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

Asset Allocation


IUMF.L 12.5%EQSG.L 10%IWFM.L 10%SMGB.L 10%PQVG.L 7.5%IUIT.L 6%ESIT.DE 6%XAIX.DE 6%I500.DE 5%IEMD.L 5%NUCG.L 5%BTC-USD 5%IUCM.L 4%IIND.L 4%PMLP.L 4%EquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

5%

EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc
Large Cap Growth Equities

10%

ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
Technology Equities

6%

I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
Large Cap Blend Equities

5%

IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
Europe Equities

5%

IIND.L
iShares MSCI India UCITS ETF USD (Acc)
Asia Pacific Equities

4%

IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Communications Equities

4%

IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities

6%

IUMF.L
IShares Edge MSCI USA Momentum Factor ETF
Large Cap Growth Equities

12.50%

IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Global Equities

10%

NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
Commodity Producers Equities

5%

PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Energy Equities

4%

PQVG.L
Invesco S&P 500 QVM UCITS ETF
Large Cap Blend Equities

7.50%

SMGB.L
VanEck Semiconductor UCITS ETF
Technology Equities

10%

XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Technology Equities

6%

S&P 500

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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
29.76%
17.58%
IE Global Model ETF Portfolio IV
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 10, 2023, corresponding to the inception date of NUCG.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
IE Global Model ETF Portfolio IV11.07%-5.20%29.76%37.59%N/AN/A
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
4.75%-4.60%18.49%22.54%N/AN/A
PQVG.L
Invesco S&P 500 QVM UCITS ETF
11.49%-4.55%20.61%20.59%13.71%N/A
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc
2.09%-6.44%18.50%33.33%N/AN/A
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF
13.02%-6.73%28.80%26.04%11.99%N/A
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
6.98%-3.70%21.99%10.37%10.32%N/A
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
13.72%-6.25%29.45%25.05%12.32%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
4.89%-7.91%23.47%39.38%22.02%N/A
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
1.66%-9.14%30.49%19.39%N/AN/A
SMGB.L
VanEck Semiconductor UCITS ETF
10.30%-10.60%39.46%55.96%N/AN/A
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
12.28%-1.94%23.23%44.42%11.42%N/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
5.63%-6.49%26.06%46.72%16.76%N/A
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
17.83%1.02%25.16%61.85%N/AN/A
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
5.99%1.34%19.31%33.39%11.39%N/A
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
9.04%-0.03%13.23%21.45%N/AN/A
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%64.39%62.81%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.06%7.67%4.82%
2023-3.12%-1.09%9.80%6.49%

Expense Ratio

The IE Global Model ETF Portfolio IV has a high expense ratio of 0.27%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.65%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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 ETF Portfolio IV
Sharpe ratio
The chart of Sharpe ratio for IE Global Model ETF Portfolio IV, currently valued at 2.37, compared to the broader market-1.000.001.002.003.004.002.37
Sortino ratio
The chart of Sortino ratio for IE Global Model ETF Portfolio IV, currently valued at 3.20, compared to the broader market-2.000.002.004.006.003.20
Omega ratio
The chart of Omega ratio for IE Global Model ETF Portfolio IV, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for IE Global Model ETF Portfolio IV, currently valued at 2.32, compared to the broader market0.002.004.006.008.002.32
Martin ratio
The chart of Martin ratio for IE Global Model ETF Portfolio IV, currently valued at 20.91, compared to the broader market0.0010.0020.0030.0040.0020.91
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
1.832.701.330.567.85
PQVG.L
Invesco S&P 500 QVM UCITS ETF
2.013.041.361.1112.66
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.541.091.250.272.43
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF
2.233.181.391.6413.83
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
1.592.401.280.517.15
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.541.271.340.602.99
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
1.792.441.310.989.92
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
1.211.821.220.405.00
SMGB.L
VanEck Semiconductor UCITS ETF
2.032.851.341.5011.90
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
2.212.981.401.8118.79
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
2.263.031.391.4414.54
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
1.312.091.371.155.51
IIND.L
iShares MSCI India UCITS ETF USD (Acc)
2.293.091.411.5615.24
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
1.552.151.291.0011.72
BTC-USD
Bitcoin
4.093.991.466.2729.69

Sharpe Ratio

The current IE Global Model ETF Portfolio IV Sharpe ratio is 2.37. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.37

The Sharpe ratio of IE Global Model ETF Portfolio IV 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2024FebruaryMarchApril
2.37
1.66
IE Global Model ETF Portfolio IV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model ETF Portfolio IV granted a 0.13% dividend yield in the last twelve months.


TTM2023202220212020201920182017
IE Global Model ETF Portfolio IV0.13%0.14%0.19%0.09%0.07%0.10%0.13%0.00%
I500.DE
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%
PQVG.L
Invesco S&P 500 QVM UCITS ETF
0.01%0.02%0.02%0.01%0.02%0.01%0.01%0.01%
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
2.51%2.78%2.90%1.77%1.36%2.00%2.51%0.00%
IWFM.L
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%
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%
ESIT.DE
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%
SMGB.L
VanEck Semiconductor UCITS ETF
0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%
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%
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%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
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%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
0.06%0.06%0.06%0.07%0.04%0.00%0.00%0.00%
BTC-USD
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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.22%
-5.46%
IE Global Model ETF Portfolio IV
Benchmark (^GSPC)
Portfolio components

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 6.48%, occurring on Oct 27, 2023. Recovery took 14 trading sessions.

The current IE Global Model ETF Portfolio IV drawdown is 6.22%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.48%Jul 20, 2023100Oct 27, 202314Nov 10, 2023114
-6.22%Mar 22, 202429Apr 19, 2024
-5.85%Feb 16, 202328Mar 15, 202315Mar 30, 202343
-4.9%Feb 29, 20241Feb 29, 202421Mar 21, 202422
-2.81%Feb 17, 20243Feb 19, 20243Feb 22, 20246

Volatility

Volatility Chart

The current IE Global Model ETF Portfolio IV volatility is 4.44%, 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%4.00%6.00%8.00%10.00%NovemberDecember2024FebruaryMarchApril
4.44%
3.15%
IE Global Model ETF Portfolio IV
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.

BTC-USDNUCG.LPMLP.LIIND.LIUCM.LIEMD.LPQVG.LESIT.DEIUIT.LSMGB.LIWFM.LEQSG.LIUMF.LXAIX.DEI500.DE
BTC-USD1.000.050.060.080.120.150.090.140.080.140.120.130.100.150.13
NUCG.L0.051.000.380.250.210.270.350.210.210.220.390.240.360.310.33
PMLP.L0.060.381.000.300.170.450.600.210.140.180.370.180.350.220.40
IIND.L0.080.250.301.000.250.380.380.320.250.350.420.370.400.350.37
IUCM.L0.120.210.170.251.000.360.390.440.620.470.490.680.500.700.64
IEMD.L0.150.270.450.380.361.000.490.610.380.410.680.440.570.500.60
PQVG.L0.090.350.600.380.390.491.000.410.430.500.690.520.770.510.69
ESIT.DE0.140.210.210.320.440.610.411.000.680.740.560.660.540.690.62
IUIT.L0.080.210.140.250.620.380.430.681.000.780.570.830.610.830.72
SMGB.L0.140.220.180.350.470.410.500.740.781.000.580.770.620.750.64
IWFM.L0.120.390.370.420.490.680.690.560.570.581.000.680.890.640.72
EQSG.L0.130.240.180.370.680.440.520.660.830.770.681.000.690.830.78
IUMF.L0.100.360.350.400.500.570.770.540.610.620.890.691.000.690.75
XAIX.DE0.150.310.220.350.700.500.510.690.830.750.640.830.691.000.83
I500.DE0.130.330.400.370.640.600.690.620.720.640.720.780.750.831.00