MoneyWeek ETF portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MoneyWeek ETF portfolio

Currency in USD · Last updated May 29, 2025

Asset Allocation

Position	Category/Sector	Target Weight
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	Emerging Markets Equities	10%
ENGW.L SPDR MSCI World Energy UCITS ETF	Energy Equities	10%
IDTL.L iShares Treasury Bond 20+ UCITS	Government Bonds	10%
ITPS.L iShares $ TIPS UCITS ETF USD (Acc)	Inflation-Protected Bonds	10%
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP	REIT	10%
SGLN.L iShares Physical Gold ETC	Precious Metals, Commodities	10%
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist	Short-Term Bond	10%
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing	Europe Equities	10%
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing	Japan Equities	10%
VUSA.L Vanguard S&P 500 UCITS ETF	Large Cap Blend Equities	10%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 4, 2022, corresponding to the inception date of ENGW.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.12%	6.51%	-1.84%	10.98%	14.10%	10.82%
MoneyWeek ETF portfolio	7.77%	1.36%	4.45%	9.71%	N/A	N/A
Portfolio components:
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist	9.05%	0.14%	8.15%	10.24%	2.05%	N/A
IDTL.L iShares Treasury Bond 20+ UCITS	-2.11%	-4.00%	-6.38%	-1.88%	-9.69%	-1.10%
ITPS.L iShares $ TIPS UCITS ETF USD (Acc)	2.71%	-1.68%	0.96%	4.81%	-0.57%	3.58%
SGLN.L iShares Physical Gold ETC	26.16%	-1.63%	24.35%	39.40%	11.61%	11.93%
VUSA.L Vanguard S&P 500 UCITS ETF	-0.04%	6.96%	-1.30%	12.35%	13.82%	13.92%
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing	19.15%	4.48%	17.04%	12.15%	11.32%	8.31%
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing	11.65%	4.46%	10.65%	10.91%	6.21%	7.48%
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	8.28%	5.23%	7.08%	8.43%	6.31%	5.38%
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP	2.34%	0.41%	-6.16%	7.14%	0.28%	0.78%
ENGW.L SPDR MSCI World Energy UCITS ETF	0.57%	-0.72%	-8.10%	-6.45%	N/A	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of MoneyWeek ETF portfolio, 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	2.83%	1.15%	1.30%	0.49%	1.78%								7.77%
2024	-0.78%	0.82%	3.73%	-1.90%	1.95%	1.11%	2.72%	1.91%	1.68%	-2.14%	0.99%	-3.80%	6.18%
2023	5.28%	-4.08%	2.89%	1.80%	-2.70%	2.78%	2.76%	-2.10%	-3.25%	-2.10%	5.82%	4.65%	11.62%
2022				-4.91%	-0.16%	-6.48%	3.50%	-3.12%	-7.72%	2.48%	7.31%	-0.92%	-10.51%

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

Expense Ratio

MoneyWeek ETF portfolio has an expense ratio of 0.17%, 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.

IWDP.L

iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP

ENGW.L

SPDR MSCI World Energy UCITS ETF

EMIM.L

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

VJPN.L

Vanguard FTSE Japan UCITS ETF Distributing

ITPS.L

iShares $ TIPS UCITS ETF USD (Acc)

TIGB.L

Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist

VEUR.L

Vanguard FTSE Developed Europe UCITS ETF Distributing

IDTL.L

iShares Treasury Bond 20+ UCITS

VUSA.L

Vanguard S&P 500 UCITS ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MoneyWeek ETF portfolio is 73, indicating average performance compared to other portfolios on our website. Here’s 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
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist	1.35	2.07	1.25	1.31	3.18
IDTL.L iShares Treasury Bond 20+ UCITS	-0.12	0.09	1.01	-0.00	-0.02
ITPS.L iShares $ TIPS UCITS ETF USD (Acc)	0.72	1.19	1.14	0.86	3.00
SGLN.L iShares Physical Gold ETC	2.16	2.93	1.40	5.25	14.62
VUSA.L Vanguard S&P 500 UCITS ETF	0.72	1.13	1.16	0.70	2.71
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing	0.71	1.19	1.16	0.93	2.68
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing	0.55	1.03	1.14	0.86	2.64
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	0.47	0.88	1.12	0.58	1.66
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP	0.47	0.90	1.12	0.32	1.31
ENGW.L SPDR MSCI World Energy UCITS ETF	-0.31	-0.19	0.97	-0.28	-0.83

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.

MoneyWeek ETF portfolio Sharpe ratios as of May 29, 2025 (values are recalculated daily):

1-Year: 0.93
All Time: 0.39

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 0.52 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of MoneyWeek ETF portfolio 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

MoneyWeek ETF portfolio provided a 1.65% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.65%	1.73%	1.81%	1.53%	1.01%	1.14%	1.27%	1.44%	1.22%	1.23%	1.19%	1.04%
Portfolio components:
TIGB.L Invesco US Treasury Bond 0-1 Year UCITS ETF GBP Hedged Dist	4.79%	4.93%	4.53%	1.46%	0.06%	0.66%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDTL.L iShares Treasury Bond 20+ UCITS	4.75%	4.65%	3.79%	3.01%	1.74%	1.76%	2.49%	2.79%	2.60%	2.63%	2.14%	0.00%
ITPS.L iShares $ TIPS 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%
SGLN.L iShares Physical Gold ETC	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VUSA.L Vanguard S&P 500 UCITS ETF	1.09%	1.00%	1.24%	1.41%	1.04%	1.44%	1.50%	1.72%	1.61%	1.58%	1.73%	1.50%
VEUR.L Vanguard FTSE Developed Europe UCITS ETF Distributing	1.72%	2.30%	2.96%	3.22%	2.73%	2.29%	3.34%	3.54%	3.05%	3.05%	3.06%	3.93%
VJPN.L Vanguard FTSE Japan UCITS ETF Distributing	1.02%	1.23%	2.40%	2.62%	2.33%	2.14%	2.36%	2.55%	1.94%	2.04%	2.08%	2.31%
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (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%
IWDP.L iShares Developed Markets Property Yield UCITS ETF USD (Dist) GBP	3.16%	3.18%	3.14%	3.55%	2.17%	3.11%	3.03%	3.81%	3.05%	2.96%	2.92%	2.64%
ENGW.L SPDR MSCI World Energy 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%

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 MoneyWeek ETF portfolio. 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 MoneyWeek ETF portfolio was 19.27%, occurring on Sep 27, 2022. Recovery took 315 trading sessions.

The current MoneyWeek ETF portfolio drawdown is 0.52%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.27%	Apr 5, 2022	119	Sep 27, 2022	315	Dec 27, 2023	434
-8.49%	Mar 20, 2025	15	Apr 9, 2025	15	May 2, 2025	30
-6.26%	Sep 27, 2024	73	Jan 10, 2025	46	Mar 17, 2025	119
-3.97%	Jul 18, 2024	14	Aug 6, 2024	8	Aug 16, 2024	22
-3.09%	Apr 10, 2024	8	Apr 19, 2024	17	May 15, 2024	25

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	IDTL.L	ITPS.L	SGLN.L	ENGW.L	TIGB.L	VUSA.L	VJPN.L	IWDP.L	EMIM.L	VEUR.L	Portfolio
^GSPC	1.00	0.07	0.22	0.14	0.27	0.32	0.67	0.47	0.45	0.50	0.53	0.54
IDTL.L	0.07	1.00	0.58	0.22	-0.13	0.19	0.06	0.17	0.28	0.06	0.13	0.30
ITPS.L	0.22	0.58	1.00	0.43	0.11	0.41	0.18	0.28	0.34	0.22	0.22	0.46
SGLN.L	0.14	0.22	0.43	1.00	0.20	0.49	0.17	0.35	0.28	0.36	0.32	0.53
ENGW.L	0.27	-0.13	0.11	0.20	1.00	0.27	0.41	0.38	0.39	0.44	0.45	0.59
TIGB.L	0.32	0.19	0.41	0.49	0.27	1.00	0.38	0.50	0.45	0.51	0.60	0.67
VUSA.L	0.67	0.06	0.18	0.17	0.41	0.38	1.00	0.60	0.65	0.63	0.72	0.73
VJPN.L	0.47	0.17	0.28	0.35	0.38	0.50	0.60	1.00	0.56	0.62	0.67	0.78
IWDP.L	0.45	0.28	0.34	0.28	0.39	0.45	0.65	0.56	1.00	0.54	0.68	0.77
EMIM.L	0.50	0.06	0.22	0.36	0.44	0.51	0.63	0.62	0.54	1.00	0.72	0.79
VEUR.L	0.53	0.13	0.22	0.32	0.45	0.60	0.72	0.67	0.68	0.72	1.00	0.85
Portfolio	0.54	0.30	0.46	0.53	0.59	0.67	0.73	0.78	0.77	0.79	0.85	1.00

The correlation results are calculated based on daily price changes starting from Apr 5, 2022

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

MoneyWeek ETF portfolio

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

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