75 SXR8 + 25 QDVE
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 25% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Blend Equities | 75% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 75 SXR8 + 25 QDVE , comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Nov 30, 2015, corresponding to the inception date of QDVE.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 75 SXR8 + 25 QDVE | 17.06% | -1.03% | 13.15% | 23.64% | 16.48% | N/A |
| Portfolio components: | ||||||
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 14.68% | -0.23% | 11.87% | 20.31% | 13.86% | 14.70% |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 24.09% | -3.45% | 16.73% | 33.59% | 24.15% | N/A |
Monthly Returns
The table below presents the monthly returns of 75 SXR8 + 25 QDVE , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.48% | 4.64% | 3.30% | -3.45% | 3.84% | 7.39% | 17.06% | ||||||
| 2023 | 6.51% | -1.02% | 4.57% | 1.44% | 3.52% | 6.22% | 2.98% | -0.89% | -5.08% | -2.66% | 9.87% | 5.21% | 34.06% |
| 2022 | -7.30% | -2.46% | 4.55% | -8.13% | -2.58% | -8.36% | 9.41% | -3.31% | -8.50% | 5.77% | 2.85% | -4.27% | -21.84% |
| 2021 | -0.36% | 2.52% | 3.22% | 5.17% | 0.06% | 3.62% | 2.74% | 3.37% | -4.18% | 5.79% | 1.62% | 4.22% | 31.08% |
| 2020 | 1.21% | -9.50% | -8.12% | 10.21% | 3.79% | 3.61% | 5.03% | 9.63% | -3.78% | -3.73% | 10.28% | 5.07% | 23.28% |
| 2019 | 7.66% | 4.39% | 2.28% | 4.55% | -5.92% | 6.29% | 3.10% | -2.57% | 1.97% | 2.30% | 4.42% | 3.61% | 36.24% |
| 2018 | 5.23% | -1.86% | -4.23% | 1.78% | 3.19% | 0.57% | 2.37% | 4.00% | 0.49% | -7.02% | 0.00% | -8.26% | -4.67% |
| 2017 | 1.30% | 4.44% | 0.80% | 1.45% | 2.06% | 0.10% | 2.95% | 0.54% | 1.44% | 3.73% | 2.33% | 2.01% | 25.66% |
| 2016 | -8.23% | 1.69% | 6.93% | -1.58% | 3.09% | -0.97% | 5.46% | 0.44% | 0.76% | -1.07% | 2.86% | 1.90% | 10.96% |
| 2015 | -0.70% | -0.70% |
Expense Ratio
75 SXR8 + 25 QDVE has an expense ratio of 0.13%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 75 SXR8 + 25 QDVE is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 1.94 | 2.84 | 1.35 | 1.75 | 7.32 |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 1.80 | 2.47 | 1.31 | 3.07 | 8.46 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 75 SXR8 + 25 QDVE . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the 75 SXR8 + 25 QDVE was 33.68%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current 75 SXR8 + 25 QDVE drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Aug 3, 2020 | 114 |
| -26.74% | Jan 3, 2022 | 201 | Oct 12, 2022 | 286 | Nov 22, 2023 | 487 |
| -17.57% | Oct 2, 2018 | 59 | Dec 27, 2018 | 74 | Apr 12, 2019 | 133 |
| -13.76% | Dec 2, 2015 | 48 | Feb 11, 2016 | 74 | May 30, 2016 | 122 |
| -9.62% | Jan 30, 2018 | 9 | Feb 9, 2018 | 84 | Jun 13, 2018 | 93 |
Volatility
Volatility Chart
The current 75 SXR8 + 25 QDVE volatility is 3.93%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| QDVE.DE | SXR8.DE | |
|---|---|---|
| QDVE.DE | 1.00 | 0.84 |
| SXR8.DE | 0.84 | 1.00 |