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Index ETF Accumulation

Last updated Dec 7, 2023

Asset Allocation


SWLD.L 30%CNX1.L 27%SPXP.L 19%XESC.L 17%CUKX.L 6%EMIM.L 1%EquityEquity
PositionCategory/SectorWeight
SWLD.L
SPDR MSCI World UCITS ETF
Global Equities30%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Large Cap Growth Equities27%
SPXP.L
Invesco S&P 500 UCITS ETF
Large Cap Blend Equities19%
XESC.L
Xtrackers EURO STOXX 50 UCITS ETF 1C
Europe Equities17%
CUKX.L
iShares FTSE 100 UCITS ETF
6%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Emerging Markets Equities1%

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


0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
7.15%
6.60%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Index ETF Accumulation25.60%5.62%7.15%22.86%N/AN/A
SWLD.L
SPDR MSCI World UCITS ETF
13.58%3.46%5.23%12.39%N/AN/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


JanFebMarAprMayJunJulAugSepOctNovDec
20231.10%6.00%3.28%-2.19%-4.42%-3.18%9.56%

Sharpe Ratio

The current Index ETF Accumulation Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.13

The Sharpe ratio of Index ETF Accumulation lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.13
0.97
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components

Dividend yield


Index ETF Accumulation doesn't pay dividends

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.


0.36%
0.00%2.15%
0.18%
0.00%2.15%
0.12%
0.00%2.15%
0.10%
0.00%2.15%
0.09%
0.00%2.15%
0.07%
0.00%2.15%
0.05%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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.L1.000.660.440.590.580.530.57
EMIM.L0.661.000.660.690.710.680.73
CNX1.L0.440.661.000.580.680.910.87
CUKX.L0.590.690.581.000.860.730.80
XESC.L0.580.710.680.861.000.790.86
SPXP.L0.530.680.910.730.791.000.96
SWLD.L0.570.730.870.800.860.961.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.92%
-6.44%
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.


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 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.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
9.73%
2.93%
Index ETF Accumulation
Benchmark (^GSPC)
Portfolio components
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