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IE Global Model Portfolio III
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

IE Global Model Portfolio III

Last updated Oct 17, 2024

Asset Allocation

GSLC.L 7.14%CSX5.L 7.14%IIND.L 7.14%TUR 7.14%IUCM.L 7.14%UIFS.L 7.14%IUHC.L 7.14%IUIT.L 7.14%SPX4.L 7.14%SPX5.L 7.14%SMGB.L 7.14%VWRL.AS 7.14%VGER.DE 7.14%XAIX.DE 7.14%EquityEquity
PositionCategory/SectorWeight
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		Europe Equities
7.14%
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)		Large Cap Blend Equities
7.14%
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		Asia Pacific Equities
7.14%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		Communications Equities
7.14%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		Health & Biotech Equities
7.14%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
7.14%
SMGB.L
VanEck Semiconductor UCITS ETF		Technology Equities
7.14%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		Mid Cap Blend Equities
7.14%
SPX5.L
SPDR S&P 500 UCITS ETF		Large Cap Blend Equities
7.14%
TUR
iShares MSCI Turkey ETF		Emerging Markets Equities
7.14%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		Financials Equities
7.14%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		Europe Equities
7.14%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		Global Equities
7.14%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
7.14%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IE Global Model Portfolio III, 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%15.00%MayJuneJulyAugustSeptemberOctober
12.05%
16.33%
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 4, 2022, corresponding to the inception date of SPX4.L

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.49%3.72%16.33%33.60%14.41%11.99%
IE Global Model Portfolio III19.98%2.13%12.06%32.40%N/AN/A
Portfolio components:
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)		23.44%4.64%16.83%35.61%15.25%N/A
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		9.65%-0.55%3.66%25.01%9.47%8.43%
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		18.93%-2.68%13.33%31.49%13.91%N/A
TUR
iShares MSCI Turkey ETF		6.23%-6.57%-9.09%-6.18%9.95%-1.13%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		26.96%4.47%11.68%37.03%13.37%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		26.41%5.61%20.04%42.26%12.53%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		13.35%-2.07%11.38%18.35%12.37%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		32.00%5.49%21.86%49.79%26.47%N/A
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		14.68%5.03%12.99%28.50%N/AN/A
SPX5.L
SPDR S&P 500 UCITS ETF		22.52%3.36%16.10%34.46%15.42%15.91%
SMGB.L
VanEck Semiconductor UCITS ETF		25.15%4.12%7.70%52.45%N/AN/A
VWRL.AS
Vanguard FTSE All-World UCITS ETF		18.84%2.82%14.04%29.82%12.20%11.39%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		12.94%1.71%11.68%29.35%6.71%N/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		23.12%4.80%13.97%41.74%20.66%N/A

Monthly Returns

The table below presents the monthly returns of IE Global Model Portfolio III, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.02%4.46%3.19%-2.38%3.41%4.25%0.50%0.42%1.72%19.98%
20236.55%-1.20%2.69%1.11%1.63%5.24%4.66%-0.86%-3.57%-3.98%9.78%5.44%30.00%
2022-7.27%-1.44%-9.03%6.41%-2.11%-7.51%6.68%8.12%-2.14%-9.58%

Expense Ratio

IE Global Model Portfolio III has an expense ratio of 0.25%, 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.

IIND.L
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for IIND.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
TUR
iShares MSCI Turkey ETF
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF
Expense ratio chart for SPX4.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value at 0.22% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.22%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
Expense ratio chart for UIFS.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
Expense ratio chart for IUHC.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)
Expense ratio chart for GSLC.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Expense ratio chart for CSX5.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%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Expense ratio chart for VGER.DE: 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%
SPX5.L
SPDR S&P 500 UCITS ETF
Expense ratio chart for SPX5.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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IE Global Model Portfolio III is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IE Global Model Portfolio III is 8585
Combined Rank
The Sharpe Ratio Rank of IE Global Model Portfolio III is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of IE Global Model Portfolio III is 8787Sortino Ratio Rank
The Omega Ratio Rank of IE Global Model Portfolio III is 8989Omega Ratio Rank
The Calmar Ratio Rank of IE Global Model Portfolio III is 8888Calmar Ratio Rank
The Martin Ratio Rank of IE Global Model Portfolio III is 7676Martin 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.

IE Global Model Portfolio III
Sharpe ratio
The chart of Sharpe ratio for IE Global Model Portfolio III, currently valued at 3.21, compared to the broader market0.002.004.003.21
Sortino ratio
The chart of Sortino ratio for IE Global Model Portfolio III, currently valued at 4.46, compared to the broader market-2.000.002.004.006.004.46
Omega ratio
The chart of Omega ratio for IE Global Model Portfolio III, currently valued at 1.61, compared to the broader market0.801.001.201.401.601.801.61
Calmar ratio
The chart of Calmar ratio for IE Global Model Portfolio III, currently valued at 4.27, compared to the broader market0.002.004.006.008.0010.0012.004.27
Martin ratio
The chart of Martin ratio for IE Global Model Portfolio III, currently valued at 18.68, compared to the broader market0.0010.0020.0030.0040.0050.0018.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)		3.434.581.664.4022.07
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		1.812.591.311.999.68
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		2.332.871.485.2119.98
TUR
iShares MSCI Turkey ETF		0.080.281.030.070.21
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		2.773.791.524.2615.71
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		3.925.151.723.3126.04
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		2.092.921.371.8210.43
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		2.673.411.463.7212.44
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		1.131.761.391.994.71
SPX5.L
SPDR S&P 500 UCITS ETF		3.484.801.684.1722.36
SMGB.L
VanEck Semiconductor UCITS ETF		2.042.541.342.586.91
VWRL.AS
Vanguard FTSE All-World UCITS ETF		3.204.491.613.3721.03
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		2.373.331.412.2012.99
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		2.783.581.493.7013.47

Sharpe Ratio

The current IE Global Model Portfolio III Sharpe ratio is 3.21. 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 2.18 to 2.98, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of IE Global Model Portfolio III 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 Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.21
2.69
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model Portfolio III granted a 6.33% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
IE Global Model Portfolio III6.33%9.29%10.51%7.52%10.42%11.11%12.65%11.55%11.00%12.37%10.46%11.43%
Portfolio components:
GSLC.L
Goldman Sachs ActiveBeta US Large Cap Equity UCITS ETF CLASS USD (Acc.)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TUR
iShares MSCI Turkey ETF		2.50%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%2.34%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPX4.L
SPDR S&P 400 US Mid Cap UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPX5.L
SPDR S&P 500 UCITS ETF		82.22%120.99%138.50%97.80%140.46%147.87%170.82%157.18%149.13%168.09%142.74%156.08%
SMGB.L
VanEck Semiconductor UCITS ETF		0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		1.48%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%1.57%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		2.43%2.96%4.07%1.86%2.93%2.55%0.00%0.00%0.00%0.00%0.00%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.79%
-0.30%
IE Global Model Portfolio III
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Model Portfolio III. 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 IE Global Model Portfolio III was 21.05%, occurring on Oct 11, 2022. Recovery took 156 trading sessions.

The current IE Global Model Portfolio III drawdown is 0.79%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.05%Apr 5, 2022135Oct 11, 2022156May 19, 2023291
-8.89%Aug 1, 202364Oct 27, 202314Nov 16, 202378
-8.77%Jul 17, 202414Aug 5, 202438Sep 26, 202452
-4.71%Apr 9, 20249Apr 19, 202415May 10, 202424
-2.54%Jun 19, 20235Jun 23, 20236Jul 3, 202311

Volatility

Volatility Chart

The current IE Global Model Portfolio III volatility is 2.90%, 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%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.90%
3.03%
IE Global Model Portfolio III
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.
TURIIND.LIUHC.LIUCM.LUIFS.LSMGB.LIUIT.LVGER.DESPX4.LCSX5.LXAIX.DEGSLC.LSPX5.LVWRL.AS
TUR1.000.190.060.180.150.180.160.220.180.210.180.170.190.20
IIND.L0.191.000.330.290.460.390.340.470.460.490.440.400.510.53
IUHC.L0.060.331.000.410.590.330.420.490.540.510.440.630.610.59
IUCM.L0.180.290.411.000.490.630.730.570.550.570.780.760.730.71
UIFS.L0.150.460.590.491.000.460.450.650.810.670.570.690.760.74
SMGB.L0.180.390.330.630.461.000.870.630.630.660.840.750.790.75
IUIT.L0.160.340.420.730.450.871.000.590.590.620.880.840.820.77
VGER.DE0.220.470.490.570.650.630.591.000.720.940.700.710.720.85
SPX4.L0.180.460.540.550.810.630.590.721.000.740.670.790.820.81
CSX5.L0.210.490.510.570.670.660.620.940.741.000.690.730.750.84
XAIX.DE0.180.440.440.780.570.840.880.700.670.691.000.830.860.88
GSLC.L0.170.400.630.760.690.750.840.710.790.730.831.000.900.87
SPX5.L0.190.510.610.730.760.790.820.720.820.750.860.901.000.91
VWRL.AS0.200.530.590.710.740.750.770.850.810.840.880.870.911.00
The correlation results are calculated based on daily price changes starting from Apr 5, 2022