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2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

2

Currency in EUR · Last updated Apr 2, 2026

Asset Allocation

10 positions 9.20%5 positions 4.60%89 positions 81.60%5 positions 4.60%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		Asia Pacific Equities
0.64%
2B76.DE
iShares Automation & Robotics UCITS ETF		Technology Equities
0.92%
2B77.DE
iShares Ageing Population UCITS ETF		Health & Biotech Equities
0.92%
2B78.DE
iShares Healthcare Innovation UCITS ETF		Health & Biotech Equities
0.92%
2B79.DE
iShares Digitalisation UCITS ETF		Technology Equities
0.92%
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF		Materials, S&P 500
0.92%
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)		Emerging Markets Equities
0.92%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		REIT
0.92%
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc		Technology Equities
0.92%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
0.92%
CEMS.DE
iShares Edge MSCI Europe Value Factor UCITS ETF		Europe Equities
0.92%
CSY2.DE
CSIF (IE) MSCI USA ESG Leaders Blue UCITS ETF B USD		Large Cap Blend Equities
0.92%
DIGI.DE
HANetf Digital Infrastructure and Connectivity UCITS ETF		Technology Equities
0.92%
EDM2.DE
iShares MSCI EM ESG Enhanced UCITS ETF USD (Acc)		Emerging Markets Equities
0.92%
EGV3.DE
Amundi Euro Government Bond 1-3Y UCITS ETF Dist		European Government Bonds
0.92%
EGV5.DE
Amundi Euro Government Bond 3-5Y UCITS ETF Dist		European Government Bonds
0.92%
ELF1.DE
Deka MDAX UCITS ETF		Europe Equities
0.92%
ESP0.DE
VanEck Video Gaming and eSports UCITS ETF		Technology Equities
0.92%
EUN0.DE
iShares Edge MSCI Europe Minimum Volatility UCITS ETF		Europe Equities
0.92%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF		Japan Equities
0.92%
EXH1.DE
iShares STOXX Europe 600 Oil & Gas UCITS ETF (DE)		Energy Equities
0.92%
EXH4.DE
iShares STOXX Europe 600 Industrial Goods & Services UCITS ETF (DE)		Industrials Equities
0.92%
EXH6.DE
iShares STOXX Europe 600 Media UCITS ETF (DE)		Communications Equities
0.92%
EXS1.DE
iShares Core DAX UCITS ETF (DE)		Europe Equities
0.92%
EXS2.DE
iShares TecDAX UCITS ETF (DE)		Europe Equities
0.92%
EXV1.DE
iShares STOXX Europe 600 Banks UCITS ETF (DE)		Financials Equities
0.92%
EXV2.DE
iShares STOXX Europe 600 Telecommunications UCITS ETF (DE)		Communications Equities
0.92%
EXV3.DE
iShares STOXX Europe 600 Technology UCITS ETF (DE) EUR Dist		Technology Equities
0.92%
EXV4.DE
iShares STOXX Europe 600 Health Care UCITS ETF (DE)		Health & Biotech Equities
0.92%
EXV5.DE
iShares STOXX Europe 600 Automobiles & Parts UCITS ETF (DE) EUR Dist		Consumer Staples Equities
0.92%
EXV6.DE
iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)		Industrials Equities
0.92%
EXV7.DE
iShares STOXX Europe 600 Chemicals UCITS ETF (DE)		Industrials Equities
0.92%
G2X.DE
VanEck Gold Miners UCITS ETF		Precious Metals
0.92%
IBCK.DE
iShares Edge S&P 500 Minimum Volatility UCITS ETF (Acc)		S&P 500, Large Cap Value Equities
0.92%
IEVD.DE
iShares Electric Vehicles and Driving Technology UCITS ETF USD (Acc)		Technology Equities
0.92%
IQQ0.DE
iShares Edge MSCI World Minimum Volatility UCITS ETF USD (Acc)		Global Equities
0.92%
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF		REIT
0.92%
IQQA.DE
iShares Euro Dividend UCITS ETF		Dividend
0.92%
IQQC.DE
iShares China Large Cap UCITS ETF		China Equities
0.92%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)		Energy Equities
0.92%
IQQI.DE
iShares Global Infrastructure UCITS ETF		Global Equities
0.92%
IQQP.DE
iShares European Property Yield UCITS ETF		REIT
0.92%
IQQQ.DE
iShares Global Water UCITS ETF		Water Equities
0.92%
IQQX.DE
iShares Asia Pacific Dividend UCITS ETF		Asia Pacific Equities
0.92%
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF		Technology Equities
0.92%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		Global Equities, Dividend
0.92%
IUS2.DE
iShares S&P U.S. Banks UCITS ETF USD (Acc)		Financials Equities
0.92%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)		Europe Equities
0.92%
IUSL.DE
iShares Dow Jones Global Sustainability Screened UCITS ETF		Global Equities
0.92%
IUSM.DE
iShares USD Treasury Bond 7-10yr UCITS ETF (Dist)		Government Bonds
0.92%
IUST.DE
iShares USD TIPS UCITS ETF USD (Acc)		Inflation-Protected Bonds
0.92%
IUSZ.DE
iShares Core FTSE 100 UCITS ETF (Dist)		Europe Equities
0.92%
JSRI.DE
BNP Paribas Easy MSCI Japan SRI S-Series PAB 5% Capped UCITS ETF EUR Dis		Japan Equities
0.92%
L0CK.DE
iShares Digital Security UCITS ETF USD (Acc)		Technology Equities
0.92%
LASP.DE
Amundi MSCI AC Asia Pacific Ex Japan UCITS ETF Acc		Asia Pacific Equities
0.92%
LCUW.DE
Amundi MSCI World V UCITS ETF Acc		Global Equities
0.92%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)		REIT
0.92%
LYM8.DE
Amundi MSCI Water ESG Screened UCITS ETF Dist		Water Equities
0.92%
LYM9.DE
Amundi MSCI New Energy ESG Screened UCITS ETF Dist		Energy Equities
0.92%
LYS4.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc		European Government Bonds
0.92%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc		Commodities
0.92%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc		European Government Bonds
0.92%
M9SA.DE
Market Access Rogers International Commodity UCITS ETF		Commodities
0.92%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		Large Cap Growth Equities
0.92%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		Large Cap Blend Equities
0.92%
QDVF.DE
iShares S&P 500 Energy Sector UCITS ETF (Acc)		Energy Equities, S&P 500
0.92%
QDVG.DE
iShares S&P 500 Health Care Sector UCITS ETF (Acc)		Health & Biotech Equities, S&P 500
0.92%
QDVH.DE
iShares S&P 500 Financials Sector UCITS ETF (Acc)		Financials Equities, S&P 500
0.92%
QDVI.DE
iShares Edge MSCI USA Value Factor UCITS ETF		Large Cap Value Equities
0.92%
QDVR.DE
iShares MSCI USA SRI UCITS ETF USD (Acc)		Large Cap Blend Equities
0.92%
QDVS.DE
iShares MSCI EM SRI UCITS ETF		Emerging Markets Equities
0.92%
QDVW.DE
iShares MSCI World Quality Dividend Advanced UCITS ETF USD Dist		Global Equity Income
0.92%
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D		China Equities
0.92%
SEAC.DE
UBS ETF (LU) MSCI World Socially Responsible UCITS ETF (USD) Acc		Global Equities
0.92%
SKYE.DE
First Trust Cloud Computing UCITS ETF Acc		Technology Equities
0.92%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating		REIT
0.92%
SPYG.DE
SPDR S&P UK Dividend Aristocrats UCITS ETF (Dist)		Europe Equities
0.92%
SPYW.DE
SPDR S&P Euro Dividend Aristocrats UCITS ETF (Dist)		Europe Equities
0.92%
SXR1.DE
iShares Core MSCI Pacific ex Japan UCITS ETF (Acc)		Asia Pacific Equities
0.92%
SXR6.DE
iShares MSCI Japan SRI UCITS ETF USD Acc		Japan Equities
0.92%
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)		Small Cap Blend Equities
0.92%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF		Commodities
0.92%
SXRT.DE
iShares Core EURO STOXX 50 UCITS ETF EUR (Acc)		Europe Equities
0.92%
TSWE.DE
VanEck Sustainable World Equal Weight UCITS ETF A		Global Equities
0.92%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		Large Cap Value Equities
0.92%
UBUS.DE
UBS ETF (IE) Factor MSCI USA Prime Value UCITS ETF (USD) A-dis		Large Cap Value Equities
0.92%
UEF5.DE
UBS ETF (LU) MSCI Emerging Markets Socially Responsible UCITS ETF (USD) A-dis		Emerging Markets Equities
0.92%
UIMT.DE
UBS ETF (LU) MSCI Pacific Socially Responsible UCITS ETF (USD) A-dis		Asia Pacific Equities
0.92%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		Commodities
0.92%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc		Global Equities
0.92%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc		Global Bonds
0.92%
VFEA.DE
Vanguard FTSE Emerging Markets UCITS ETF Acc		Emerging Markets Equities
0.92%
VGEJ.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Distributing		Asia Pacific Equities
0.92%
VGEK.DE
Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF (USD) Accumulating		Asia Pacific Equities
0.92%
VGWE.DE
Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Acc		Dividend
0.92%
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc		Technology Equities
0.92%
X014.DE
Amundi MSCI Pacific ESG Climate Net Zero Ambition CTB UCITS ETF Dist		Asia Pacific Equities
0.92%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
0.92%
XB4F.DE
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF		European Corporate Bonds
0.92%
XDEV.DE
Xtrackers MSCI World Value Factor UCITS ETF 1C		Global Equities
0.92%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C		S&P 500
0.92%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D		Japan Equities
0.92%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		Financials Equities
0.92%
XDWI.DE
Xtrackers MSCI World Industrials UCITS ETF 1C		Industrials Equities
0.92%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		Bank Loan
0.92%
XGLE.DE
Xtrackers II Eurozone Government Bond UCITS ETF		European Government Bonds
0.92%
XIEE.DE
Xtrackers MSCI Europe UCITS ETF		Europe Equities
0.92%
XUTC.DE
Xtrackers MSCI USA Information Technology UCITS ETF 1D		Technology Equities
0.92%
ZPRA.DE
SPDR S&P Pan Asia Dividend Aristocrats UCITS ETF (Dist)		Asia Pacific Equities
0.92%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in 2, 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 Every 3 months.

Loading graphics...

The earliest data available for this chart is Mar 25, 2021, corresponding to the inception date of V3AA.DE

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.56%-2.80%-2.10%-0.42%8.95%14.67%10.82%12.14%
Portfolio
2
-0.90%-0.75%2.89%5.64%14.45%11.50%7.22%—
Portfolio components:
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		2.29%-1.17%3.38%2.13%6.87%2.99%2.19%4.96%
2B76.DE
iShares Automation & Robotics UCITS ETF		-13.75%-3.53%-3.15%-1.92%12.42%10.06%5.15%—
2B77.DE
iShares Ageing Population UCITS ETF		-0.33%-1.08%-1.25%4.31%11.75%11.01%4.57%—
2B78.DE
iShares Healthcare Innovation UCITS ETF		-0.26%-0.93%-1.70%5.55%12.64%4.23%-2.17%—
2B79.DE
iShares Digitalisation UCITS ETF		0.39%-1.50%-12.42%-16.75%-11.98%7.73%-1.47%—
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF		0.28%-1.75%11.43%14.22%11.12%7.20%7.14%—
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)		-1.25%-2.79%4.19%7.06%22.84%13.42%4.29%—
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		-0.60%-5.62%-1.64%-0.24%10.58%1.42%-0.32%—
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc		3.14%-3.55%-7.03%-14.53%43.67%29.40%2.13%—
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		-0.74%-0.43%1.17%5.42%18.10%18.05%11.07%11.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 26, 2021, 2's average daily return is +0.03%, while the average monthly return is +0.65%. At this rate, your investment would double in approximately 8.9 years.

Historically, 60% of months were positive and 40% were negative. The best month was Jul 2022 with a return of +7.4%, while the worst month was Sep 2022 at -6.3%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2 closed higher 54% of trading days. The best single day was Apr 10, 2025 with a return of +3.1%, while the worst single day was Apr 4, 2025 at -4.2%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.59%3.48%-4.84%1.85%2.89%
20254.45%-0.30%-4.59%-2.80%4.52%0.47%2.74%0.59%2.09%3.03%-0.05%0.80%11.05%
20240.59%2.19%3.64%-1.63%1.05%1.54%1.46%-0.09%1.99%-0.68%4.91%-2.21%13.27%
20235.42%-0.47%-0.99%-0.70%0.31%2.41%2.89%-2.23%-1.37%-3.75%5.27%4.56%11.36%
2022-3.63%-0.80%2.57%-1.57%-2.02%-6.14%7.40%-2.39%-6.32%2.91%3.37%-4.28%-11.25%
20211.91%0.72%0.48%2.96%0.40%2.09%-1.39%3.70%-0.88%2.94%13.56%

Benchmark Metrics

2 has an annualized alpha of 3.49%, beta of 0.34, and R² of 0.23 versus S&P 500 Index. Calculated based on daily prices since March 26, 2021.

  • This portfolio participated in 72.49% of S&P 500 Index downside but only 61.64% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.34 may look defensive, but with R² of 0.23 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.23 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
Alpha
3.49%
Beta
0.34
R²
0.23
Upside Capture
61.64%
Downside Capture
72.49%

Expense Ratio

2 has an expense ratio of 0.33%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
IQQC.DE
iShares China Large Cap UCITS ETF
DIGI.DE
HANetf Digital Infrastructure and Connectivity UCITS ETF
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
IQQI.DE
iShares Global Infrastructure UCITS ETF
IQQQ.DE
iShares Global Water UCITS ETF
RQFI.DE
Xtrackers Harvest CSI 300 UCITS ETF 1D
IUSL.DE
iShares Dow Jones Global Sustainability Screened UCITS ETF
LASP.DE
Amundi MSCI AC Asia Pacific Ex Japan UCITS ETF Acc

Return for Risk

Risk / Return Rank

2 ranks 41 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

2 Risk / Return Rank: 4141
Overall Rank
2 Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
2 Sortino Ratio Rank: 2929
Sortino Ratio Rank
2 Omega Ratio Rank: 3636
Omega Ratio Rank
2 Calmar Ratio Rank: 4646
Calmar Ratio Rank
2 Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.10

0.43

+0.66

Sortino ratio

Return per unit of downside risk

1.50

0.73

+0.77

Omega ratio

Gain probability vs. loss probability

1.23

1.12

+0.12

Calmar ratio

Return relative to maximum drawdown

3.30

0.65

+2.66

Martin ratio

Return relative to average drawdown

12.78

2.68

+10.10

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		280.430.681.091.343.76
2B76.DE
iShares Automation & Robotics UCITS ETF		250.300.781.130.921.95
2B77.DE
iShares Ageing Population UCITS ETF		490.721.031.152.388.26
2B78.DE
iShares Healthcare Innovation UCITS ETF		370.681.011.131.564.52
2B79.DE
iShares Digitalisation UCITS ETF		4-0.59-0.690.91-0.29-0.75
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF		370.600.921.121.665.28
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)		701.271.771.242.529.56
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		410.911.281.171.154.77
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc		501.031.591.191.783.84
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		530.941.381.191.807.11

Sharpe Ratio

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.

2 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.10
  • 5-Year: 0.61
  • All Time: 0.65

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 1.01 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading graphics...

Dividends

Dividend yield

2 provided a 0.88% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio0.88%0.92%0.99%1.05%1.31%0.84%0.84%1.01%1.08%1.07%0.82%0.83%
Portfolio components:
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
2B76.DE
iShares Automation & Robotics 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%
2B77.DE
iShares Ageing Population 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%
2B78.DE
iShares Healthcare Innovation 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%
2B79.DE
iShares Digitalisation 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%
2B7B.DE
iShares V PLC - iShares S&P 500 Materials 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%
AYEM.DE
iShares MSCI EM IMI ESG Screened 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%
AYEP.DE
iShares Asia Property Yield 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%
BNXG.DE
Invesco CoinShares Global Blockchain 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%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor 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.

Loading graphics...

Worst Drawdowns

The table below displays the maximum drawdowns of the 2. 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 2 was 16.71%, occurring on Apr 9, 2025. Recovery took 108 trading sessions.

The current 2 drawdown is 3.06%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.71%Feb 19, 202536Apr 9, 2025108Sep 11, 2025144
-14.79%Nov 17, 2021232Oct 12, 2022346Feb 16, 2024578
-6.75%Jul 15, 202416Aug 5, 202433Sep 19, 202449
-5.65%Feb 26, 202622Mar 27, 2026———
-3.89%Sep 7, 202120Oct 4, 202111Oct 19, 202131

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 109 assets, with an effective number of assets of 108.91, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
The correlation results are calculated based on daily price changes starting from Mar 26, 2021