IE Global Model ETF Portfolio IV
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IE Global Model ETF Portfolio IV, 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 10, 2023, corresponding to the inception date of NUCG.L
Returns By Period
Monthly Returns
The table below presents the monthly returns of IE Global Model ETF Portfolio IV, 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 | 4.06% | 7.67% | 4.84% | -3.98% | 4.42% | 5.69% | -1.82% | 0.16% | 2.82% | 0.26% | 6.26% | 33.93% | |
2023 | -2.33% | 5.24% | 0.89% | 2.21% | 6.11% | 2.58% | -1.18% | -3.11% | -1.09% | 9.80% | 6.49% | 27.74% |
Expense Ratio
IE Global Model ETF Portfolio IV has an expense ratio of 0.27%, 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 IE Global Model ETF Portfolio IV is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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.
Dividends
Dividend yield
IE Global Model ETF Portfolio IV provided a 0.33% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
---|---|---|---|---|---|---|---|---|
Portfolio | 0.33% | 0.52% | 0.57% | 0.42% | 0.35% | 0.21% | 0.22% | 0.05% |
Portfolio components: | ||||||||
iShares S&P 500 Swap UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco S&P 500 QVM UCITS ETF | 0.81% | 1.61% | 1.77% | 0.87% | 1.59% | 1.41% | 1.30% | 0.72% |
Invesco Nasdaq-100 Swap UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IShares Edge MSCI USA Momentum Factor ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist) | 2.66% | 2.78% | 2.90% | 1.77% | 1.36% | 2.00% | 2.51% | 0.00% |
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Semiconductor UCITS ETF | 0.00% | 0.00% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Xtrackers Artificial Intelligence & Big Data UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VanEck Uranium and Nuclear Technologies UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI India UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HANetf Alerian Midstream Energy Dividend UCITS ETF | 3.45% | 6.48% | 6.12% | 6.57% | 4.17% | 0.00% | 0.00% | 0.00% |
Bitcoin | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the IE Global Model ETF Portfolio IV. 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 ETF Portfolio IV was 12.68%, occurring on Aug 5, 2024. Recovery took 57 trading sessions.
The current IE Global Model ETF Portfolio IV drawdown is 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.68% | Jul 16, 2024 | 21 | Aug 5, 2024 | 57 | Oct 1, 2024 | 78 |
-6.48% | Jul 20, 2023 | 100 | Oct 27, 2023 | 14 | Nov 10, 2023 | 114 |
-6.3% | Apr 5, 2024 | 18 | Apr 22, 2024 | 23 | May 15, 2024 | 41 |
-5.85% | Feb 16, 2023 | 28 | Mar 15, 2023 | 15 | Mar 30, 2023 | 43 |
-3.01% | Oct 21, 2024 | 15 | Nov 4, 2024 | 3 | Nov 7, 2024 | 18 |
Volatility
Volatility Chart
The current IE Global Model ETF Portfolio IV volatility is 3.04%, 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
BTC-USD | PMLP.L | IIND.L | NUCG.L | IUCM.L | IEMD.L | ESIT.DE | PQVG.L | IUIT.L | SMGB.L | EQSG.L | IUMF.L | XAIX.DE | IWFM.L | I500.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.09 | 0.10 | 0.10 | 0.12 | 0.17 | 0.13 | 0.11 | 0.08 | 0.13 | 0.13 | 0.17 | 0.17 | 0.17 | 0.16 |
PMLP.L | 0.09 | 1.00 | 0.24 | 0.35 | 0.18 | 0.41 | 0.18 | 0.50 | 0.11 | 0.14 | 0.16 | 0.31 | 0.23 | 0.35 | 0.38 |
IIND.L | 0.10 | 0.24 | 1.00 | 0.22 | 0.23 | 0.40 | 0.31 | 0.36 | 0.21 | 0.28 | 0.33 | 0.36 | 0.34 | 0.39 | 0.37 |
NUCG.L | 0.10 | 0.35 | 0.22 | 1.00 | 0.21 | 0.32 | 0.26 | 0.36 | 0.27 | 0.31 | 0.29 | 0.39 | 0.36 | 0.41 | 0.35 |
IUCM.L | 0.12 | 0.18 | 0.23 | 0.21 | 1.00 | 0.33 | 0.42 | 0.40 | 0.57 | 0.43 | 0.65 | 0.50 | 0.66 | 0.51 | 0.61 |
IEMD.L | 0.17 | 0.41 | 0.40 | 0.32 | 0.33 | 1.00 | 0.64 | 0.53 | 0.40 | 0.48 | 0.46 | 0.57 | 0.50 | 0.69 | 0.61 |
ESIT.DE | 0.13 | 0.18 | 0.31 | 0.26 | 0.42 | 0.64 | 1.00 | 0.44 | 0.64 | 0.71 | 0.65 | 0.54 | 0.67 | 0.60 | 0.63 |
PQVG.L | 0.11 | 0.50 | 0.36 | 0.36 | 0.40 | 0.53 | 0.44 | 1.00 | 0.50 | 0.55 | 0.57 | 0.77 | 0.58 | 0.74 | 0.73 |
IUIT.L | 0.08 | 0.11 | 0.21 | 0.27 | 0.57 | 0.40 | 0.64 | 0.50 | 1.00 | 0.80 | 0.83 | 0.66 | 0.81 | 0.65 | 0.72 |
SMGB.L | 0.13 | 0.14 | 0.28 | 0.31 | 0.43 | 0.48 | 0.71 | 0.55 | 0.80 | 1.00 | 0.78 | 0.68 | 0.74 | 0.68 | 0.66 |
EQSG.L | 0.13 | 0.16 | 0.33 | 0.29 | 0.65 | 0.46 | 0.65 | 0.57 | 0.83 | 0.78 | 1.00 | 0.72 | 0.83 | 0.72 | 0.80 |
IUMF.L | 0.17 | 0.31 | 0.36 | 0.39 | 0.50 | 0.57 | 0.54 | 0.77 | 0.66 | 0.68 | 0.72 | 1.00 | 0.73 | 0.93 | 0.77 |
XAIX.DE | 0.17 | 0.23 | 0.34 | 0.36 | 0.66 | 0.50 | 0.67 | 0.58 | 0.81 | 0.74 | 0.83 | 0.73 | 1.00 | 0.74 | 0.84 |
IWFM.L | 0.17 | 0.35 | 0.39 | 0.41 | 0.51 | 0.69 | 0.60 | 0.74 | 0.65 | 0.68 | 0.72 | 0.93 | 0.74 | 1.00 | 0.78 |
I500.DE | 0.16 | 0.38 | 0.37 | 0.35 | 0.61 | 0.61 | 0.63 | 0.73 | 0.72 | 0.66 | 0.80 | 0.77 | 0.84 | 0.78 | 1.00 |