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2
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

2

Currency in EUR · Last updated Jul 1, 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
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%
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%
LYS4.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond 1-3Y UCITS ETF Acc		European Government Bonds
0.92%
LYXA.DE
Amundi Euro Highest Rated Macro-Weighted Government Bond UCITS ETF Acc		European Government Bonds
0.92%
VAGF.DE
Vanguard Global Aggregate Bond UCITS ETF (EUR Hedged) Acc		Global Bonds
0.92%
XB4F.DE
Xtrackers II EUR Corporate Bond SRI PAB UCITS ETF		European Corporate Bonds
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%
G2X.DE
VanEck Gold Miners UCITS ETF		Gold, Precious Metals
0.92%
LYTR.DE
Amundi Bloomberg Equal-Weight Commodity Ex-Agriculture UCITS ETF Acc		Commodities
0.92%
M9SA.DE
Market Access Rogers International Commodity UCITS ETF		Commodities
0.92%
SXRS.DE
iShares Diversified Commodity Swap UCITS ETF		Commodities
0.92%
UIQK.DE
UBS ETF (IE) CMCI Composite SF UCITS ETF (USD) A-acc		Commodities
0.92%
2B76.DE
iShares Automation & Robotics UCITS ETF		Robotics, 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%
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc		Technology Equities
0.92%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Momentum, 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%
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, Asia Pacific 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%
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%
IQQA.DE
iShares Euro Dividend UCITS ETF		Dividend
0.92%
IQQC.DE
iShares China Large Cap UCITS ETF		China Equities, Asia Pacific 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%
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%
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, Asia Pacific 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%
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%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		Momentum, 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, Asia Pacific 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%
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, Asia Pacific Equities
0.92%
SXRG.DE
iShares MSCI USA Small Cap ESG Enhanced UCITS ETF (Acc)		Small Cap Blend Equities
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, Equal Weight
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%
V3AA.DE
Vanguard ESG Global All Cap UCITS ETF (USD) Acc		Global Equities
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%
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, Equal Weight
0.92%
XDJP.DE
Xtrackers Nikkei 225 UCITS ETF 1D		Japan Equities, Asia Pacific 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%
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%
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		REIT
0.92%
IQQ6.DE
iShares Developed Markets Property Yield UCITS ETF		REIT
0.92%
IQQP.DE
iShares European Property Yield UCITS ETF		REIT
0.92%
LMWE.DE
Lyxor FTSE EPRA/NAREIT Global Developed UCITS ETF Dist (EUR)		REIT
0.92%
SPY2.DE
SPDR Dow Jones Global Real Estate UCITS ETF Accumulating		REIT
0.92%
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		Asia Pacific Equities
0.64%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for 2

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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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.

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Returns By Period

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.96%1.09%12.82%11.99%24.85%17.24%12.52%13.29%
Portfolio
2
0.85%1.10%14.40%14.40%25.31%———
Portfolio components:
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR		-0.14%0.83%4.12%4.12%3.24%3.55%2.00%4.44%
2B76.DE
iShares Automation & Robotics UCITS ETF		3.63%7.10%37.57%37.57%49.14%20.48%11.89%—
2B77.DE
iShares Ageing Population UCITS ETF		0.22%6.99%10.26%10.26%25.94%13.66%6.21%—
2B78.DE
iShares Healthcare Innovation UCITS ETF		0.24%9.37%8.81%8.81%30.03%7.04%-1.22%—
2B79.DE
iShares Digitalisation UCITS ETF		-0.63%-0.42%1.28%1.28%-3.16%10.61%0.21%—
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF		1.13%1.65%13.43%13.43%19.47%7.02%6.53%—
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)		2.28%2.16%28.44%28.44%47.04%20.99%8.36%—
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc		-1.08%-1.51%-4.19%-4.19%5.54%2.45%-1.26%—
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc		-0.10%-5.69%20.96%20.96%36.56%39.51%10.88%—
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.39%2.89%10.09%10.09%20.97%20.40%11.98%11.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 23, 2024, 2's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, an investment would double in approximately 4.4 years.

Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +6.6%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 2 closed higher 55% 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
20262.58%3.49%-4.81%6.58%5.06%1.10%14.40%
20254.45%-0.30%-4.59%-2.80%4.52%0.48%2.74%0.59%2.09%3.03%-0.03%0.80%11.09%
20242.08%-0.68%4.91%-2.20%4.02%

Benchmark Metrics

2 has an annualized alpha of 13.05%, beta of 0.25, and R2 of 0.15 versus S&P 500 Index. Calculated based on daily prices since September 23, 2024.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (78.77%) than losses (57.02%) - typical of diversified or defensive assets.
  • Beta of 0.25 may look defensive, but with R2 of 0.15 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 0.15 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
13.05%
Beta
0.25
R²
0.15
Upside Capture
78.77%
Downside Capture
57.02%
See how alpha, beta & R² have trended over time →

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 88 for risk / return — in the top 88% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

2 Risk / Return Rank: 8888
Overall Rank
2 Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
2 Sortino Ratio Rank: 8888
Sortino Ratio Rank
2 Omega Ratio Rank: 8989
Omega Ratio Rank
2 Calmar Ratio Rank: 8787
Calmar Ratio Rank
2 Martin Ratio Rank: 8888
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

The table below presents risk-adjusted performance metrics for 2 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.47

1.98

+0.50

Sortino ratioReturn per unit of downside risk

3.49

2.57

+0.92

Omega ratioGain probability vs. loss probability

1.47

1.36

+0.11

Calmar ratioReturn relative to maximum drawdown

4.47

3.30

+1.17

Martin ratioReturn relative to average drawdown

17.27

12.19

+5.08

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

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
18MM.DE
Amundi Index MSCI Pacific ex Japan SRI PAB UCITS ETF EUR
13
0.240.451.050.441.15
2B76.DE
iShares Automation & Robotics UCITS ETF
76
2.102.901.353.8611.54
2B77.DE
iShares Ageing Population UCITS ETF
79
2.133.011.373.8213.47
2B78.DE
iShares Healthcare Innovation UCITS ETF
59
1.832.641.312.496.11
2B79.DE
iShares Digitalisation UCITS ETF
8
-0.18-0.140.98-0.14-0.31
2B7B.DE
iShares V PLC - iShares S&P 500 Materials Sector UCITS ETF
39
1.201.741.211.925.62
AYEM.DE
iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc)
86
2.443.241.444.2514.66
AYEP.DE
iShares Asia Property Yield UCITS ETF USD Acc
15
0.490.781.090.441.10
BNXG.DE
Invesco CoinShares Global Blockchain UCITS ETF Acc
26
0.901.441.171.222.46
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
40
1.191.851.221.786.74

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. Learn how to interpret the Sharpe ratio.

The current 2 Sharpe ratio is 2.47 as of Jul 1, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.38 to 2.25, 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 2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

2 provided a 0.86% dividend yield over the last twelve months.

PositionTTM20252024202320222021202020192018201720162015
Portfolio0.86%0.95%1.01%1.03%1.27%0.82%0.87%1.03%0.95%1.01%0.78%0.82%
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 charts...

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 0.68%.

Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-16.71%Apr 2025
1mo 19d5mo 5d
6mo 24dFeb 2025 - Sep 2025
2026 pullback2026
-5.63%Mar 2026
29d20d
1mo 19dFeb 2026 - Apr 2026
2025 pullback2025
-3.34%Nov 2025
8d1mo 12d
1mo 20dNov 2025 - Jan 2026
2026 pullback2026
-3.11%Jun 2026
7d8d
15dJun 2026 - Jun 2026
2024 pullback2024
-3.01%Dec 2024
13d25d
1mo 8dDec 2024 - Jan 2025

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. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
All Time
Diversification Ratio

1.55

1.43

The portfolio has a diversification ratio of 1.43, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

2 correlation to the S&P 500 Index

2 has a 0.64 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Sep 23, 2024

0.56

Benchmark Correlations

Correlation vs. S&P 500 Index. CSY2.DE has the highest benchmark correlation at 0.62, while XEON.DE has the lowest at -0.03.

XEON.DE
-0.03
VAGF.DE
0.02
EXV2.DE
0.03
G2X.DE
0.05
SXRS.DE
0.05
M9SA.DE
0.05
LYTR.DE
0.06
EGV3.DE
0.08
QDVF.DE
0.10
EGV5.DE
0.10

Portfolio Correlations

Correlation vs. 2. TSWE.DE has the highest portfolio correlation at 0.95, while XEON.DE has the lowest at -0.05.

XEON.DE
-0.05
M9SA.DE
0.07
SXRS.DE
0.10
IUST.DE
0.11
IUSM.DE
0.14
VAGF.DE
0.15
UIQK.DE
0.15
QDVF.DE
0.16
EGV3.DE
0.16
LYS4.DE
0.16

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 Sep 23, 2024
Diversification Analysis

Find what 2 is missing

See which holdings overlap, where 2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification