Re: VT正2已在CBOE芝加哥交易所上市
※ 引述《jerry212 (jerry)》之銘言：
: https://reurl.cc/zQz8vy
: https://reurl.cc/xW0ZyZ
: 費用率0.75%還不錯，再觀察一陣子，如果swap fee夠低的話或許可以考慮投資
: -----
: Sent from JPTT on my iPhone
根據 N-PORT filing 2026 Q2
WLDU 的 swap fee 的 spread 落在 2~2.5% 之間
WX 太新，還沒資料
但 WLDU 是採取 cash + swap 的架構，沒有持有實股
也就是 200% 的曝險全部都要吃 spread
不像 SSO/UPRO 只有超過 100% 的部分要吃 spread
再考慮還有 0.75% 的 ER
使用 WLDU 拿槓桿
槓桿成本可能高達 RfR + 5%
--
You got to know when to hold 'em, know when to fold 'em, Know when to walk away and know when to run.
You never count your money when you're sittin' at the table. There'll be time enough for countin' when the dealin's done.
'Cause ev'ry hand's a winner and ev'ry hand's a loser, And the best that you can hope for is to die in your sleep."
now Ev'ry gambler knows that the secret to survivin' Is knowin' what to throw away and knowing what to keep.
--
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※ 編輯: daze (114.39.61.207 臺灣), 08/16/2026 13:40:03
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EFO 的 Leverage 算起來好像比兩倍低。
但如果只用最近5年的資料，算起來倒是很接近兩倍。
也許不是 implementation 有問題，而是改過 methodology？
※ 編輯: daze (114.39.61.207 臺灣), 08/17/2026 14:03:07
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