Trade Republic

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Trade Republic

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
^GSPC S&P 500		9%
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	Consumer Cyclical	4%
AAPL Apple Inc	Technology	4%
BOSS.DE Hugo Boss AG	Consumer Cyclical	4%
CROX Crocs, Inc.	Consumer Cyclical	3%
GOODN Gladstone Commercial Corporation	Real Estate	9%
JNJ Johnson & Johnson	Healthcare	6%
MAIN Main Street Capital Corporation	Financial Services	32%
MSFT Microsoft Corporation	Technology	7%
NVDA NVIDIA Corporation	Technology	4%
PAH3.DE Porsche Automobil Holding SE	Consumer Cyclical	8%
RUI.PA Rubis	Energy	3%
SNOW Snowflake Inc.	Technology	3.50%
VKTX Viking Therapeutics, Inc.	Healthcare	3.50%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 16, 2020, corresponding to the inception date of SNOW

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
Trade Republic	2.31%	6.58%	3.75%	9.49%	N/A	N/A
Portfolio components:
MAIN Main Street Capital Corporation	-0.18%	6.70%	6.45%	26.95%	21.65%	14.76%
^GSPC S&P 500	0.51%	6.15%	-2.00%	12.92%	14.19%	10.85%
GOODN Gladstone Commercial Corporation	3.42%	1.79%	-2.69%	8.23%	7.40%	N/A
PAH3.DE Porsche Automobil Holding SE	11.12%	2.64%	14.78%	-18.30%	-1.48%	-3.71%
MSFT Microsoft Corporation	9.64%	16.68%	9.13%	11.87%	21.26%	27.46%
JNJ Johnson & Johnson	9.11%	0.15%	1.79%	10.31%	3.76%	7.44%
AAPL Apple Inc	-19.60%	-5.36%	-15.17%	5.49%	21.05%	21.31%
VKTX Viking Therapeutics, Inc.	-33.40%	-7.17%	-49.38%	-56.62%	30.25%	13.09%
SNOW Snowflake Inc.	33.20%	28.95%	17.66%	45.92%	N/A	N/A
BOSS.DE Hugo Boss AG	4.95%	15.69%	41.20%	-7.87%	12.77%	-5.11%
NVDA NVIDIA Corporation	0.63%	24.06%	-2.24%	22.32%	72.51%	74.01%
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-15.44%	-1.64%	-10.92%	-29.94%	7.10%	13.48%
CROX Crocs, Inc.	-6.87%	5.79%	-3.41%	-34.60%	28.91%	21.10%
RUI.PA Rubis	31.64%	0.65%	35.42%	2.78%	-1.37%	3.98%

*Annualized

Monthly Returns

The table below presents the monthly returns of Trade Republic, 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
2025	2.74%	-0.58%	-6.08%	0.06%	6.58%								2.31%
2024	4.11%	14.58%	3.87%	-1.71%	2.27%	0.40%	0.13%	1.09%	1.25%	-0.61%	2.61%	1.41%	32.55%
2023	7.63%	1.88%	3.91%	2.12%	0.61%	4.01%	3.08%	-3.28%	-3.48%	-4.59%	10.97%	5.52%	30.90%
2022	-3.66%	-2.22%	-0.61%	-8.45%	-3.41%	-3.05%	12.36%	-4.01%	-12.99%	5.70%	7.38%	3.83%	-11.23%
2021	1.88%	6.46%	6.27%	6.77%	0.82%	2.55%	2.78%	1.98%	-2.67%	6.91%	-0.63%	1.50%	39.98%
2020									-2.36%	-4.60%	13.99%	3.40%	9.80%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Trade Republic has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Trade Republic is 24, meaning it’s performing worse than 76% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MAIN Main Street Capital Corporation	1.23	1.67	1.25	1.22	3.97
^GSPC S&P 500	0.65	0.89	1.13	0.56	2.10
GOODN Gladstone Commercial Corporation	0.52	0.66	1.09	0.56	1.38
PAH3.DE Porsche Automobil Holding SE	-0.69	-0.77	0.91	-0.25	-0.88
MSFT Microsoft Corporation	0.46	0.72	1.10	0.40	0.88
JNJ Johnson & Johnson	0.54	0.76	1.11	0.52	1.34
AAPL Apple Inc	0.16	0.35	1.05	0.07	0.22
VKTX Viking Therapeutics, Inc.	-0.68	-0.74	0.91	-0.66	-1.20
SNOW Snowflake Inc.	0.79	1.82	1.26	0.78	3.90
BOSS.DE Hugo Boss AG	-0.18	0.10	1.01	-0.10	-0.37
NVDA NVIDIA Corporation	0.37	0.69	1.09	0.32	0.78
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	-0.84	-1.26	0.85	-0.75	-1.89
CROX Crocs, Inc.	-0.65	-0.65	0.92	-0.60	-1.08
RUI.PA Rubis	0.08	0.28	1.04	0.04	0.09

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.

Trade Republic Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 0.58
All Time: 1.17

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 0.58 to 1.13, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Trade Republic provided a 4.81% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.81%	4.29%	4.57%	4.21%	3.08%	4.45%	3.25%	3.72%	2.99%	3.38%	4.07%	4.10%
Portfolio components:
MAIN Main Street Capital Corporation	7.31%	7.02%	8.55%	7.97%	5.74%	6.99%	6.76%	8.43%	7.02%	7.42%	9.15%	8.72%
^GSPC S&P 500	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOODN Gladstone Commercial Corporation	7.31%	7.33%	8.04%	7.27%	6.32%	6.54%	1.53%	0.00%	0.00%	0.00%	0.00%	0.00%
PAH3.DE Porsche Automobil Holding SE	12.74%	7.04%	5.53%	5.00%	2.65%	9.43%	3.32%	3.41%	1.45%	1.95%	4.02%	2.99%
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
JNJ Johnson & Johnson	3.23%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%	2.64%
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
VKTX Viking Therapeutics, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SNOW Snowflake Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BOSS.DE Hugo Boss AG	3.43%	3.08%	1.48%	1.29%	0.07%	10.22%	6.24%	4.91%	3.67%	6.23%	4.73%	3.28%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
1MC.MI LVMH Moët Hennessy - Louis Vuitton, Société Européenne	2.71%	2.07%	2.44%	1.76%	0.96%	1.79%	1.49%	2.14%	1.70%	2.01%	2.23%	2.39%
CROX Crocs, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RUI.PA Rubis	9.52%	11.43%	8.53%	7.56%	6.85%	4.61%	2.90%	3.20%	2.27%	3.09%	2.88%	12.52%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Trade Republic. 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 Trade Republic was 27.95%, occurring on Oct 11, 2022. Recovery took 133 trading sessions.

The current Trade Republic drawdown is 2.09%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.95%	Nov 19, 2021	232	Oct 11, 2022	133	Apr 18, 2023	365
-17.96%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-12.66%	Jul 20, 2023	72	Oct 27, 2023	27	Dec 5, 2023	99
-8.33%	Jul 11, 2024	18	Aug 5, 2024	49	Oct 11, 2024	67
-7.61%	Oct 13, 2020	14	Oct 30, 2020	6	Nov 9, 2020	20

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 14 assets, with an effective number of assets of 6.94, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	GOODN	JNJ	VKTX	RUI.PA	BOSS.DE	PAH3.DE	1MC.MI	SNOW	CROX	MAIN	NVDA	AAPL	MSFT	Portfolio
^GSPC	1.00	0.13	0.27	0.35	0.29	0.29	0.32	0.37	0.52	0.53	0.55	0.68	0.71	0.77	0.81
GOODN	0.13	1.00	0.05	0.08	0.10	0.08	0.12	0.11	0.06	0.11	0.14	0.11	0.10	0.06	0.24
JNJ	0.27	0.05	1.00	0.06	0.12	0.11	0.11	0.11	-0.02	0.04	0.20	-0.05	0.17	0.13	0.22
VKTX	0.35	0.08	0.06	1.00	0.11	0.08	0.10	0.14	0.31	0.27	0.23	0.31	0.22	0.25	0.48
RUI.PA	0.29	0.10	0.12	0.11	1.00	0.39	0.48	0.37	0.11	0.18	0.24	0.14	0.14	0.12	0.40
BOSS.DE	0.29	0.08	0.11	0.08	0.39	1.00	0.48	0.52	0.14	0.23	0.22	0.13	0.20	0.15	0.43
PAH3.DE	0.32	0.12	0.11	0.10	0.48	0.48	1.00	0.51	0.16	0.23	0.27	0.18	0.21	0.15	0.50
1MC.MI	0.37	0.11	0.11	0.14	0.37	0.52	0.51	1.00	0.21	0.29	0.25	0.24	0.28	0.27	0.49
SNOW	0.52	0.06	-0.02	0.31	0.11	0.14	0.16	0.21	1.00	0.41	0.29	0.49	0.40	0.50	0.56
CROX	0.53	0.11	0.04	0.27	0.18	0.23	0.23	0.29	0.41	1.00	0.35	0.41	0.35	0.37	0.56
MAIN	0.55	0.14	0.20	0.23	0.24	0.22	0.27	0.25	0.29	0.35	1.00	0.34	0.37	0.35	0.74
NVDA	0.68	0.11	-0.05	0.31	0.14	0.13	0.18	0.24	0.49	0.41	0.34	1.00	0.52	0.64	0.62
AAPL	0.71	0.10	0.17	0.22	0.14	0.20	0.21	0.28	0.40	0.35	0.37	0.52	1.00	0.67	0.60
MSFT	0.77	0.06	0.13	0.25	0.12	0.15	0.15	0.27	0.50	0.37	0.35	0.64	0.67	1.00	0.62
Portfolio	0.81	0.24	0.22	0.48	0.40	0.43	0.50	0.49	0.56	0.56	0.74	0.62	0.60	0.62	1.00

The correlation results are calculated based on daily price changes starting from Sep 17, 2020

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

Trade Republic

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community