最後更新 2023-05-26 03:08:39 (UTC+8)
ETF排行
領先指標預估為『中等』的情況下，近5年報酬率和夏普比率(報酬與風險兼具)較佳的ETF。不考慮槓桿型以及期貨型ETF。過去之績效不代表未來績效。
報酬率排名 
| 排名 | ETF名稱 | 收盤價 | 季均 報酬率 (年化) |
|---|---|---|---|
| 1 | 00733 富邦臺灣中小 | 42.07 | 31.5% |
| 2 | 0052 富邦科技 | 107.05 | 30.5% |
| 3 | 00643K 群益深証中小+R | 4.49 | 23.4% |
| 4 | 0057 富邦摩台 | 89.25 | 21.4% |
| 5 | 0053 元大電子 | 62.15 | 20.8% |
夏普比率排名
| 排名 | ETF名稱 | 收盤價 | 夏普 比率 (季，平均) |
|---|---|---|---|
| 1 | 00732 國泰RMB短期報酬 | 40.74 | 1.62 |
| 2 | 00646 元大S&P500 | 39.52 | 1.3 |
| 3 | 0057 富邦摩台 | 89.25 | 1.26 |
| 4 | 00701 國泰股利精選30 | 23.79 | 1.24 |
| 5 | 0051 元大中型100 | 60.3 | 1.23 |
ETF列表
領先指標預估為『中等』的情況下，近5年的報酬及風險分析。報酬率和夏普比率越高越好，過去之績效不代表未來績效。
| ETF 名稱 | 收盤價 | 近五年 年化報酬率 | 近五年 夏普比率 | 近五年 最大跌幅 | 目前景氣 季均報酬率 (年化) | 目前景氣 夏普比率 (季，平均) | 目前景氣 最大跌幅 (季，平均) | |
|---|---|---|---|---|---|---|---|---|
0050 元大台灣50 | 123.05 | 8.7% | 0.47 | -36.4% | 18.6% #23/116 | 1.02 #19/116 | -7.9% #48/116 | |
0051 元大中型100 | 60.3 | 12% | 0.63 | -31.3% | 18.4% #24/116 | 1.23 #9/116 | -8.8% #62/116 | |
0052 富邦科技 | 107.05 | 15.6% | 0.68 | -42.9% | 30.5% #15/116 | 1.09 #14/116 | -10.3% #82/116 | |
0053 元大電子 | 62.15 | 11.1% | 0.55 | -34.3% | 20.8% #19/116 | 0.98 #21/116 | -9.2% #70/116 | |
0055 元大MSCI金融 | 22.93 | 6% | 0.36 | -28.9% | 13.5% #36/116 | 1.07 #16/116 | -7.5% #40/116 | |
0056 元大高股息 | 29.78 | 2.4% | 0.13 | -35.5% | 6.4% #66/116 | 0.77 #30/116 | -7.7% #44/116 | |
0057 富邦摩台 | 89.25 | 12.3% | 0.66 | -33% | 21.4% #18/116 | 1.26 #7/116 | -8% #52/116 | |
0061 元大寶滬深 | 18.1 | -0.2% | 0.02 | -38.3% | 6.9% #62/116 | 0.19 #67/116 | -8.7% #60/116 | |
006201 元大富櫃50 | 18.04 | 5% | 0.27 | -42.7% | 19.7% #21/116 | 0.75 #34/116 | -12% #93/116 | |
006203 元大MSCI台灣 | 59.55 | 9.4% | 0.5 | -34.8% | 18.9% #22/116 | 1.03 #18/116 | -8.1% #55/116 | |
006204 永豐臺灣加權 | 82.55 | 8.5% | 0.48 | -32.8% | 16.8% #30/116 | 1.08 #15/116 | -7.8% #45/116 | |
006205 富邦上証 | 30.21 | 0.3% | 0.04 | -34.7% | 6.5% #65/116 | 0.17 #70/116 | -8.4% #57/116 | |
006206 元大上證50 | 28.62 | -0.9% | -0.01 | -41.5% | 6.9% #61/116 | 0.15 #71/116 | -9.1% #66/116 | |
006207 復華滬深 | 23.69 | 0.9% | 0.08 | -37.8% | 8.6% #58/116 | 0.25 #63/116 | -8.8% #63/116 | |
006208 富邦台50 | 71.05 | 8.2% | 0.46 | -35% | 17% #29/116 | 0.99 #20/116 | -7.8% #47/116 | |
00625K 富邦上証+R | 7.23 | 2% | 0.12 | -29.3% | 5% #71/116 | 0.11 #73/116 | -10.1% #78/116 | |
00636 國泰中國A50 | 20.36 | 0.6% | 0.07 | -42.4% | 10.4% #49/116 | 0.29 #62/116 | -9.5% #72/116 | |
00636K 國泰中國A50+U | 6.63 | 0.2% | 0.06 | -49.6% | 13.5% #37/116 | 0.38 #54/116 | -10.3% #83/116 | |
00639 富邦深100 | 11.93 | 2.8% | 0.17 | -42.2% | 15.7% #34/116 | 0.32 #59/116 | -10.3% #85/116 | |
00643 群益深証中小 | 13.9 | 0.2% | 0.07 | -33.6% | 9.3% #53/116 | 0.18 #68/116 | -11% #88/116 | |
00643K 群益深証中小+R | 4.49 | 6.3% | 0.32 | -35.1% | 23.4% #17/116 | 0.93 #22/116 | -4.5% #15/116 | |
00645 富邦日本 | 29.12 | 5.6% | 0.32 | -30.5% | 9.8% #52/116 | 0.7 #36/116 | -7.4% #38/116 | |
00646 元大S&P500 | 39.52 | 9.9% | 0.54 | -34.3% | 13.1% #38/116 | 1.3 #6/116 | -6.8% #29/116 | |
00652 富邦印度 | 29.87 | 5.6% | 0.31 | -43.3% | 8.8% #57/116 | 0.46 #48/116 | -8.6% #59/116 | |
00657 國泰日經225 | 36.67 | 6.2% | 0.34 | -32.6% | 10.5% #48/116 | 0.76 #33/116 | -8% #51/116 | |
00657K 國泰日經225+U | 11.93 | 5.7% | 0.3 | -33.4% | 13.1% #40/116 | 0.83 #28/116 | -8.6% #58/116 | |
00660 元大歐洲50 | 31.14 | 4.8% | 0.27 | -39.4% | 10.6% #46/116 | 0.77 #29/116 | -8.1% #53/116 | |
00661 元大日經225 | 39.37 | 6.7% | 0.37 | -32.5% | 10.9% #44/116 | 0.76 #31/116 | -7.6% #42/116 | |
00662 富邦NASDAQ | 54.7 | 12.8% | 0.58 | -30.3% | 17.6% #28/116 | 1.06 #17/116 | -9.2% #71/116 | |
00668 國泰美國道瓊 | 36.62 | 7.4% | 0.41 | -37.1% | 9.2% #55/116 | 0.9 #24/116 | -7% #33/116 | |
00668K 國泰美國道瓊+U | 11.89 | 6.8% | 0.37 | -38.1% | 10.6% #47/116 | 0.87 #26/116 | -7.5% #39/116 | |
00678 群益NBI生技 | 25.61 | 3.4% | 0.2 | -34% | 6.7% #64/116 | 0.25 #64/116 | -10% #76/116 | |
00679B 元大美債20年 | 31.63 | -3.3% | -0.26 | -44.3% | 3.9% #73/116 | 0.01 #80/116 | -6.7% #28/116 | |
00687B 國泰20年美債 | 32.17 | -3.7% | -0.27 | -44.6% | 3.8% #74/116 | 0.01 #79/116 | -7% #31/116 | |
00690 兆豐藍籌30 | 26.77 | 4.1% | 0.24 | -31.5% | 11.1% #42/116 | 0.76 #32/116 | -8.1% #54/116 | |
00692 富邦公司治理 | 30.76 | 7.8% | 0.46 | -34.3% | 15.5% #35/116 | 1.14 #12/116 | -7.2% #35/116 | |
00694B 富邦美債1-3 | 38.79 | -0.4% | -0.46 | -14.2% | -0.6% #89/116 | -0.41 #97/116 | -2.2% #2/116 | |
00695B 富邦美債7-10 | 34.62 | -2% | -0.4 | -21.9% | -1.2% #93/116 | -0.33 #93/116 | -3.9% #12/116 | |
00696B 富邦美債20年 | 32.57 | -3.6% | -0.25 | -44.7% | 3.6% #75/116 | 0.01 #81/116 | -7% #30/116 | |
00697B 元大美債7-10 | 35.78 | -1% | -0.32 | -23.1% | 0.3% #84/116 | -0.18 #87/116 | -3.4% #10/116 | |
00700 富邦恒生國企 | 12.06 | -10% | -0.39 | -54.4% | -3.5% #101/116 | -0.36 #95/116 | -11.3% #92/116 | |
00701 國泰股利精選30 | 23.79 | 2.5% | 0.14 | -35.7% | 11% #43/116 | 1.24 #8/116 | -5.7% #22/116 | |
00702 國泰標普低波高息 | 19.92 | 0% | 0.01 | -39.1% | 5.5% #69/116 | 0.4 #52/116 | -7.2% #36/116 | |
00703 台新MSCI中國 | 14.73 | -7.4% | -0.25 | -58.8% | -2% #95/116 | -0.35 #94/116 | -12.5% #96/116 | |
00709 富邦歐洲 | 24.82 | 4.7% | 0.26 | -37.4% | 8.4% #60/116 | 0.67 #40/116 | -7.5% #41/116 | |
00710B 復華彭博非投等債 | 17.86 | -2.3% | -0.34 | -26.1% | -3.1% #100/116 | -0.5 #99/116 | -3.3% #7/116 | |
00711B 復華彭博新興債 | 15.99 | -2.9% | -0.4 | -38.5% | 0.7% #83/116 | 0.34 #57/116 | -5.1% #17/116 | |
00712 復華富時不動產 | 8.86 | -14.2% | -0.31 | -65.3% | -1.5% #94/116 | -0.09 #84/116 | -9.9% #75/116 | |
00713 元大台灣高息低波 | 42.95 | 6.8% | 0.44 | -28.7% | 11.5% #41/116 | 1.1 #13/116 | -7% #32/116 | |
00714 群益道瓊美國地產 | 17.5 | -1.5% | -0.04 | -41.6% | 6% #68/116 | 0.56 #45/116 | -8.7% #61/116 | |
00717 富邦美國特別股 | 14.16 | -6.6% | -0.53 | -38.7% | -4.3% #102/116 | -0.42 #98/116 | -4.9% #16/116 | |
00718B 富邦中國政策債 | 19.94 | -0.8% | -0.38 | -12.6% | -0.9% #91/116 | -0.03 #83/116 | -3% #6/116 | |
00719B 元大美債1-3 | 30.62 | -0.2% | -0.42 | -12.3% | -0.5% #88/116 | -0.24 #88/116 | -2.2% #1/116 | |
00720B 元大投資級公司債 | 33.72 | -2.3% | -0.2 | -35.5% | 3% #77/116 | 0.3 #60/116 | -6% #24/116 | |
00721B 元大中國債3-5 | 45.05 | -0.9% | -0.48 | -9.4% | -0.9% #92/116 | -0.13 #85/116 | -2.4% #3/116 | |
00722B 群益投資級電信債 | 36.33 | -1.2% | -0.12 | -34.6% | 5.2% #70/116 | 0.63 #43/116 | -5.8% #23/116 | |
00723B 群益投資級科技債 | 32.47 | -3% | -0.26 | -38.1% | 2.5% #80/116 | 0.24 #65/116 | -6.2% #25/116 | |
00724B 群益投資級金融債 | 32.3 | -2.5% | -0.23 | -36.5% | 2.9% #78/116 | 0.38 #56/116 | -5.5% #20/116 | |
00725B 國泰投資級公司債 | 35.24 | -2.1% | -0.26 | -30.3% | 2.6% #79/116 | 0.38 #53/116 | -5.2% #18/116 | |
00726B 國泰5Y+新興債 | 33.18 | -3.2% | -0.5 | -34.9% | -0.8% #90/116 | 0.02 #78/116 | -4.4% #13/116 | |
00727B 國泰1-5Y非投等債 | 36.93 | -2.6% | -0.51 | -21.8% | -2.9% #98/116 | -0.55 #101/116 | -3.4% #9/116 | |
00728 第一金工業30 | 23.67 | 3.8% | 0.22 | -43.3% | 16% #32/116 | 0.91 #23/116 | -8.9% #64/116 | |
00730 富邦臺灣優質高息 | 18.4 | -1.3% | -0.12 | -37.4% | 1.7% #81/116 | 0.21 #66/116 | -7.9% #49/116 | |
00731 復華富時高息低波 | 59.5 | 3.6% | 0.22 | -33.6% | 6.4% #67/116 | 0.66 #41/116 | -6.6% #27/116 | |
00732 國泰RMB短期報酬 | 40.74 | 0.4% | -0.24 | -7% | 6.9% #67/116 | 1.62 #4/116 | -1.3% #1/116 | |
00733 富邦臺灣中小 | 42.07 | 14.8% | 0.64 | -45.7% | 31.5% #13/116 | 0.68 #37/116 | -12.2% #94/116 | |
00734B 台新JPM新興債 | 15.42 | -5.2% | -0.74 | -38.3% | -2.9% #99/116 | 0.1 #74/116 | -4.4% #14/116 | |
00735 國泰臺韓科技 | 27.64 | 7.7% | 0.41 | -37.8% | 17.7% #26/116 | 0.65 #42/116 | -9.1% #68/116 | |
00736 國泰新興市場 | 19.31 | 0.2% | 0.01 | -32.9% | 1.3% #82/116 | 0.18 #69/116 | -7.6% #43/116 | |
00737 國泰AI+Robo | 28.49 | 7.3% | 0.37 | -37.2% | 17.7% #27/116 | 0.87 #27/116 | -10.3% #84/116 | |
00739 元大MSCI A股 | 21.92 | 2.2% | 0.13 | -34.1% | 10.2% #50/116 | 0.4 #51/116 | -8.4% #56/116 | |
00740B 富邦全球投等債 | 37.91 | -1% | -0.14 | -30.5% | 4.2% #72/116 | 0.56 #46/116 | -5.3% #19/116 | |
00741B 富邦全球非投等債 | 35.7 | -2.3% | -0.41 | -25.7% | -2.8% #97/116 | -0.39 #96/116 | -3.4% #8/116 | |
註1: 目前只分析成立五年以上的ETF。
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。
