5 Evergreen ETFs
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Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Dec 15, 2020, corresponding to the inception date of H4ZX.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| 5 Evergreen ETFs | 12.83% | 7.46% | 12.96% | 20.45% | N/A | N/A |
| Portfolio components: | ||||||
SGBX.L WisdomTree Physical Swiss Gold | 26.36% | -3.20% | 23.51% | 37.69% | 11.37% | N/A |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | -1.07% | 12.81% | -1.96% | 9.53% | 15.82% | N/A |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 20.44% | 7.83% | 19.86% | 10.81% | 13.25% | N/A |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 3.08% | 11.24% | 1.98% | 9.80% | 14.73% | N/A |
H4ZX.DE HSBC Hang Seng TECH UCITS ETF HKD | 16.70% | 7.42% | 21.29% | 33.21% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 5 Evergreen ETFs , 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 | 6.05% | 3.74% | -1.37% | -0.18% | 4.16% | 12.83% | |||||||
| 2024 | -4.21% | 4.64% | 4.18% | 0.23% | 2.90% | 0.34% | 0.91% | 1.79% | 9.30% | -1.29% | 0.28% | -1.52% | 18.27% |
| 2023 | 7.65% | -5.21% | 4.93% | -0.30% | -2.85% | 5.27% | 6.27% | -3.85% | -5.05% | -1.83% | 6.82% | 2.66% | 14.04% |
| 2022 | -3.29% | -2.57% | -1.80% | -4.71% | -0.85% | -2.89% | 1.20% | -3.66% | -9.15% | -1.22% | 13.80% | 0.01% | -15.45% |
| 2021 | 1.98% | -0.57% | -0.06% | 3.19% | 1.59% | -0.15% | -2.30% | 0.62% | -4.77% | 4.28% | -2.05% | 1.12% | 2.55% |
| 2020 | 2.84% | 2.84% |
Expense Ratio
5 Evergreen ETFs has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, 5 Evergreen ETFs is among the top 16% 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SGBX.L WisdomTree Physical Swiss Gold | 2.11 | 2.98 | 1.40 | 5.13 | 14.51 |
JREU.DE JPMorgan US Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.51 | 0.85 | 1.12 | 0.50 | 2.02 |
JREE.DE JPMorgan Europe Research Enhanced Index Equity (ESG) UCITS ETF EUR (acc) | 0.58 | 0.89 | 1.12 | 0.72 | 1.85 |
JREG.DE JPMorgan Global Research Enhanced Index Equity (ESG) UCITS ETF USD (acc) | 0.55 | 0.91 | 1.13 | 0.58 | 2.57 |
H4ZX.DE HSBC Hang Seng TECH UCITS ETF HKD | 0.81 | 1.52 | 1.20 | 0.55 | 3.19 |
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Dividends
Dividend yield
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 5 Evergreen ETFs . 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 5 Evergreen ETFs was 31.59%, occurring on Oct 24, 2022. Recovery took 396 trading sessions.
The current 5 Evergreen ETFs drawdown is 1.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.59% | Feb 16, 2021 | 435 | Oct 24, 2022 | 396 | May 13, 2024 | 831 |
| -15.26% | Feb 24, 2025 | 33 | Apr 9, 2025 | 27 | May 20, 2025 | 60 |
| -7.35% | May 20, 2024 | 56 | Aug 5, 2024 | 33 | Sep 19, 2024 | 89 |
| -7.21% | Oct 8, 2024 | 67 | Jan 13, 2025 | 16 | Feb 4, 2025 | 83 |
| -3.81% | Jan 27, 2021 | 3 | Jan 29, 2021 | 7 | Feb 9, 2021 | 10 |
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 5 assets, with an effective number of assets of 4.88, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SGBX.L | H4ZX.DE | JREE.DE | JREU.DE | JREG.DE | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.12 | 0.28 | 0.52 | 0.63 | 0.63 | 0.51 |
| SGBX.L | 0.12 | 1.00 | 0.13 | 0.22 | 0.11 | 0.16 | 0.30 |
| H4ZX.DE | 0.28 | 0.13 | 1.00 | 0.44 | 0.37 | 0.42 | 0.83 |
| JREE.DE | 0.52 | 0.22 | 0.44 | 1.00 | 0.74 | 0.84 | 0.78 |
| JREU.DE | 0.63 | 0.11 | 0.37 | 0.74 | 1.00 | 0.98 | 0.73 |
| JREG.DE | 0.63 | 0.16 | 0.42 | 0.84 | 0.98 | 1.00 | 0.80 |
| Portfolio | 0.51 | 0.30 | 0.83 | 0.78 | 0.73 | 0.80 | 1.00 |