美股ETF報酬與風險分析

最後更新 2025-09-09 08:02:39 (UTC+8)

ETF列表

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市值排名	ETF 代碼	ETF名稱	年化報酬率	報酬率標準差 (年化)	夏普比率	sortino 比率	最大跌幅	最小相關性的ETF
1	VOO	Vanguard S&P 500 ETF	15.7%	17.1%	0.67	1.09	-24.52%	SGOV, BIL, JPST
2	IVV	iShares Core S&P 500 ETF	15.7%	17.2%	0.67	1.09	-24.53%	SGOV, BIL, VGSH
3	SPY	SPDR S&P 500 ETF Trust	15.6%	17.4%	0.66	1.08	-24.5%	SGOV, BIL, VGSH
4	VTI	Vanguard Total Stock Market Index Fund	14.8%	17.7%	0.61	1	-25.37%	SGOV, BIL, VGSH
5	QQQ	Invesco QQQ Trust	16.4%	23%	0.58	0.95	-35.12%	SGOV, BIL, JPST
6	VUG	Vanguard Growth Index Fund	15.9%	22.6%	0.56	0.93	-35.61%	SGOV, BIL, JPST
7	VEA	Vanguard Developed Markets Index Fund	11%	16.3%	0.44	0.75	-29.7%	SGOV, BIL, JPST
8	IEFA	iShares Core MSCI EAFE ETF	10.8%	16.5%	0.43	0.72	-30.41%	SGOV, BIL, JPST
9	VTV	Vanguard Value Index Fund	14.2%	14.5%	0.68	1.12	-17.04%	SGOV, VGSH, BIL
10	BND	Vanguard Total Bond Market Index Fund	-0.6%	6.1%	-0.83	-1.37	-18.22%	XLE, BIL, SGOV
11	AGG	iShares Core U.S. Aggregate Bond ETF	-0.5%	6.1%	-0.81	-1.33	-18.08%	XLE, BIL, SGOV
12	IWF	iShares Russell 1000 Growth ETF	16.4%	21.8%	0.6	0.98	-32.72%	SGOV, BIL, JPST
13	GLD	SPDR Gold Shares	13.8%	15.1%	0.63	1.05	-21.03%	SGOV, BIL, JAAA
14	VXUS	Vanguard Total Intl Stock Idx Fund	9.8%	15.9%	0.38	0.64	-29.43%	SGOV, BIL, JPST
15	IEMG	iShares Core MSCI Emerging Markets ETF	6.2%	17.9%	0.17	0.28	-37.15%	SGOV, BIL, JPST
16	VGT	Vanguard Information Technology Index Fund	18.3%	25.3%	0.61	1.02	-35.07%	SGOV, BIL, JPST
17	IJH	iShares Core S&P Mid-Cap ETF	12.7%	20.3%	0.47	0.79	-24.11%	VGSH, SGOV, BIL
18	VIG	Vanguard Dividend Appreciation Index Fund	12.3%	14.6%	0.55	0.91	-20.39%	SGOV, BIL, JPST
19	VWO	Vanguard Emerging Markets Stock Index Fund	6.4%	17.6%	0.18	0.31	-34.31%	SGOV, BIL, JPST
20	VO	Vanguard Mid Cap Index Fund	11.4%	18%	0.44	0.72	-27.57%	SGOV, BIL, JPST
21	IJR	iShares Core S&P Small-Cap ETF	11.6%	22.4%	0.4	0.7	-28.02%	SGOV, BIL, VGSH
22	SPLG	SPDR Portfolio S&P 500 ETF	15.7%	17.1%	0.67	1.1	-24.48%	SGOV, BIL, VGSH
23	XLK	Technology Select Sector SPDR Fund	18.7%	24.8%	0.63	1.06	-33.56%	SGOV, BIL, JPST
24	ITOT	iShares Core S&P Total U.S. Stock Market ETF	14.8%	17.7%	0.61	1	-25.35%	SGOV, BIL, VGSH
25	RSP	Invesco S&P 500 Equal Weight ETF	13%	16.8%	0.54	0.91	-21.38%	SGOV, BIL, JPST
26	SCHD	Schwab U.S. Dividend Equity ETF	11.1%	15.2%	0.47	0.79	-16.87%	SGOV, BIL, JPST
27	BNDX	Vanguard Total International Bond Index Fund	-0.3%	4.9%	-0.99	-1.64	-16.22%	XLE, BIL, SGOV
28	VB	Vanguard Small Cap Index Fund	11.2%	21.2%	0.39	0.66	-28.16%	SGOV, BIL, VGSH
29	IWM	iShares Russell 2000 ETF	9.7%	23.1%	0.32	0.55	-31.91%	SGOV, BIL, VGSH
30	EFA	iShares MSCI EAFE ETF	11%	16.4%	0.44	0.74	-29.53%	SGOV, BIL, JPST
31	VYM	Vanguard High Dividend Yield Index Fund	14.6%	14.6%	0.7	1.16	-15.85%	TLT, VGSH, SGOV
32	IVW	iShares S&P 500 Growth ETF	15.8%	21.4%	0.58	0.94	-32.72%	SGOV, BIL, JPST
33	IWD	iShares Russell 1000 Value ETF	13%	15.4%	0.58	0.96	-19.04%	SGOV, BIL, VGSH
34	SCHX	Schwab U.S. Large-Cap ETF	15.2%	17.4%	0.64	1.04	-25.43%	SGOV, BIL, JPST
35	QQQM	Invesco NASDAQ 100 ETF	16.5%	22.8%	0.58	0.96	-35.04%	SGOV, BIL, JPST
36	SGOV	iShares 0-3 Month Treasury Bond ETF	2.9%	0.3%	-5.13	-6.38	-0.36%	TQQQ, XLE, IWM
37	VCIT	Vanguard Intermediate-Term Corporate Bond Index Fund	0.8%	6.7%	-0.53	-0.88	-20.56%	BIL, SGOV, JAAA
38	XLF	Financial Select Sector SPDR Fund	19.1%	19.6%	0.76	1.29	-25.82%	TLT, IEF, GOVT
39	QUAL	iShares MSCI USA Quality Factor ETF	14.1%	17.7%	0.58	0.96	-28.23%	SGOV, BIL, JPST
40	VT	Vanguard Total World Stock Index Fund	12.8%	16.2%	0.54	0.9	-26.38%	SGOV, BIL, JPST
41	IAU	iShares Gold Trust	13.9%	53.1%	0.37	0.83	-54.73%	JAAA, SGOV, BIL
42	SCHF	Schwab International Equity ETF	11.1%	16.2%	0.45	0.75	-29.17%	SGOV, BIL, JPST
43	VEU	Vanguard FTSE All-World ex-US Index Fund	9.9%	15.9%	0.38	0.65	-29.31%	SGOV, BIL, JPST
44	SCHG	Schwab U.S. Large-Cap Growth ETF	16.9%	22.8%	0.6	0.99	-34.59%	SGOV, BIL, JPST
45	TLT	iShares 20+ Year Treasury Bond ETF	-8.7%	16.3%	-0.76	-1.28	-45.31%	XLE, XLF, XLI
46	IXUS	iShares Core MSCI Total International Stock ETF	9.8%	16%	0.38	0.63	-30.03%	SGOV, BIL, JPST
47	VV	Vanguard Large Cap Index Fund	15.3%	17.5%	0.64	1.05	-25.66%	SGOV, BIL, JPST
48	IWR	iShares Russell Mid-Cap ETF	11.6%	18.6%	0.44	0.72	-26.18%	SGOV, BIL, JPST
49	IWB	iShares Russell 1000 ETF	15%	17.4%	0.63	1.03	-25.2%	SGOV, BIL, JPST
50	BIL	SPDR Bloomberg 1-3 Month T-Bill ETF	2.8%	0.4%	-5.32	-6.76	-0.34%	TQQQ, XLE, IWM
51	IVE	iShares S&P 500 Value ETF	14.5%	15.1%	0.67	1.12	-18.04%	SGOV, BIL, VGSH
52	JEPI	JPMorgan Equity Premium Income ETF	10%	11.2%	0.5	0.78	-13.71%	BIL, SGOV, JPST
53	MBB	iShares MBS ETF	-0.3%	6.7%	-0.7	-1.12	-17.65%	XLE, SGOV, BIL
54	SPYG	SPDR Portfolio S&P 500 Growth ETF	15.9%	21.4%	0.59	0.95	-32.67%	SGOV, BIL, JPST
55	DIA	SPDR Dow Jones Industrial Average ETF Trust	12.3%	15%	0.54	0.9	-20.76%	SGOV, BIL, VGSH
56	VCSH	Vanguard Short-Term Corporate Bond Index Fund	2%	2.9%	-0.88	-1.43	-9.48%	SGOV, BIL, JAAA
57	BSV	Vanguard Short-Term Bond Index Fund	1.3%	2.7%	-1.21	-1.99	-8.54%	XLE, XLF, SGOV
58	MUB	iShares National Muni Bond ETF	0.6%	4%	-0.97	-1.5	-11.88%	XLE, BIL, SGOV
59	VTEB	Vanguard Tax-Exempt Bond Index Fund	0.6%	3.9%	-1	-1.54	-12.64%	XLE, BIL, SGOV
60	SCHB	Schwab U.S. Broad Market ETF	14.8%	17.6%	0.62	1.01	-25.4%	SGOV, BIL, VGSH
61	IEF	iShares 7-10 Year Treasury Bond ETF	-2.2%	7.8%	-0.84	-1.41	-22.74%	XLE, XLF, BIL
62	VNQ	Vanguard Real Estate Index Fund	6.9%	19.3%	0.21	0.34	-34.48%	BIL, SGOV, JPST
63	XLV	Health Care Select Sector SPDR Fund	7.1%	14.6%	0.23	0.37	-17.11%	BIL, SGOV, JPST
64	IUSB	iShares Core Total USD Bond Market ETF	-0.1%	5.8%	-0.77	-1.26	-17.86%	XLE, BIL, SGOV
65	DGRO	iShares Core Dividend Growth ETF	13.2%	14.4%	0.62	1.02	-19.31%	SGOV, BIL, JPST
66	JPST	JPMorgan Ultra-Short Income ETF	3.1%	0.6%	-2.56	-3.73	-0.8%	XLE, XLF, XLI
67	VGIT	Vanguard Intermediate-Term Treasury Index Fund	-0.5%	5.4%	-0.92	-1.54	-15.48%	XLE, XLF, SGOV
68	VONG	Vanguard Russell 1000 Growth Index Fund	16.5%	21.8%	0.6	0.99	-32.72%	SGOV, BIL, JPST
69	VBR	Vanguard Small Cap Value Index Fund	14.9%	20.8%	0.55	0.96	-24.2%	VGSH, SGOV, BIL
70	LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	-0.5%	8.8%	-0.53	-0.87	-24.96%	BIL, SGOV, JAAA
71	MGK	Vanguard Mega Cap Growth Index Fund	16.6%	23%	0.58	0.96	-36.01%	SGOV, BIL, JPST
72	SPDW	SPDR Portfolio Developed World ex-US ETF	10.9%	16.3%	0.43	0.73	-30.2%	SGOV, BIL, JPST
73	SPYV	SPDR Portfolio S&P 500 Value ETF	14.6%	15.1%	0.68	1.14	-17.89%	SGOV, BIL, JPST
74	GOVT	iShares U.S. Treasury Bond ETF	-1.4%	6.1%	-0.95	-1.57	-17.8%	XLE, XLF, XLI
75	EFV	iShares MSCI EAFE Value ETF	15.7%	16.3%	0.7	1.16	-25.85%	SGOV, BIL, JPST
76	SMH	VanEck Semiconductor ETF	27.7%	35%	0.74	1.27	-45.31%	VGSH, SGOV, BIL
77	XLE	Energy Select Sector SPDR Fund	29.6%	28.8%	0.89	1.51	-26.05%	TLT, IEF, GOVT
78	VGK	Vanguard European Stock Index Fund	12%	18%	0.47	0.78	-32.73%	SGOV, BIL, JPST
79	TQQQ	ProShares UltraPro QQQ	23.6%	68.2%	0.59	0.96	-81.66%	SGOV, BIL, JPST
80	XLC	Communication Services Select Sector SPDR Fund	15.4%	21.4%	0.56	0.92	-46.66%	SGOV, BIL, JPST
81	BIV	Vanguard Intermediate-Term Bond Index Fund	-0.3%	6.5%	-0.73	-1.21	-18.89%	XLE, BIL, SGOV
82	JAAA	Janus Henderson AAA CLO ETF	4.2%	1.8%	-0.26	-0.36	-2.61%	IAU, SGOV, BIL
83	USHY	iShares Broad USD High Yield Corporate Bond ETF	5%	7.5%	0.08	0.13	-15.58%	SGOV, BIL, JPST
84	IUSG	iShares Core S&P U.S. Growth ETF	15.6%	21.1%	0.58	0.94	-32.21%	SGOV, BIL, VGSH
85	SHY	iShares 1-3 Year Treasury Bond ETF	1.3%	2%	-1.66	-2.71	-5.68%	XLE, XLF, SGOV
86	XLY	Consumer Discretionary Select Sector SPDR Fund	10.4%	23.9%	0.34	0.56	-39.67%	BIL, SGOV, JPST
87	VXF	Vanguard Extended Market Index Fund	10.2%	22.8%	0.34	0.57	-36.39%	SGOV, BIL, VGSH
88	MDY	SPDR S&P MIDCAP 400 ETF Trust	12.5%	20.3%	0.46	0.77	-24.03%	SGOV, VGSH, BIL
89	USMV	iShares MSCI USA Min Vol Factor ETF	9.8%	12.8%	0.44	0.7	-17.94%	SGOV, BIL, JPST
90	XLI	Industrial Select Sector SPDR Fund	15.5%	17.7%	0.65	1.1	-21.65%	TLT, VGSH, GOVT
91	IYW	iShares U.S. Technology ETF	19.7%	26.1%	0.65	1.08	-39.44%	SGOV, BIL, JPST
92	DYNF	BlackRock U.S. Equity Factor Rotation ETF	17.6%	17.7%	0.75	1.23	-26.97%	SGOV, VGSH, BIL
93	VGSH	Vanguard Short-Term Treasury Index Fund	1.4%	2%	-1.62	-2.67	-5.7%	XLE, XLF, SMH
94	OEF	iShares S&P 100 ETF	17.1%	18%	0.72	1.17	-26.47%	SGOV, BIL, VGSH
95	ACWI	iShares MSCI ACWI ETF	12.8%	16.2%	0.54	0.9	-26.42%	SGOV, BIL, JPST
96	IUSV	iShares Core S&P U.S. Value ETF	14.7%	15.2%	0.68	1.14	-17.95%	SGOV, BIL, VGSH
97	XLB	Materials Select Sector SPDR Fund	9.3%	19.3%	0.32	0.55	-24.71%	SGOV, BIL, JPST
98	XLP	Consumer Staples Select Sector SPDR Fund	7.1%	13.1%	0.24	0.38	-16.3%	BIL, SGOV, JPST
99	XLRE	The Real Estate Select Sector SPDR Fund	6.9%	19.4%	0.21	0.34	-34.12%	BIL, SGOV, JPST
100	XLU	Utilities Select Sector SPDR Fund	8.8%	17.5%	0.31	0.5	-25.27%	SGOV, BIL, JPST

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警語

1. 資料僅供參考，不做任何獲利保證及特定股票與點位推薦建議。

2. 資料並不完整，需要完整資料請至相關網站索取。

3. 任何股市數據分析皆存在倖存者偏差。

美股ETF報酬與風險分析

美股ETF近五年報酬與風險分析。

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