ETF Comparison: XLIQ vs IUS6
ETF 說明
XLIQ - Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF 1C
The Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF 1C is an exchange-traded fund that tracks the iBoxx EUR Liquid Covered Bond index, providing exposure to Euro-denominated covered bonds with an investment-grade rating. The fund uses a synthetic replication method with a swap and accumulates interest income, reinvesting it in the ETF. With a low expense ratio of 0.2%, this fund offers a cost-effective way to access the covered bond market.
IUS6 - iShares Euro Covered Bond UCITS ETF
The iShares Euro Covered Bond UCITS ETF is a bond-focused exchange-traded fund that tracks the iBoxx EUR Covered index, investing in Euro-denominated covered bonds with investment-grade ratings and a minimum time to maturity of one year. The fund aims to provide income and capital growth by replicating the performance of the underlying index through a sampling technique.
比較表
| XLIQ | IUS6 | |
|---|---|---|
| 基金名稱 | Xtrackers iBoxx EUR Liquid Covered Swap UCITS ETF 1C | iShares Euro Covered Bond UCITS ETF |
| Fund Provider | Deutsche Bank | BlackRock |
| Index | iBoxx® EUR Liquid Covered Bond | iBoxx® EUR Covered |
| Asset Class | Bonds | Bonds |
| Listing | EU-listed | EU-listed |
| Expense Ratio | 0.2% | 0.2% |
| Inception Date | 2012-11-27 | 2008-08-01 |
| Currency | EUR | EUR |
| Distribution Policy | Accumulating | Distributing |
| Region | Europe | Europe |
| Sector | Financials | Financials |
| Sector Detail | Bonds | Bonds |
| Bond Type | Specialized Bonds | Specialized Bonds |
| 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。