ETF Comparison: VGK vs FEZ
ETF 說明
VGK - Vanguard FTSE Europe ETF
The Vanguard FTSE Europe ETF provides broad-based exposure to the developed economies of Europe, offering a diversified portfolio of over 1,200 holdings across multiple markets. With a low expense ratio, this ETF is an efficient tool for investors seeking to tilt their exposure towards European equities, with a balanced approach across countries, sectors, and individual holdings.
FEZ - SPDR EURO STOXX 50 ETF
The SPDR EURO STOXX 50 ETF provides exposure to the 50 largest companies in the Eurozone, offering a targeted investment opportunity for those seeking to tap into the European economy. With a focus on large-cap stocks, this fund is suitable for investors looking to implement short-term tactical tilts or as a component of long/short trades.
比較表
| VGK | FEZ | |
|---|---|---|
| 基金名稱 | Vanguard FTSE Europe ETF | SPDR EURO STOXX 50 ETF |
| Fund Provider | Vanguard | State Street |
| Index | FTSE Developed Europe All Cap | Euro STOXX 50 |
| Asset Class | Equity | Equity |
| Listing | US-listed | US-listed |
| Expense Ratio | 0.11% | 0.29% |
| Inception Date | 2005-03-04 | 2002-10-15 |
| Number Of Holdings | 1279 | 53 |
| Region | Europe | Europe |
| Investment Style | Blend | Blend |
| Market Cap | Large-Cap | Large-Cap |
| 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。