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ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


PHGP.L 20%XLKQ.L 80%CommodityCommodityEquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF, 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 3 months.


200.00%300.00%400.00%500.00%600.00%700.00%NovemberDecember2025FebruaryMarchApril
609.06%
248.66%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 24, 2013, corresponding to the inception date of XLKQ.L

Returns By Period

As of Apr 24, 2025, the ETF returned -8.79% Year-To-Date and 17.88% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.75%-5.05%-5.60%8.15%14.14%10.05%
ETF-7.02%-3.35%-5.12%17.28%21.20%18.00%
XLKQ.L
Invesco US Technology Sector UCITS ETF
-14.66%-6.52%-11.46%10.95%22.48%19.34%
PHGP.L
WisdomTree Physical Gold
25.36%8.24%19.35%39.35%13.28%10.05%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.12%-3.43%-5.06%1.54%-7.02%
20243.49%5.27%4.05%-2.59%6.26%9.65%-1.94%1.09%3.32%1.13%2.81%1.18%38.62%
20238.28%-0.86%9.59%-0.06%9.68%3.98%3.07%-0.53%-6.21%0.07%10.58%4.79%49.52%
2022-7.86%-1.64%3.74%-8.55%-3.41%-7.35%8.52%-4.49%-8.45%3.45%4.03%-3.41%-24.11%
2021-0.80%-0.20%1.08%4.95%0.82%3.77%3.19%2.95%-4.49%5.22%4.20%3.94%27.07%
20204.40%-7.04%-4.61%10.57%4.88%6.79%5.40%10.32%-4.28%-4.65%6.97%6.81%39.03%
20195.93%5.58%3.65%4.58%-5.62%7.75%4.22%-1.42%0.86%3.77%3.86%4.38%43.70%
20185.36%0.10%-4.08%1.30%4.61%-0.68%0.82%4.61%-0.24%-5.82%-2.11%-4.77%-1.64%
20172.42%4.24%2.18%1.50%2.94%-2.14%3.90%3.01%-0.32%5.12%1.27%1.34%28.36%
2016-2.70%2.83%5.87%-3.58%2.21%1.17%6.07%0.65%1.46%-0.65%-1.39%2.20%14.54%
2015-1.36%4.29%-3.06%2.18%1.16%-3.80%1.03%-3.17%-2.42%9.27%-1.06%-1.24%1.07%
2014-1.37%5.00%-0.14%0.03%2.34%2.87%1.19%2.15%-1.35%-0.05%4.54%-1.02%14.85%

Expense Ratio

ETF has an expense ratio of 0.19%, 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.


Expense ratio chart for PHGP.L: current value is 0.39%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PHGP.L: 0.39%
Expense ratio chart for XLKQ.L: current value is 0.14%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLKQ.L: 0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ETF is 6666
Overall Rank
The Sharpe Ratio Rank of ETF is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ETF is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ETF is 6868
Calmar Ratio Rank
The Martin Ratio Rank of ETF is 6363
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.86, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.86
^GSPC: 0.49
The chart of Sortino ratio for Portfolio, currently valued at 1.25, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.25
^GSPC: 0.81
The chart of Omega ratio for Portfolio, currently valued at 1.17, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.17
^GSPC: 1.12
The chart of Calmar ratio for Portfolio, currently valued at 0.89, compared to the broader market0.002.004.006.00
Portfolio: 0.89
^GSPC: 0.50
The chart of Martin ratio for Portfolio, currently valued at 3.39, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 3.39
^GSPC: 2.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLKQ.L
Invesco US Technology Sector UCITS ETF
0.460.791.100.451.59
PHGP.L
WisdomTree Physical Gold
2.443.141.435.1213.95

The current ETF Sharpe ratio is 0.71. 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 0.37 to 0.90, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETF 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
0.86
0.49
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


ETF doesn't pay dividends

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
-10.19%
-10.73%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 30.24%, occurring on Oct 11, 2022. Recovery took 167 trading sessions.

The current ETF drawdown is 11.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.24%Jan 4, 2022194Oct 11, 2022167Jun 13, 2023361
-25.92%Feb 20, 202023Mar 23, 202050Jun 5, 202073
-20.58%Feb 20, 202533Apr 7, 2025
-16.31%Oct 3, 201859Dec 24, 201856Mar 15, 2019115
-11.88%Jul 16, 202416Aug 6, 202445Oct 9, 202461

Volatility

Volatility Chart

The current ETF volatility is 12.22%, 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
12.22%
14.23%
ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
0.501.001.502.00
Effective Assets: 1.47

The portfolio contains 2 assets, with an effective number of assets of 1.47, 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

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

^GSPCPHGP.LXLKQ.LPortfolio
^GSPC1.000.020.560.55
PHGP.L0.021.000.030.21
XLKQ.L0.560.031.000.98
Portfolio0.550.210.981.00
The correlation results are calculated based on daily price changes starting from Jun 25, 2013