名稱 | Vanguard Financials ETF | Financial Select Sector SPDR Fund |
| Fund Provider | Vanguard | State Street |
| Index | MSCI US IMI 25/50 Financials | S&P Financial Select Sector Index |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.10% | 0.09% |
| Inception Date | 2004-01-26 | 1998-12-16 |
| Number Of Holdings | 412 | 73 |
| Currency | USD | USD |
| Region | United States | United States |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| Sector | Financials | Financials |
| Sector Detail | Banks | Banks & Insurance |
| 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。