Index ETF Accumulation
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SWLD.L SPDR MSCI World UCITS ETF | Global Equities | 30% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | Large Cap Growth Equities | 27% |
SPXP.L Invesco S&P 500 UCITS ETF | Large Cap Blend Equities | 19% |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | Europe Equities | 17% |
CUKX.L iShares FTSE 100 UCITS ETF | 6% | |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | Emerging Markets Equities | 1% |
Performance
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
The earliest data available for this chart is Feb 26, 2019, corresponding to the inception date of SWLD.L
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Index ETF Accumulation | 25.60% | 5.62% | 7.15% | 22.86% | N/A | N/A |
| Portfolio components: | ||||||
SWLD.L SPDR MSCI World UCITS ETF | 13.58% | 3.46% | 5.23% | 12.39% | N/A | N/A |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 40.46% | 3.32% | 8.91% | 33.47% | 19.66% | 20.05% |
SPXP.L Invesco S&P 500 UCITS ETF | 15.98% | 3.27% | 6.46% | 14.14% | 13.60% | N/A |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 17.05% | 6.58% | 4.69% | 17.10% | 10.07% | 7.58% |
CUKX.L iShares FTSE 100 UCITS ETF | 4.72% | 1.85% | 0.70% | 4.01% | 5.86% | 5.25% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 17.36% | 4.37% | 4.91% | 17.14% | 4.02% | N/A |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 1.50% | -0.37% | -0.58% | 2.27% | 3.40% | N/A |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.10% | 6.00% | 3.28% | -2.19% | -4.42% | -3.18% | 9.56% |
Dividend yield
Expense Ratio
The Index ETF Accumulation features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
SWLD.L SPDR MSCI World UCITS ETF | 0.34 | ||||
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 1.80 | ||||
SPXP.L Invesco S&P 500 UCITS ETF | 1.09 | ||||
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 1.08 | ||||
CUKX.L iShares FTSE 100 UCITS ETF | 0.34 | ||||
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 0.85 | ||||
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.17 |
Asset Correlations Table
| ALAG.L | EMIM.L | CNX1.L | CUKX.L | XESC.L | SPXP.L | SWLD.L | |
|---|---|---|---|---|---|---|---|
| ALAG.L | 1.00 | 0.66 | 0.44 | 0.59 | 0.58 | 0.53 | 0.57 |
| EMIM.L | 0.66 | 1.00 | 0.66 | 0.69 | 0.71 | 0.68 | 0.73 |
| CNX1.L | 0.44 | 0.66 | 1.00 | 0.58 | 0.68 | 0.91 | 0.87 |
| CUKX.L | 0.59 | 0.69 | 0.58 | 1.00 | 0.86 | 0.73 | 0.80 |
| XESC.L | 0.58 | 0.71 | 0.68 | 0.86 | 1.00 | 0.79 | 0.86 |
| SPXP.L | 0.53 | 0.68 | 0.91 | 0.73 | 0.79 | 1.00 | 0.96 |
| SWLD.L | 0.57 | 0.73 | 0.87 | 0.80 | 0.86 | 0.96 | 1.00 |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 21, 2020 | 105 |
| -29.16% | Dec 31, 2021 | 195 | Oct 11, 2022 | 197 | Jul 19, 2023 | 392 |
| -10.53% | Jul 20, 2023 | 72 | Oct 27, 2023 | 14 | Nov 16, 2023 | 86 |
| -9.3% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
| -9.2% | Feb 27, 2019 | 8 | Mar 8, 2019 | 79 | Jul 3, 2019 | 87 |
Volatility Chart
The current Index ETF Accumulation volatility is 9.73%, 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.