美股ETF報酬與風險分析

最後更新 2025-12-06 08:01:51 (UTC+8)

ETF列表

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	14.9%	16.9%	0.64	1.03	-24.52%	BIL, SGOV, VGSH
2	IVV	iShares Core S&P 500 ETF	14.9%	16.9%	0.63	1.03	-24.53%	BIL, SGOV, VGSH
3	SPY	SPDR S&P 500 ETF Trust	14.8%	17.1%	0.63	1.02	-24.5%	BIL, SGOV, VGSH
4	VTI	Vanguard Total Stock Market Index Fund	13.7%	17.5%	0.56	0.91	-25.36%	BIL, SGOV, VGSH
5	QQQ	Invesco QQQ Trust, Series 1	16%	22.7%	0.57	0.93	-35.12%	BIL, SGOV, JPST
6	VUG	Vanguard Growth Index Fund	15.5%	22.3%	0.55	0.9	-35.62%	BIL, SGOV, JPST
7	VEA	Vanguard Developed Markets Index Fund	9.3%	16%	0.35	0.58	-29.71%	BIL, SGOV, JPST
8	IEFA	iShares Core MSCI EAFE ETF	8.9%	16.1%	0.32	0.54	-30.41%	BIL, SGOV, JPST
9	VTV	Vanguard Value Index Fund	12.7%	14%	0.59	0.98	-17.04%	BIL, VGSH, SGOV
10	BND	Vanguard Total Bond Market Index Fund	-0.4%	6%	-0.8	-1.31	-18.23%	XLE, SGOV, BIL
11	GLD	SPDR Gold Shares	17.2%	15.5%	0.81	1.35	-21.03%	SGOV, BIL, JAAA
12	AGG	iShares Core U.S. Aggregate Bond ETF	-0.3%	6.1%	-0.79	-1.29	-18.09%	XLE, BIL, SGOV
13	IWF	iShares Russell 1000 Growth ETF	16%	21.5%	0.59	0.96	-32.72%	BIL, SGOV, VGSH
14	IEMG	iShares Core MSCI Emerging Markets ETF	4.9%	17.8%	0.1	0.17	-37.15%	BIL, SGOV, JPST
15	VXUS	Vanguard Total Intl Stock Idx Fund	8.2%	15.6%	0.29	0.48	-29.44%	BIL, SGOV, JPST
16	VGT	Vanguard Information Technology Index Fund	18.4%	25.1%	0.62	1.02	-35.08%	BIL, SGOV, VGSH
17	VWO	Vanguard Emerging Markets Stock Index Fund	5%	17.4%	0.1	0.18	-34.33%	BIL, SGOV, JPST
18	VIG	Vanguard Dividend Appreciation Index Fund	11.8%	14.3%	0.53	0.87	-20.39%	BIL, SGOV, JPST
19	IJH	iShares Core S&P Mid-Cap ETF	9.8%	20%	0.34	0.57	-24.11%	VGSH, BIL, SGOV
20	SPYM	SPDR Portfolio S&P 500 ETF	13.3%	16.9%	0.55	0.9	-25.38%	BIL, SGOV, VGSH
21	XLK	Technology Select Sector SPDR Fund	19.3%	24.6%	0.65	1.09	-33.55%	BIL, SGOV, VGSH
22	VO	Vanguard Mid Cap Index Fund	9.1%	17.8%	0.32	0.53	-27.57%	BIL, SGOV, JPST
23	IJR	iShares Core S&P Small-Cap ETF	8.1%	21.9%	0.26	0.45	-28.02%	BIL, SGOV, VGSH
24	ITOT	iShares Core S&P Total U.S. Stock Market ETF	13.6%	17.4%	0.56	0.91	-25.36%	BIL, SGOV, VGSH
25	RSP	Invesco S&P 500 Equal Weight ETF	10.5%	16.3%	0.41	0.68	-21.38%	BIL, SGOV, JPST
26	BNDX	Vanguard Total International Bond Index Fund	-0.2%	4.8%	-0.97	-1.62	-16.21%	XLE, SGOV, BIL
27	SCHD	Schwab U.S. Dividend Equity ETF	8.9%	14.7%	0.34	0.57	-16.86%	BIL, SGOV, JPST
28	QQQM	Invesco NASDAQ 100 ETF	16.2%	22.5%	0.57	0.94	-35.04%	BIL, SGOV, JPST
29	IWM	iShares Russell 2000 ETF	7.2%	22.9%	0.22	0.37	-31.91%	SGOV, BIL, VGSH
30	VB	Vanguard Small Cap Index Fund	8.3%	21%	0.27	0.45	-28.15%	BIL, SGOV, VGSH
31	EFA	iShares MSCI EAFE ETF	9.1%	16%	0.34	0.56	-29.53%	SGOV, BIL, JPST
32	VYM	Vanguard High Dividend Yield Index Fund	13%	14.1%	0.61	1.01	-15.85%	VGSH, BIL, SGOV
33	IWD	iShares Russell 1000 Value ETF	11.3%	15%	0.49	0.8	-19.04%	BIL, SGOV, VGSH
34	IVW	iShares S&P 500 Growth ETF	15.6%	21.2%	0.57	0.93	-32.72%	BIL, SGOV, VGSH
35	IAU	iShares Gold Trust	17.4%	52.6%	0.43	0.95	-54.73%	SGOV, BIL, JAAA
36	SGOV	iShares 0-3 Month Treasury Bond ETF	3.2%	0.3%	-5.86	-9.7	-0.02%	XLE, IWM, XLF
37	SCHX	Schwab U.S. Large-Cap ETF	14.2%	17.2%	0.59	0.97	-25.44%	BIL, SGOV, VGSH
38	VCIT	Vanguard Intermediate-Term Corporate Bond Index Fund	0.9%	6.6%	-0.53	-0.87	-20.55%	SGOV, BIL, JAAA
39	VT	Vanguard Total World Stock Index Fund	11.5%	15.9%	0.47	0.78	-26.38%	BIL, SGOV, JPST
40	SCHF	Schwab International Equity ETF	9.4%	15.8%	0.35	0.59	-29.17%	SGOV, BIL, JPST
41	VEU	Vanguard FTSE All-World ex-US Index Fund	8.3%	15.6%	0.29	0.49	-29.31%	BIL, SGOV, JPST
42	SCHG	Schwab U.S. Large-Cap Growth ETF	16.6%	22.5%	0.59	0.97	-34.6%	BIL, SGOV, JPST
43	XLF	Financial Select Sector SPDR Fund	15.3%	18.9%	0.61	1	-25.8%	TLT, IEF, GOVT
44	IXUS	iShares Core MSCI Total International Stock ETF	8.1%	15.7%	0.28	0.47	-30.03%	BIL, SGOV, JPST
45	TLT	iShares 20+ Year Treasury Bond ETF	-8.1%	16.1%	-0.73	-1.23	-44.44%	XLE, XLF, BIL
46	QUAL	iShares MSCI USA Quality Factor ETF	13.2%	17.4%	0.54	0.89	-28.23%	BIL, SGOV, JPST
47	IVE	iShares S&P 500 Value ETF	12.9%	14.6%	0.59	0.97	-18.05%	BIL, SGOV, VGSH
48	VV	Vanguard Large Cap Index Fund	14.4%	17.3%	0.6	0.98	-25.66%	BIL, SGOV, VGSH
49	IWR	iShares Russell Mid-Cap ETF	9.1%	18.4%	0.32	0.52	-26.18%	BIL, SGOV, JPST
50	IWB	iShares Russell 1000 ETF	14%	17.2%	0.58	0.95	-25.2%	BIL, SGOV, VGSH
51	SPYG	SPDR Portfolio S&P 500 Growth ETF	15.7%	21.2%	0.58	0.94	-32.67%	BIL, SGOV, VGSH
52	IEF	iShares 7-10 Year Treasury Bond ETF	-1.8%	7.7%	-0.79	-1.33	-22.31%	XLE, XLF, SGOV
53	BIL	SPDR Bloomberg 1-3 Month T-Bill ETF	3%	0.3%	-5.99	-9.83	-0.13%	XLE, VBR, IJR
54	VTEB	Vanguard Tax-Exempt Bond Index Fund	0.8%	3.8%	-0.97	-1.49	-12.61%	XLE, BIL, SGOV
55	BSV	Vanguard Short-Term Bond Index Fund	1.5%	2.7%	-1.15	-1.89	-8.5%	XLE, XLF, SGOV
56	MUB	iShares National Muni Bond ETF	0.8%	4%	-0.94	-1.46	-11.9%	XLE, BIL, SGOV
57	JEPI	JPMorgan Equity Premium Income ETF	9.9%	11.1%	0.49	0.77	-13.72%	BIL, SGOV, JPST
58	DIA	SPDR Dow Jones Industrial Average ETF Trust	11.7%	14.7%	0.52	0.85	-20.76%	BIL, SGOV, VGSH
59	XLV	Health Care Select Sector SPDR Fund	8.2%	14.5%	0.3	0.49	-17.11%	BIL, SGOV, JPST
60	VCSH	Vanguard Short-Term Corporate Bond Index Fund	2.2%	2.8%	-0.84	-1.36	-9.46%	SGOV, BIL, JAAA
61	MBB	iShares MBS ETF	0%	6.7%	-0.65	-1.05	-17.65%	XLE, SGOV, BIL
62	SCHB	Schwab U.S. Broad Market ETF	13.7%	17.3%	0.56	0.92	-25.42%	BIL, SGOV, VGSH
63	SMH	VanEck Semiconductor ETF	27.9%	35%	0.75	1.27	-45.31%	VGSH, SGOV, BIL
64	VGIT	Vanguard Intermediate-Term Treasury Index Fund	-0.2%	5.4%	-0.88	-1.47	-15.43%	XLE, XLF, SGOV
65	DGRO	iShares Core Dividend Growth ETF	11.9%	14%	0.55	0.9	-19.32%	BIL, SGOV, JPST
66	VONG	Vanguard Russell 1000 Growth Index Fund	16.2%	21.5%	0.59	0.97	-32.71%	BIL, SGOV, VGSH
67	JPST	JPMorgan Ultra-Short Income ETF	3.3%	0.6%	-2.25	-3.52	-0.79%	XLE, XLF, SGOV
68	VNQ	Vanguard Real Estate Index Fund	4.9%	19%	0.11	0.17	-34.48%	BIL, SGOV, JPST
69	IUSB	iShares Core Total USD Bond Market ETF	0.1%	5.8%	-0.75	-1.22	-17.87%	XLE, SGOV, BIL
70	LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	-0.6%	8.7%	-0.56	-0.9	-24.95%	BIL, SGOV, JAAA
71	GOVT	iShares U.S. Treasury Bond ETF	-1%	6.1%	-0.89	-1.48	-17.38%	XLE, XLF, BIL
72	MGK	Vanguard Mega Cap Growth Index Fund	16.5%	22.7%	0.59	0.96	-36.01%	BIL, SGOV, JPST
73	SPDW	SPDR Portfolio Developed World ex-US ETF	9.1%	16%	0.34	0.56	-30.2%	SGOV, BIL, JPST
74	VBR	Vanguard Small Cap Value Index Fund	11.1%	20.2%	0.4	0.67	-24.19%	VGSH, BIL, SGOV
75	TQQQ	ProShares UltraPro QQQ	22.5%	67.3%	0.57	0.93	-81.64%	BIL, SGOV, JPST
76	SPYV	SPDR Portfolio S&P 500 Value ETF	13.1%	14.6%	0.6	0.99	-17.87%	BIL, SGOV, VGSH
77	SLV	iShares Silver Trust	18.4%	28.4%	0.57	0.99	-38.79%	SGOV, BIL, JAAA
78	DYNF	iShares U.S. Equity Factor Rotation Active ETF	16.6%	17.4%	0.71	1.16	-26.95%	VGSH, SGOV, BIL
79	OEF	iShares S&P 100 ETF	16.7%	17.7%	0.7	1.15	-26.47%	VGSH, BIL, SGOV
80	VGK	Vanguard FTSE Europe ETF	10.2%	17.5%	0.38	0.64	-32.74%	BIL, SGOV, JPST
81	XLE	Energy Select Sector SPDR Fund	23%	26.8%	0.74	1.2	-26.04%	TLT, IEF, GOVT
82	EFV	iShares MSCI EAFE Value ETF	13%	15.7%	0.57	0.93	-25.85%	BIL, SGOV, JPST
83	BIV	Vanguard Intermediate-Term Bond Index Fund	-0.3%	6.4%	-0.74	-1.22	-18.87%	XLE, BIL, SGOV
84	XLC	Communication Services Select Sector SPDR Fund	12.8%	21%	0.46	0.75	-46.65%	BIL, SGOV, JPST
85	IUSG	iShares Core S&P U.S. Growth ETF	15.3%	20.9%	0.57	0.92	-32.21%	BIL, SGOV, VGSH
86	VGSH	Vanguard Short-Term Treasury Index Fund	1.7%	1.9%	-1.51	-2.49	-5.69%	XLE, XLF, SMH
87	USHY	iShares Broad USD High Yield Corporate Bond ETF	4.6%	7.3%	0.02	0.04	-15.57%	BIL, SGOV, JPST
88	JAAA	Janus Henderson AAA CLO ETF	4.5%	1.7%	-0.12	-0.17	-2.61%	SGOV, BIL, JPST
89	VXF	Vanguard Extended Market Index Fund	7.3%	22.6%	0.22	0.37	-36.4%	SGOV, BIL, VGSH
90	XLI	Industrial Select Sector SPDR Fund	13.5%	17.2%	0.56	0.94	-21.64%	VGSH, BIL, SGOV
91	ACWI	iShares MSCI ACWI ETF	11.6%	15.9%	0.48	0.79	-26.42%	BIL, SGOV, JPST
92	IUSV	iShares Core S&P U.S. Value ETF	13%	14.8%	0.59	0.98	-17.95%	BIL, SGOV, VGSH
93	GLDM	SPDR Gold MiniShares	17.5%	15.4%	0.83	1.38	-20.92%	SGOV, BIL, JAAA
94	GDX	VanEck Gold Miners ETF	18.9%	34%	0.55	0.94	-46.52%	SGOV, BIL, JPST
95	SHY	iShares 1-3 Year Treasury Bond ETF	1.6%	1.9%	-1.56	-2.58	-5.7%	XLE, XLF, SGOV
96	IDEV	iShares Core MSCI International Developed Markets ETF	9.4%	15.9%	0.36	0.6	-29.15%	BIL, SGOV, JPST
97	XLB	Materials Select Sector SPDR Fund	6.4%	18.9%	0.18	0.31	-24.72%	BIL, SGOV, JPST
98	XLY	Consumer Discretionary Select Sector SPDR Fund	9.6%	23.8%	0.31	0.51	-39.67%	BIL, SGOV, JPST
99	XLP	Consumer Staples Select Sector SPDR Fund	5.9%	13%	0.15	0.24	-16.29%	BIL, SGOV, JPST
100	XLRE	The Real Estate Select Sector SPDR Fund	5.6%	19.2%	0.14	0.23	-34.11%	BIL, SGOV, JPST
101	XLU	Utilities Select Sector SPDR Fund	-4.3%	28.4%	-0.13	-0.14	-53.39%	BIL, SGOV, JPST

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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