Index ETF Accumulation
Asset Allocation
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
The earliest data available for this chart is Feb 26, 2019, corresponding to the inception date of SWLD.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.24% | 2.86% | 9.73% | 23.86% | 13.86% | 10.83% |
| Index ETF Accumulation | 16.39% | 2.45% | 9.48% | 24.80% | 15.44% | N/A |
| Portfolio components: | ||||||
SWLD.L SPDR MSCI World UCITS ETF | 16.69% | 2.48% | 10.21% | 24.32% | 13.36% | N/A |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 16.46% | 1.28% | 7.88% | 26.80% | 21.12% | 20.31% |
SPXP.L Invesco S&P 500 UCITS ETF | 19.15% | 2.16% | 10.96% | 26.53% | 15.88% | 15.39% |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 12.74% | 4.24% | 6.23% | 21.53% | 10.90% | 8.43% |
CUKX.L iShares FTSE 100 UCITS ETF | 15.38% | 3.45% | 16.52% | 21.02% | 8.50% | 5.93% |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | -12.77% | 2.45% | -9.23% | -1.24% | 2.29% | N/A |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 10.22% | 0.95% | 8.90% | 15.76% | 5.88% | 5.15% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.18% | 3.85% | 3.27% | -2.45% | 2.97% | 3.93% | 0.27% | 16.39% | |||||
| 2023 | 7.94% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Index ETF Accumulation is 38, 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 | |
|---|---|---|---|---|---|
SWLD.L SPDR MSCI World UCITS ETF | 0.74 | 1.32 | 1.34 | 1.29 | 2.72 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 1.60 | 2.17 | 1.29 | 1.94 | 7.17 |
SPXP.L Invesco S&P 500 UCITS ETF | 2.17 | 3.01 | 1.40 | 2.35 | 9.69 |
XESC.L Xtrackers EURO STOXX 50 UCITS ETF 1C | 1.41 | 2.03 | 1.24 | 1.56 | 6.38 |
CUKX.L iShares FTSE 100 UCITS ETF | 1.66 | 2.47 | 1.30 | 2.09 | 8.50 |
ALAG.L Amundi MSCI Em Latin America UCITS ETF-C USD | -0.06 | 0.05 | 1.01 | -0.06 | -0.14 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 1.09 | 1.67 | 1.19 | 0.53 | 5.11 |
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.
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 0.56%.
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
Volatility Chart
The current Index ETF Accumulation volatility is 5.21%, 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
| ALAG.L | CNX1.L | EMIM.L | CUKX.L | XESC.L | SPXP.L | SWLD.L | |
|---|---|---|---|---|---|---|---|
| ALAG.L | 1.00 | 0.43 | 0.66 | 0.59 | 0.58 | 0.52 | 0.57 |
| CNX1.L | 0.43 | 1.00 | 0.64 | 0.56 | 0.67 | 0.91 | 0.87 |
| EMIM.L | 0.66 | 0.64 | 1.00 | 0.68 | 0.70 | 0.67 | 0.73 |
| CUKX.L | 0.59 | 0.56 | 0.68 | 1.00 | 0.85 | 0.71 | 0.79 |
| XESC.L | 0.58 | 0.67 | 0.70 | 0.85 | 1.00 | 0.78 | 0.85 |
| SPXP.L | 0.52 | 0.91 | 0.67 | 0.71 | 0.78 | 1.00 | 0.96 |
| SWLD.L | 0.57 | 0.87 | 0.73 | 0.79 | 0.85 | 0.96 | 1.00 |