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FIRE portfolio Actual
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Risk-Adjusted Performance
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Diversification

FIRE portfolio Actual

Last updated Apr 21, 2025

Asset Allocation

XUHY.DE 5.49%VEMT.L 5.43%BNDW 5.04%4GLD.DE 4.56%VWRL.AS 38.09%VT 8.71%QQQ 8.3%ZURN.SW 7.31%TDIV.AS 7.01%VHYL.AS 5.6%QDV5.DE 2.82%C001.DE 1.42%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
4GLD.DE
Xetra-Gold ETF		Gold, Precious Metals
4.56%
BNDW
Vanguard Total World Bond ETF		Total Bond Market
5.04%
C001.DE
Amundi DAX UCITS ETF Dist		Europe Equities
1.42%
FLXI.DE
Franklin FTSE India UCITS ETF		Asia Pacific Equities
0.22%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		Asia Pacific Equities
2.82%
QQQ
Invesco QQQ		Large Cap Blend Equities
8.30%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		Global Equity Income
7.01%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing		Emerging Markets Bonds
5.43%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		Global Equities, Dividend
5.60%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
8.71%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		Global Equities
38.09%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D		High Yield Bonds
5.49%
ZURN.SW
Zurich Insurance Group AG		Financial Services
7.31%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FIRE portfolio Actual, 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 month.

60.00%70.00%80.00%90.00%100.00%110.00%NovemberDecember2025FebruaryMarchApril
74.31%
77.03%
FIRE portfolio Actual
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 26, 2019, corresponding to the inception date of FLXI.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-12.30%-8.99%-11.89%3.84%13.06%9.34%
FIRE portfolio Actual0.03%-3.35%-1.13%12.51%12.93%N/A
Portfolio components:
VT
Vanguard Total World Stock ETF		-6.52%-6.92%-7.76%6.35%12.39%7.87%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		11.11%-4.46%7.20%18.62%18.70%N/A
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		3.33%-3.85%-1.11%10.16%12.45%5.21%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		-5.00%-5.23%-5.69%8.13%12.57%7.32%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D		0.67%-1.50%0.40%8.37%4.98%N/A
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing		0.91%-1.74%0.56%7.88%2.65%N/A
4GLD.DE
Xetra-Gold ETF		26.16%9.23%20.96%37.81%13.61%10.24%
BNDW
Vanguard Total World Bond ETF		1.26%0.07%0.98%5.87%-0.38%N/A
QQQ
Invesco QQQ		-15.15%-9.79%-12.31%5.09%15.78%15.58%
C001.DE
Amundi DAX UCITS ETF Dist		16.30%-2.53%14.48%27.03%15.44%5.49%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		0.46%3.35%-5.88%3.58%18.01%N/A
FLXI.DE
Franklin FTSE India UCITS ETF		-0.32%2.13%-6.44%3.33%18.04%N/A
ZURN.SW
Zurich Insurance Group AG		20.59%3.92%18.32%45.92%23.47%13.07%
*Annualized

Monthly Returns

The table below presents the monthly returns of FIRE portfolio Actual, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.26%0.03%-0.87%-2.30%0.03%
20240.45%2.67%3.11%-2.50%3.46%2.20%2.04%1.94%2.61%-1.53%2.95%-2.62%15.51%
20235.78%-2.67%2.85%1.94%-0.73%4.20%2.89%-2.07%-3.21%-1.93%7.53%4.75%20.28%
2022-2.78%-2.02%2.23%-5.97%-0.48%-7.24%5.17%-2.71%-7.58%4.07%7.37%-2.46%-12.88%
2021-0.50%1.32%2.50%3.00%1.98%0.28%1.07%2.52%-3.35%3.65%-1.81%3.59%14.93%
2020-0.20%-6.63%-10.54%6.90%3.24%3.89%4.62%5.01%-2.85%-2.44%10.76%4.28%14.97%
20190.44%0.08%-1.20%2.35%2.32%1.74%2.97%8.96%

Expense Ratio

FIRE portfolio Actual has an expense ratio of 0.20%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for QDV5.DE: current value is 0.65%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDV5.DE: 0.65%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF
Expense ratio chart for TDIV.AS: current value is 0.38%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
TDIV.AS: 0.38%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
Expense ratio chart for VHYL.AS: current value is 0.29%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VHYL.AS: 0.29%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing
Expense ratio chart for VEMT.L: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VEMT.L: 0.25%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
Expense ratio chart for VWRL.AS: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VWRL.AS: 0.22%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D
Expense ratio chart for XUHY.DE: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XUHY.DE: 0.20%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
FLXI.DE
Franklin FTSE India UCITS ETF
Expense ratio chart for FLXI.DE: current value is 0.19%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FLXI.DE: 0.19%
C001.DE
Amundi DAX UCITS ETF Dist
Expense ratio chart for C001.DE: current value is 0.08%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
C001.DE: 0.08%
VT
Vanguard Total World Stock ETF
Expense ratio chart for VT: current value is 0.07%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VT: 0.07%
BNDW
Vanguard Total World Bond ETF
Expense ratio chart for BNDW: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BNDW: 0.06%
4GLD.DE
Xetra-Gold ETF
Expense ratio chart for 4GLD.DE: current value is 0.00%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
4GLD.DE: 0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, FIRE portfolio Actual is among the top 18% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of FIRE portfolio Actual is 8282
Overall Rank
The Sharpe Ratio Rank of FIRE portfolio Actual is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of FIRE portfolio Actual is 7979
Sortino Ratio Rank
The Omega Ratio Rank of FIRE portfolio Actual is 8282
Omega Ratio Rank
The Calmar Ratio Rank of FIRE portfolio Actual is 8181
Calmar Ratio Rank
The Martin Ratio Rank of FIRE portfolio Actual is 8585
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.88, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.88
^GSPC: 0.14
The chart of Sortino ratio for Portfolio, currently valued at 1.22, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.22
^GSPC: 0.33
The chart of Omega ratio for Portfolio, currently valued at 1.18, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.18
^GSPC: 1.05
The chart of Calmar ratio for Portfolio, currently valued at 0.92, compared to the broader market0.002.004.006.00
Portfolio: 0.92
^GSPC: 0.14
The chart of Martin ratio for Portfolio, currently valued at 4.68, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 4.68
^GSPC: 0.62
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF		0.180.381.050.190.89
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		0.951.291.191.074.74
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		0.510.761.120.552.57
VWRL.AS
Vanguard FTSE All-World UCITS ETF		0.330.561.080.311.55
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D		0.781.171.190.976.47
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing		1.061.561.190.715.46
4GLD.DE
Xetra-Gold ETF		2.613.451.455.1514.05
BNDW
Vanguard Total World Bond ETF		1.382.041.250.544.94
QQQ
Invesco QQQ		0.030.211.030.030.11
C001.DE
Amundi DAX UCITS ETF Dist		1.181.741.231.495.89
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		0.050.191.030.040.08
FLXI.DE
Franklin FTSE India UCITS ETF		0.060.201.030.050.11
ZURN.SW
Zurich Insurance Group AG		2.403.151.513.8815.38

The current FIRE portfolio Actual Sharpe ratio is 0.96. 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 0.21 to 0.78, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of FIRE portfolio Actual 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.88
0.14
FIRE portfolio Actual
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FIRE portfolio Actual provided a 2.66% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.66%2.52%2.68%2.68%2.39%2.30%2.50%2.49%2.14%1.71%1.71%1.66%
Portfolio components:
VT
Vanguard Total World Stock ETF		2.06%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
TDIV.AS
VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF		4.23%4.19%4.98%4.55%3.98%4.12%4.40%4.93%3.95%1.11%0.00%0.00%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		3.13%2.82%3.15%3.60%2.59%2.68%2.89%3.14%2.76%2.73%2.92%2.61%
VWRL.AS
Vanguard FTSE All-World UCITS ETF		1.77%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%
XUHY.DE
Xtrackers USD High Yield Corporate Bond UCITS ETF 1D		6.65%7.39%6.02%6.14%9.11%5.94%4.81%0.00%0.00%0.00%0.00%0.00%
VEMT.L
Vanguard USD Emerging Markets Government Bond UCITS ETF Distributing		5.90%5.74%5.56%4.88%3.81%4.47%4.46%4.44%4.81%0.00%0.00%0.00%
4GLD.DE
Xetra-Gold 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%
BNDW
Vanguard Total World Bond ETF		3.98%3.90%3.73%2.02%2.58%1.56%3.05%1.66%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ		0.69%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
C001.DE
Amundi DAX UCITS ETF Dist		2.04%2.17%3.04%2.72%1.91%2.36%2.52%3.10%2.72%0.00%0.00%0.00%
QDV5.DE
iShares MSCI India 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%
FLXI.DE
Franklin FTSE India 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%
ZURN.SW
Zurich Insurance Group AG		5.00%4.83%5.46%4.97%5.00%5.35%4.78%6.14%5.73%6.06%6.58%5.45%

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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.09%
-16.05%
FIRE portfolio Actual
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FIRE portfolio Actual. 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 FIRE portfolio Actual was 29.76%, occurring on Mar 23, 2020. Recovery took 101 trading sessions.

The current FIRE portfolio Actual drawdown is 4.76%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.76%Feb 20, 202023Mar 23, 2020101Aug 12, 2020124
-21.86%Jan 13, 2022194Oct 12, 2022295Dec 1, 2023489
-11.18%Feb 21, 202532Apr 7, 2025———
-6.41%Sep 3, 202042Oct 30, 20206Nov 9, 202048
-5.58%Jul 17, 202414Aug 5, 202410Aug 19, 202424

Volatility

Volatility Chart

The current FIRE portfolio Actual volatility is 8.18%, 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%12.00%14.00%NovemberDecember2025FebruaryMarchApril
8.18%
13.75%
FIRE portfolio Actual
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.
BNDW4GLD.DEQQQZURN.SWVEMT.LFLXI.DEXUHY.DEQDV5.DEVTTDIV.ASC001.DEVHYL.ASVWRL.AS
BNDW1.000.310.120.080.490.050.280.060.100.020.090.050.08
4GLD.DE0.311.000.080.110.290.190.220.190.140.180.180.180.17
QQQ0.120.081.000.190.380.360.400.360.860.320.430.400.56
ZURN.SW0.080.110.191.000.240.340.340.350.380.660.630.650.55
VEMT.L0.490.290.380.241.000.320.540.330.450.330.390.380.40
FLXI.DE0.050.190.360.340.321.000.430.960.480.500.530.550.58
XUHY.DE0.280.220.400.340.540.431.000.450.510.510.520.580.61
QDV5.DE0.060.190.360.350.330.960.451.000.490.510.550.580.61
VT0.100.140.860.380.450.480.510.491.000.570.620.640.69
TDIV.AS0.020.180.320.660.330.500.510.510.571.000.810.910.79
C001.DE0.090.180.430.630.390.530.520.550.620.811.000.830.84
VHYL.AS0.050.180.400.650.380.550.580.580.640.910.831.000.88
VWRL.AS0.080.170.560.550.400.580.610.610.690.790.840.881.00
The correlation results are calculated based on daily price changes starting from Jun 27, 2019
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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