Index ETF Accumulation
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
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% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 26, 2019, corresponding to the inception date of SWLD.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Index ETF Accumulation | 2.03% | 9.63% | 1.31% | 11.43% | 16.07% | N/A |
| Portfolio components: | ||||||
SWLD.L SPDR MSCI World UCITS ETF | 0.36% | 9.24% | -1.13% | 10.32% | 14.40% | N/A |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | -5.53% | 9.40% | -4.72% | 10.90% | 17.03% | 18.84% |
SPXP.L Invesco S&P 500 UCITS ETF | -3.91% | 7.96% | -4.91% | 9.85% | 15.76% | 14.14% |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 19.71% | 12.05% | 18.26% | 12.28% | 17.14% | 8.98% |
CUKX.L iShares FTSE 100 UCITS ETF | 12.91% | 10.82% | 11.24% | 11.34% | 13.04% | 6.00% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | 24.22% | 16.01% | 10.69% | -4.61% | 13.00% | N/A |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 6.20% | 11.29% | 1.83% | 7.66% | 8.03% | 5.30% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.98% | -1.93% | -3.97% | 1.19% | 2.96% | 2.03% | |||||||
| 2024 | 1.18% | 3.85% | 3.31% | -3.04% | 3.65% | 3.84% | 0.27% | 1.59% | 2.22% | -1.43% | 3.37% | -1.02% | 18.96% |
| 2023 | 7.93% | -1.55% | 4.81% | 2.20% | 1.10% | 6.00% | 3.28% | -2.19% | -4.41% | -3.19% | 9.55% | 5.77% | 32.13% |
| 2022 | -6.90% | -2.36% | 2.91% | -8.42% | -1.65% | -8.59% | 7.39% | -3.87% | -7.90% | 4.87% | 6.71% | -3.36% | -20.81% |
| 2021 | -0.50% | 2.12% | 3.10% | 4.88% | 1.49% | 1.80% | 1.75% | 2.83% | -4.03% | 5.27% | -0.75% | 3.76% | 23.54% |
| 2020 | -0.29% | -8.85% | -10.40% | 9.56% | 4.58% | 4.95% | 4.67% | 8.11% | -3.81% | -4.20% | 12.76% | 5.10% | 21.02% |
| 2019 | -0.32% | -5.48% | 4.08% | -5.78% | 6.34% | 1.15% | -3.01% | 2.56% | 3.13% | 3.23% | 3.50% | 8.94% |
Expense Ratio
Index ETF Accumulation has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Index ETF Accumulation is 55, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SWLD.L SPDR MSCI World UCITS ETF | 0.65 | 0.95 | 1.14 | 0.59 | 2.59 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.50 | 0.82 | 1.11 | 0.47 | 1.61 |
SPXP.L Invesco S&P 500 UCITS ETF | 0.60 | 0.90 | 1.13 | 0.53 | 2.09 |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 0.63 | 0.96 | 1.12 | 0.78 | 2.20 |
CUKX.L iShares FTSE 100 UCITS ETF | 0.76 | 1.02 | 1.15 | 0.86 | 2.88 |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | -0.20 | -0.17 | 0.98 | -0.17 | -0.33 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.44 | 0.70 | 1.09 | 0.34 | 1.27 |
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Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 32.62%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current Index ETF Accumulation drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 21, 2020 | 105 |
| -29.15% | Dec 31, 2021 | 195 | Oct 11, 2022 | 197 | Jul 19, 2023 | 392 |
| -17.82% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 4.32, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | ALAG.L | EMIM.L | CUKX.L | CNX1.L | XESC.L | SPXP.L | SWLD.L | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.38 | 0.52 | 0.50 | 0.59 | 0.55 | 0.64 | 0.64 | 0.64 |
| ALAG.L | 0.38 | 1.00 | 0.65 | 0.59 | 0.42 | 0.58 | 0.51 | 0.56 | 0.55 |
| EMIM.L | 0.52 | 0.65 | 1.00 | 0.69 | 0.63 | 0.70 | 0.66 | 0.72 | 0.73 |
| CUKX.L | 0.50 | 0.59 | 0.69 | 1.00 | 0.54 | 0.84 | 0.68 | 0.77 | 0.75 |
| CNX1.L | 0.59 | 0.42 | 0.63 | 0.54 | 1.00 | 0.66 | 0.91 | 0.87 | 0.92 |
| XESC.L | 0.55 | 0.58 | 0.70 | 0.84 | 0.66 | 1.00 | 0.76 | 0.84 | 0.85 |
| SPXP.L | 0.64 | 0.51 | 0.66 | 0.68 | 0.91 | 0.76 | 1.00 | 0.96 | 0.96 |
| SWLD.L | 0.64 | 0.56 | 0.72 | 0.77 | 0.87 | 0.84 | 0.96 | 1.00 | 0.99 |
| Portfolio | 0.64 | 0.55 | 0.73 | 0.75 | 0.92 | 0.85 | 0.96 | 0.99 | 1.00 |