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

IE Global Model ETF Portfolio IV

Last updated Oct 17, 2024

Asset Allocation

BTC-USD 5%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%IUCM.L 4%IIND.L 4%PMLP.L 4%CryptocurrencyCryptocurrencyEquityEquity
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%

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%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.66%
16.59%
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		22.49%3.72%16.33%33.60%14.41%11.99%
IE Global Model ETF Portfolio IV27.96%4.59%13.66%47.16%N/AN/A
Portfolio components:
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)		23.00%2.95%16.18%35.76%N/AN/A
PQVG.L
Invesco S&P 500 QVM UCITS ETF		32.42%3.82%17.55%40.31%31.25%N/A
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc		19.67%3.19%15.25%35.00%N/AN/A
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF		32.70%5.62%14.65%48.13%12.79%N/A
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		17.42%-0.28%9.46%31.56%10.68%N/A
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		30.98%4.19%13.23%46.34%13.13%16.31%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		32.00%5.05%22.50%51.01%26.47%N/A
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		-0.06%-4.90%-3.24%26.89%N/AN/A
SMGB.L
VanEck Semiconductor UCITS ETF		25.15%2.87%10.13%54.49%N/AN/A
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		26.96%3.60%10.82%37.59%13.37%N/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		23.12%4.53%14.31%42.98%20.66%N/A
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		40.44%29.20%19.27%48.51%N/AN/A
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		18.93%-2.48%13.36%33.14%13.91%N/A
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		30.15%4.24%22.26%33.50%N/AN/A
BTC-USD
Bitcoin		59.97%12.11%6.46%138.68%53.35%67.47%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.06%7.68%4.83%-3.98%4.42%5.69%-1.82%0.16%2.82%27.96%
2023-2.33%5.24%0.78%2.33%6.01%2.67%-1.18%-3.14%-1.12%9.87%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.

IIND.L
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for IIND.L: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
Expense ratio chart for NUCG.L: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
PQVG.L
Invesco S&P 500 QVM UCITS ETF
Expense ratio chart for PQVG.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Expense ratio chart for IWFM.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)
Expense ratio chart for IEMD.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc
Expense ratio chart for EQSG.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF
Expense ratio chart for IUMF.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
Expense ratio chart for ESIT.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)
Expense ratio chart for I500.DE: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IE Global Model ETF Portfolio IV is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of IE Global Model ETF Portfolio IV is 1111
Combined Rank
The Sharpe Ratio Rank of IE Global Model ETF Portfolio IV is 1212Sharpe Ratio Rank
The Sortino Ratio Rank of IE Global Model ETF Portfolio IV is 1111Sortino Ratio Rank
The Omega Ratio Rank of IE Global Model ETF Portfolio IV is 1111Omega Ratio Rank
The Calmar Ratio Rank of IE Global Model ETF Portfolio IV is 66Calmar Ratio Rank
The Martin Ratio Rank of IE Global Model ETF Portfolio IV is 1414Martin 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.

IE Global Model ETF Portfolio IV
Sharpe ratio
The chart of Sharpe ratio for IE Global Model ETF Portfolio IV, currently valued at 1.59, compared to the broader market0.002.004.001.59
Sortino ratio
The chart of Sortino ratio for IE Global Model ETF Portfolio IV, currently valued at 2.17, compared to the broader market-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for IE Global Model ETF Portfolio IV, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for IE Global Model ETF Portfolio IV, currently valued at 0.71, compared to the broader market0.002.004.006.008.0010.0012.000.71
Martin ratio
The chart of Martin ratio for IE Global Model ETF Portfolio IV, currently valued at 7.57, compared to the broader market0.0010.0020.0030.0040.0050.007.57
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.69, compared to the broader market0.002.004.002.69
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.008.0010.0012.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.43, compared to the broader market0.0010.0020.0030.0040.0050.0016.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
I500.DE
iShares S&P 500 Swap UCITS ETF USD (Acc)		2.223.081.421.0412.76
PQVG.L
Invesco S&P 500 QVM UCITS ETF		2.683.691.531.9718.88
EQSG.L
Invesco Nasdaq-100 Swap UCITS ETF Acc		0.320.971.250.231.20
IUMF.L
IShares Edge MSCI USA Momentum Factor ETF		1.482.021.280.697.50
IEMD.L
iShares Edge MSCI Europe Momentum Factor UCITS ETF EUR (Dist)		1.632.241.280.779.08
IWFM.L
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		1.572.131.300.677.77
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.572.191.280.816.79
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		-0.38-0.360.961.01-1.16
SMGB.L
VanEck Semiconductor UCITS ETF		0.691.111.140.272.18
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		1.652.371.310.908.08
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		1.141.641.210.455.00
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		1.101.681.210.514.15
IIND.L
iShares MSCI India UCITS ETF USD (Acc)		1.191.571.260.799.79
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.564.701.622.7229.10
BTC-USD
Bitcoin		1.542.211.221.506.46

Sharpe Ratio

The current IE Global Model ETF Portfolio IV Sharpe ratio is 1.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.18 to 2.98, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of IE Global Model ETF Portfolio IV with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
1.59
2.69
IE Global Model ETF Portfolio IV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model ETF Portfolio IV granted a 0.36% dividend yield in the last twelve months.

TTM2023202220212020201920182017
IE Global Model ETF Portfolio IV0.36%0.52%0.57%0.42%0.35%0.21%0.13%0.00%
Portfolio components:
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		0.88%1.61%1.77%0.87%1.57%1.42%0.00%0.00%
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)		2.53%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		4.13%6.48%6.12%6.57%4.17%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.05%
-0.30%
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 12.68%, occurring on Aug 5, 2024. Recovery took 57 trading sessions.

The current IE Global Model ETF Portfolio IV drawdown is 1.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.68%Jul 16, 202421Aug 5, 202457Oct 1, 202478
-6.48%Jul 20, 2023100Oct 27, 202314Nov 10, 2023114
-6.3%Apr 5, 202418Apr 22, 202423May 15, 202441
-5.85%Feb 16, 202328Mar 15, 202315Mar 30, 202343
-2.76%Oct 2, 20242Oct 3, 202411Oct 14, 202413

Volatility

Volatility Chart

The current IE Global Model ETF Portfolio IV volatility is 5.06%, 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%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
5.06%
3.03%
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-USDPMLP.LIIND.LNUCG.LIUCM.LPQVG.LIEMD.LESIT.DEIUIT.LSMGB.LEQSG.LIUMF.LXAIX.DEIWFM.LI500.DE
BTC-USD1.000.070.080.080.110.070.160.140.090.140.120.150.150.150.15
PMLP.L0.071.000.250.370.190.340.440.220.130.160.170.300.230.340.39
IIND.L0.080.251.000.240.230.310.390.310.230.300.350.370.350.390.38
NUCG.L0.080.370.241.000.210.340.330.270.270.310.280.390.340.420.35
IUCM.L0.110.190.230.211.000.360.350.440.590.450.660.520.670.530.61
PQVG.L0.070.340.310.340.361.000.450.400.450.460.500.620.500.580.61
IEMD.L0.160.440.390.330.350.451.000.640.410.480.460.580.510.700.62
ESIT.DE0.140.220.310.270.440.400.641.000.660.730.670.580.700.630.65
IUIT.L0.090.130.230.270.590.450.410.661.000.810.840.670.820.660.73
SMGB.L0.140.160.300.310.450.460.480.730.811.000.780.700.760.690.67
EQSG.L0.120.170.350.280.660.500.460.670.840.781.000.730.840.720.79
IUMF.L0.150.300.370.390.520.620.580.580.670.700.731.000.730.930.77
XAIX.DE0.150.230.350.340.670.500.510.700.820.760.840.731.000.740.84
IWFM.L0.150.340.390.420.530.580.700.630.660.690.720.930.741.000.78
I500.DE0.150.390.380.350.610.610.620.650.730.670.790.770.840.781.00
The correlation results are calculated based on daily price changes starting from Feb 11, 2023