美股ETF報酬與風險分析

最後更新 2026-03-25 08:03:22 (UTC+8)

ETF列表

美股ETF近五年報酬與風險分析，包括年化報酬率、夏普比率、最大跌幅等指標，協助評估美股ETF投資價值。

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	12.1%	16.7%	0.48	0.78	-24.52%	BIL, SGOV, VGSH
2	IVV	iShares Core S&P 500 ETF	12.1%	16.8%	0.48	0.78	-24.53%	BIL, SGOV, VGSH
3	SPY	State Street SPDR S&P 500 ETF Trust	12.1%	17%	0.47	0.77	-24.5%	BIL, SGOV, VGSH
4	VTI	Vanguard Total Stock Market ETF	10.9%	17.3%	0.41	0.66	-25.37%	SGOV, BIL, VGSH
5	QQQ	Invesco QQQ Trust, Series 1	13.8%	22.3%	0.48	0.78	-35.12%	SGOV, BIL, JPST
6	VEA	Vanguard FTSE Developed Markets ETF	8.4%	16.2%	0.28	0.47	-29.71%	SGOV, BIL, JPST
7	VUG	Vanguard Growth ETF	12.2%	22.1%	0.42	0.68	-35.61%	SGOV, BIL, JPST
8	VTV	Vanguard Value ETF	10.8%	13.9%	0.47	0.76	-17.04%	BIL, SGOV, VGSH
9	IEFA	iShares Core MSCI EAFE ETF	7.5%	16.3%	0.23	0.39	-30.41%	SGOV, BIL, JPST
10	GLD	SPDR Gold Shares	20.1%	17.5%	0.86	1.36	-21.03%	SGOV, BIL, JAAA
11	BND	Vanguard Total Bond Market ETF	0.2%	6%	-0.74	-1.22	-17.94%	XLE, BIL, SGOV
12	AGG	iShares Core U.S. Aggregate Bond ETF	0.2%	6.1%	-0.73	-1.2	-17.83%	XLE, BIL, SGOV
13	IEMG	iShares Core MSCI Emerging Markets ETF	4.5%	17.8%	0.07	0.11	-35.94%	SGOV, BIL, JPST
14	VXUS	Vanguard Total International Stock ETF	7.2%	15.7%	0.21	0.36	-29.46%	SGOV, BIL, JPST
15	SPYM	State Street SPDR Portfolio S&P 500 ETF	12.1%	16.7%	0.48	0.79	-24.48%	BIL, SGOV, VGSH
16	IWF	iShares Russell 1000 Growth ETF	12.9%	21.3%	0.45	0.74	-32.72%	SGOV, BIL, VGSH
17	VWO	Vanguard FTSE Emerging Markets ETF	3.8%	17.1%	0.02	0.04	-32.79%	SGOV, BIL, JPST
18	VGT	Vanguard Information Technology ETF	15.6%	25%	0.51	0.85	-35.07%	VGSH, SGOV, BIL
19	IJH	iShares Core S&P Mid-Cap ETF	6.8%	19.7%	0.19	0.32	-24.11%	VGSH, SGOV, BIL
20	VIG	Vanguard Dividend Appreciation ETF	9.7%	14.2%	0.39	0.64	-20.39%	BIL, SGOV, JPST
21	VO	Vanguard Mid-Cap ETF	7%	17.6%	0.2	0.33	-27.57%	SGOV, BIL, JPST
22	IJR	iShares Core S&P Small-Cap ETF	4.1%	21.5%	0.07	0.13	-28.03%	BIL, SGOV, VGSH
23	XLK	State Street Technology Select Sector SPDR ETF	16.4%	24.6%	0.55	0.91	-33.56%	VGSH, BIL, SGOV
24	RSP	Invesco S&P 500 Equal Weight ETF	8%	16.2%	0.26	0.43	-21.39%	BIL, SGOV, JPST
25	SCHD	Schwab U.S. Dividend Equity ETF	8.1%	14.4%	0.28	0.47	-16.86%	BIL, SGOV, JPST
26	SGOV	iShares 0-3 Month Treasury Bond ETF	3.4%	0.3%	-5.79	-9.26	-0.02%	XLE, IWM, IJH
27	ITOT	iShares Core S&P Total U.S. Stock Market ETF	10.8%	17.3%	0.41	0.66	-25.36%	BIL, SGOV, VGSH
28	BNDX	Vanguard Total International Bond ETF	0%	4.8%	-0.97	-1.61	-15.84%	XLE, SGOV, BIL
29	VB	Vanguard Small-Cap ETF	5.7%	20.7%	0.14	0.24	-28.16%	SGOV, BIL, VGSH
30	VYM	Vanguard High Dividend Yield ETF	10.9%	13.9%	0.47	0.77	-15.84%	BIL, SGOV, VGSH
31	IAU	iShares Gold Trust	20.2%	53.3%	0.47	1.03	-54.73%	JAAA, SGOV, BIL
32	IWM	iShares Russell 2000 ETF	3.7%	22.5%	0.06	0.1	-31.92%	SGOV, BIL, VGSH
33	EFA	iShares MSCI EAFE ETF	7.8%	16.2%	0.25	0.41	-29.53%	SGOV, BIL, JPST
34	QQQM	Invesco NASDAQ 100 ETF	13.8%	22.2%	0.48	0.79	-35.04%	SGOV, BIL, JPST
35	IWD	iShares Russell 1000 Value ETF	9.1%	14.8%	0.34	0.55	-19.04%	BIL, SGOV, JPST
36	VCIT	Vanguard Intermediate-Term Corporate Bond ETF	1.4%	6.6%	-0.49	-0.8	-20.57%	BIL, SGOV, JAAA
37	IVW	iShares S&P 500 Growth ETF	12.9%	21%	0.46	0.74	-32.72%	SGOV, BIL, VGSH
38	VT	Vanguard Total World Stock ETF	9.4%	15.9%	0.34	0.56	-26.38%	SGOV, BIL, JPST
39	SCHX	Schwab U.S. Large-Cap ETF	11.5%	17.1%	0.45	0.72	-25.42%	BIL, SGOV, VGSH
40	VEU	Vanguard FTSE All-World ex-US ETF	7.3%	15.7%	0.22	0.37	-29.31%	SGOV, BIL, JPST
41	SCHF	Schwab International Equity ETF	8.5%	16%	0.29	0.49	-29.15%	SGOV, BIL, JPST
42	IXUS	iShares Core MSCI Total International Stock ETF	7%	15.8%	0.21	0.34	-30.05%	SGOV, BIL, JPST
43	IEF	iShares 7-10 Year Treasury Bond ETF	-0.9%	7.7%	-0.71	-1.19	-21.39%	XLE, XLF, BIL
44	SCHG	Schwab U.S. Large-Cap Growth ETF	13.3%	22.3%	0.46	0.75	-34.57%	SGOV, BIL, VGSH
45	BIL	State Street SPDR Bloomberg 1-3 Month T-Bill ETF	3.3%	0.3%	-6.03	-9.74	-0.12%	XLE, XLV, JEPI
46	XLF	State Street Financial Select Sector SPDR ETF	9.4%	18.7%	0.32	0.52	-25.8%	TLT, IEF, GOVT
47	QUAL	iShares MSCI USA Quality Factor ETF	11%	17.3%	0.41	0.68	-28.24%	BIL, SGOV, JPST
48	IWR	iShares Russell Mid-Cap ETF	7.1%	18.2%	0.2	0.34	-26.2%	BIL, SGOV, JPST
49	IVE	iShares S&P 500 Value ETF	10.2%	14.4%	0.42	0.68	-18.04%	BIL, SGOV, JPST
50	VV	Vanguard Large-Cap ETF	11.7%	17.2%	0.45	0.73	-25.67%	BIL, SGOV, VGSH
51	BSV	Vanguard Short-Term Bond ETF	1.6%	2.7%	-1.18	-1.95	-8.56%	XLE, XLF, BIL
52	IWB	iShares Russell 1000 ETF	11.3%	17%	0.43	0.7	-25.2%	BIL, SGOV, VGSH
53	JEPI	JPMorgan Equity Premium Income ETF	8.2%	11%	0.34	0.53	-13.73%	BIL, SGOV, JPST
54	TLT	iShares 20+ Year Treasury Bond ETF	-5.9%	15.9%	-0.61	-1.01	-43.69%	XLE, XLF, BIL
55	MUB	iShares National Muni Bond ETF	0.7%	4%	-0.99	-1.53	-11.89%	XLE, BIL, SGOV
56	SMH	VanEck Semiconductor ETF	27.5%	34.6%	0.74	1.25	-45.3%	VGSH, GOVT, SGOV
57	SPYG	State Street SPDR Portfolio S&P 500 Growth ETF	13%	21%	0.46	0.75	-32.68%	SGOV, BIL, VGSH
58	DIA	State Street SPDR Dow Jones Industrial Average ETF Trust	8.8%	14.7%	0.32	0.53	-20.76%	BIL, SGOV, VGSH
59	VCSH	Vanguard Short-Term Corporate Bond ETF	2.3%	2.9%	-0.86	-1.4	-9.46%	BIL, SGOV, JAAA
60	XLE	State Street Energy Select Sector SPDR ETF	23.8%	26.1%	0.77	1.25	-26.05%	TLT, IEF, GOVT
61	VTEB	Vanguard Tax-Exempt Bond ETF	0.8%	3.9%	-1.03	-1.57	-12.62%	XLE, BIL, SGOV
62	VGIT	Vanguard Intermediate-Term Treasury ETF	0.2%	5.4%	-0.84	-1.41	-15.01%	XLE, XLF, BIL
63	GOVT	iShares U.S. Treasury Bond ETF	-0.4%	6%	-0.83	-1.36	-16.7%	XLE, XLF, SMH
64	XLV	State Street Health Care Select Sector SPDR ETF	6.1%	14.5%	0.15	0.24	-17.1%	BIL, SGOV, JPST
65	MBB	iShares MBS ETF	0.2%	6.8%	-0.64	-1.03	-17.2%	XLE, BIL, SGOV
66	JPST	JPMorgan Ultra-Short Income ETF	3.5%	0.6%	-2.32	-3.58	-0.77%	XLE, XLF, SGOV
67	VONG	Vanguard Russell 1000 Growth ETF	13%	21.3%	0.46	0.75	-32.72%	SGOV, BIL, VGSH
68	DGRO	iShares Core Dividend Growth ETF	10%	13.8%	0.41	0.68	-19.3%	BIL, SGOV, JPST
69	SCHB	Schwab U.S. Broad Market ETF	10.9%	17.2%	0.41	0.67	-25.36%	BIL, SGOV, VGSH
70	SLV	iShares Silver Trust	22.1%	35%	0.62	0.94	-41.74%	SGOV, BIL, JAAA
71	IUSB	iShares Core Universal USD Bond ETF	0.5%	5.8%	-0.72	-1.18	-17.88%	XLE, BIL, SGOV
72	SPDW	State Street SPDR Portfolio Developed World ex-US ETF	8.1%	16.2%	0.27	0.45	-30.2%	SGOV, BIL, JPST
73	VNQ	Vanguard Real Estate ETF	2.8%	18.8%	-0.02	-0.03	-34.48%	BIL, SGOV, JPST
74	VBR	Vanguard Small-Cap Value ETF	7.6%	19.9%	0.23	0.39	-24.2%	VGSH, BIL, SGOV
75	SPYV	State Street SPDR Portfolio S&P 500 Value ETF	10.4%	14.4%	0.43	0.7	-17.88%	BIL, SGOV, JPST
76	LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	0.2%	8.6%	-0.49	-0.81	-24.96%	BIL, SGOV, JAAA
77	DYNF	iShares U.S. Equity Factor Rotation Active ETF	13.9%	17.3%	0.56	0.92	-26.95%	VGSH, SGOV, BIL
78	GLDM	SPDR Gold MiniShares Trust	20.4%	17.4%	0.88	1.4	-20.92%	SGOV, BIL, JAAA
79	VGK	Vanguard FTSE Europe ETF	8.4%	17.6%	0.28	0.46	-32.74%	BIL, SGOV, JPST
80	VGSH	Vanguard Short-Term Treasury ETF	1.7%	2%	-1.57	-2.59	-5.72%	XLE, XLF, SMH
81	BIV	Vanguard Intermediate-Term Bond ETF	0.5%	6.4%	-0.65	-1.09	-18.74%	XLE, BIL, SGOV
82	MGK	Vanguard Mega Cap Growth ETF	13.2%	22.5%	0.45	0.74	-36.01%	SGOV, BIL, JPST
83	ACWI	iShares MSCI ACWI ETF	9.6%	15.9%	0.36	0.58	-26.42%	SGOV, BIL, JPST
84	EFV	iShares MSCI EAFE Value ETF	11.8%	15.8%	0.48	0.79	-25.85%	BIL, SGOV, JPST
85	XLI	State Street Industrial Select Sector SPDR ETF	12.5%	17.1%	0.49	0.83	-21.64%	VGSH, BIL, SGOV
86	JAAA	Janus Henderson AAA CLO ETF	4.6%	1.7%	-0.17	-0.24	-2.6%	IAU, SGOV, BIL
87	IDEV	iShares Core MSCI International Developed Markets ETF	8%	16%	0.26	0.44	-29.16%	SGOV, BIL, JPST
88	IUSG	iShares Core S&P U.S. Growth ETF	12.7%	20.7%	0.45	0.73	-32.21%	SGOV, BIL, VGSH
89	EEM	iShares MSCI Emerging Markets ETF	3.6%	18.3%	0.02	0.04	-37.82%	SGOV, BIL, JPST
90	VXF	Vanguard Extended Market ETF	4.4%	22.3%	0.09	0.15	-36.39%	SGOV, BIL, VGSH
91	USHY	iShares Broad USD High Yield Corporate Bond ETF	4.1%	7.3%	-0.06	-0.1	-15.52%	BIL, SGOV, JPST
92	FBND	Fidelity Total Bond ETF	0.9%	5.9%	-0.63	-1.03	-17.25%	BIL, SGOV, XLE
93	GDX	VanEck Gold Miners ETF	22.3%	35.5%	0.61	1.02	-46.52%	SGOV, BIL, JPST
94	SHY	iShares 1-3 Year Treasury Bond ETF	1.6%	2%	-1.61	-2.66	-5.72%	XLE, XLF, SGOV
95	XLC	State Street Communication Services Select Sector SPDR ETF	10.1%	20.7%	0.34	0.55	-46.66%	BIL, SGOV, JPST
96	TQQQ	ProShares - UltraPro QQQ	16.5%	66.3%	0.49	0.8	-81.57%	BIL, SGOV, JPST
97	XLB	State Street Materials Select Sector SPDR ETF	6.1%	18.9%	0.15	0.26	-24.73%	BIL, SGOV, JPST
98	XLY	State Street Consumer Discretionary Select Sector SPDR ETF	6.6%	23.7%	0.19	0.3	-39.68%	SGOV, BIL, JPST
99	XLP	State Street Consumer Staples Select Sector SPDR ETF	6.2%	13.2%	0.16	0.25	-16.29%	BIL, SGOV, JPST
100	XLRE	State Street Real Estate Select Sector SPDR ETF	3.6%	19.1%	0.03	0.04	-34.1%	BIL, SGOV, JPST
101	XLU	State Street Utilities Select Sector SPDR ETF	10.6%	17.2%	0.39	0.64	-25.26%	SGOV, BIL, 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。

ETF列表

美股ETF近五年報酬與風險分析，包括年化報酬率、夏普比率、最大跌幅等指標，協助評估美股ETF投資價值。