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Index ETF Accumulation
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SWLD.L 30%CNX1.L 27%SPXP.L 19%XESC.L 17%CUKX.L 6%EMIM.L 1%EquityEquity
PositionCategory/SectorWeight
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
Latin America Equities

0%

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities

27%

CUKX.L
iShares FTSE 100 UCITS ETF

6%

EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Emerging Markets Equities

1%

SPXP.L
Invesco S&P 500 UCITS ETF
Large Cap Blend Equities

19%

SWLD.L
SPDR MSCI World UCITS ETF
Global Equities

30%

XESC.L
Xtrackers EURO STOXX 50 UCITS ETF 1C
Europe Equities

17%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Index ETF Accumulation, 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


70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
93.12%
97.04%
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 26, 2019, corresponding to the inception date of SWLD.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Index ETF Accumulation13.32%0.40%13.70%19.82%14.02%N/A
SWLD.L
SPDR MSCI World UCITS ETF
13.18%1.31%13.55%18.99%11.91%N/A
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
16.11%-0.90%14.28%26.61%20.25%21.23%
SPXP.L
Invesco S&P 500 UCITS ETF
16.20%0.84%15.32%22.91%14.75%N/A
XESC.L
Xtrackers EURO STOXX 50 UCITS ETF 1C
7.48%0.11%11.01%10.78%8.89%8.08%
CUKX.L
iShares FTSE 100 UCITS ETF
9.07%1.09%13.37%10.76%5.97%5.67%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
-13.16%3.15%-7.61%-5.83%-0.05%N/A
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
8.20%0.28%13.19%10.56%3.99%5.60%

Monthly Returns

The table below presents the monthly returns of Index ETF Accumulation, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.18%3.85%3.27%-2.45%2.97%3.93%13.32%
20237.94%-1.56%4.81%2.20%1.10%6.00%3.28%-2.19%-4.42%-3.18%9.55%5.77%32.13%
2022-6.91%-2.35%2.89%-8.40%-1.66%-8.58%7.39%-3.87%-7.90%4.87%6.71%-3.36%-20.81%
2021-0.50%2.12%3.08%4.90%1.49%1.80%1.75%2.83%-4.03%5.27%-0.77%3.77%23.55%
2020-0.29%-8.84%-10.41%9.57%4.58%4.95%4.67%8.10%-3.81%-4.20%12.76%5.09%21.01%
2019-0.33%-5.48%4.08%-5.77%6.34%1.15%-3.01%2.55%3.13%3.24%3.50%8.93%

Expense Ratio

Index ETF Accumulation has an expense ratio of 0.16%, 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.


Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for EMIM.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SWLD.L: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for ALAG.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for XESC.L: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for CUKX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SPXP.L: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Index ETF Accumulation is 45, 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.


The Risk-Adjusted Performance Rank of Index ETF Accumulation is 4545
Index ETF Accumulation
The Sharpe Ratio Rank of Index ETF Accumulation is 3131Sharpe Ratio Rank
The Sortino Ratio Rank of Index ETF Accumulation is 3434Sortino Ratio Rank
The Omega Ratio Rank of Index ETF Accumulation is 4747Omega Ratio Rank
The Calmar Ratio Rank of Index ETF Accumulation is 6565Calmar Ratio Rank
The Martin Ratio Rank of Index ETF Accumulation is 4545Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Index ETF Accumulation
Sharpe ratio
The chart of Sharpe ratio for Index ETF Accumulation, currently valued at 1.32, compared to the broader market-1.000.001.002.003.004.001.32
Sortino ratio
The chart of Sortino ratio for Index ETF Accumulation, currently valued at 2.00, compared to the broader market-2.000.002.004.006.002.00
Omega ratio
The chart of Omega ratio for Index ETF Accumulation, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for Index ETF Accumulation, currently valued at 1.89, compared to the broader market0.002.004.006.008.0010.001.89
Martin ratio
The chart of Martin ratio for Index ETF Accumulation, currently valued at 5.39, compared to the broader market0.0010.0020.0030.0040.005.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWLD.L
SPDR MSCI World UCITS ETF
0.581.111.291.002.07
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
1.692.391.301.968.08
SPXP.L
Invesco S&P 500 UCITS ETF
1.992.951.362.017.61
XESC.L
Xtrackers EURO STOXX 50 UCITS ETF 1C
0.721.131.130.812.06
CUKX.L
iShares FTSE 100 UCITS ETF
0.851.351.151.062.83
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD
-0.37-0.420.95-0.39-0.83
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.661.081.120.311.90

Sharpe Ratio

The current Index ETF Accumulation Sharpe ratio is 1.32. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Index ETF Accumulation with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.32
1.82
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


Index ETF Accumulation doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.18%
-2.86%
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Index ETF Accumulation. 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 Index ETF Accumulation was 32.63%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Index ETF Accumulation drawdown is 3.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.63%Feb 20, 202023Mar 23, 202082Jul 21, 2020105
-29.16%Dec 31, 2021195Oct 11, 2022197Jul 19, 2023392
-10.53%Jul 20, 202372Oct 27, 202314Nov 16, 202386
-9.3%Sep 3, 202042Oct 30, 20206Nov 9, 202048
-9.2%Feb 27, 20198Mar 8, 201979Jul 3, 201987

Volatility

Volatility Chart

The current Index ETF Accumulation volatility is 2.55%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%FebruaryMarchAprilMayJuneJuly
2.55%
2.76%
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

ALAG.LEMIM.LCNX1.LCUKX.LXESC.LSPXP.LSWLD.L
ALAG.L1.000.650.420.590.570.510.56
EMIM.L0.651.000.640.680.700.670.72
CNX1.L0.420.641.000.560.670.910.87
CUKX.L0.590.680.561.000.850.710.79
XESC.L0.570.700.670.851.000.780.85
SPXP.L0.510.670.910.710.781.000.96
SWLD.L0.560.720.870.790.850.961.00
The correlation results are calculated based on daily price changes starting from Feb 27, 2019