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World
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

World

Currency in USD · Last updated May 20, 2025

Asset Allocation

VCN.TO 55%VFV.TO 30%KILO.TO 15%EquityEquity
PositionCategory/SectorTarget Weight
KILO.TO
Purpose Gold Bullion Fund
15%
TTP.TO
TD Canadian Equity Index ETF		Canada Equities
0%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		Canada Equities
55%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
30%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		Dividend, Large Cap Value Equities
0%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Oct 31, 2018, corresponding to the inception date of KILO.TO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.39%12.89%1.19%12.45%14.95%10.86%
World9.47%6.55%7.23%17.73%16.04%N/A
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		1.80%12.95%1.70%13.63%17.24%13.97%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		8.86%4.32%1.15%12.17%18.26%N/A
TTP.TO
TD Canadian Equity Index ETF		9.50%6.62%5.42%15.53%15.96%N/A
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		9.59%6.76%6.20%16.87%16.13%8.75%
KILO.TO
Purpose Gold Bullion Fund		23.96%-5.08%21.15%26.60%11.64%N/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.19%-0.04%-0.72%3.41%3.38%9.47%
2024-0.41%2.01%4.70%-2.97%3.90%0.10%3.60%3.41%2.96%-1.20%4.73%-4.67%16.77%
20238.22%-4.50%2.79%2.02%-2.86%5.31%2.88%-2.95%-4.30%-2.67%8.83%5.33%18.19%
2022-2.29%0.21%4.64%-7.65%0.83%-8.60%5.24%-4.19%-9.00%6.28%7.22%-4.83%-13.24%
2021-1.05%2.46%4.58%4.96%4.76%-1.14%1.16%0.87%-3.48%6.80%-3.17%4.24%22.35%
20200.22%-6.38%-16.03%11.22%4.38%3.23%6.61%5.33%-4.32%-2.69%10.34%4.38%13.68%
201910.74%2.56%-0.15%2.59%-4.25%6.93%0.23%0.12%1.33%0.95%2.10%3.13%28.72%
20180.55%-7.12%-6.61%

Expense Ratio

World has an expense ratio of 0.05%, 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.

XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF
VFV.TO
Vanguard S&P 500 Index ETF
TTP.TO
TD Canadian Equity Index ETF
VCN.TO
Vanguard FTSE Canada All Cap Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, World is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of World is 8282
Overall Rank
The Sharpe Ratio Rank of World is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of World is 7878
Sortino Ratio Rank
The Omega Ratio Rank of World is 8080
Omega Ratio Rank
The Calmar Ratio Rank of World is 8383
Calmar Ratio Rank
The Martin Ratio Rank of World is 8787
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		0.701.091.160.722.79
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		0.961.371.191.193.17
TTP.TO
TD Canadian Equity Index ETF		0.981.451.201.224.72
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		1.071.571.211.395.58
KILO.TO
Purpose Gold Bullion Fund		1.381.891.242.656.69

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

World Sharpe ratios as of May 20, 2025 (values are recalculated daily):

  • 1-Year: 1.19
  • 5-Year: 1.02
  • All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.06, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of World compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

World provided a 1.76% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.76%1.79%2.01%2.13%1.69%2.11%2.04%2.05%1.71%1.79%1.95%1.47%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		1.04%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
XDIV.TO
iShares Core MSCI Canadian Quality Dividend Index ETF		4.13%4.40%4.30%4.04%3.66%4.69%4.11%4.97%1.86%0.00%0.00%0.00%
TTP.TO
TD Canadian Equity Index ETF		2.47%2.56%2.91%3.68%1.85%2.84%2.09%2.89%2.32%1.85%0.00%0.00%
VCN.TO
Vanguard FTSE Canada All Cap Index ETF		2.64%2.71%3.00%3.17%2.49%2.72%2.87%2.82%2.30%2.36%2.66%1.86%
KILO.TO
Purpose Gold Bullion Fund		0.00%0.00%0.00%0.00%0.00%1.41%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the World. 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 World was 35.36%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.36%Feb 20, 202023Mar 23, 202094Aug 6, 2020117
-23.15%Mar 31, 2022136Oct 14, 2022336Feb 15, 2024472
-12.45%Nov 8, 201833Dec 24, 201824Jan 30, 201957
-12.12%Feb 14, 202537Apr 8, 202517May 2, 202554
-8.08%Sep 3, 202014Sep 23, 202037Nov 16, 202051

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 5 assets, with an effective number of assets of 2.41, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCKILO.TOVFV.TOXDIV.TOTTP.TOVCN.TOPortfolio
^GSPC1.000.200.970.660.730.770.84
KILO.TO0.201.000.200.340.450.440.51
VFV.TO0.970.201.000.670.740.780.85
XDIV.TO0.660.340.671.000.870.900.85
TTP.TO0.730.450.740.871.000.960.94
VCN.TO0.770.440.780.900.961.000.97
Portfolio0.840.510.850.850.940.971.00
The correlation results are calculated based on daily price changes starting from Nov 1, 2018