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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


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The earliest data available for this chart is Jul 8, 2014, corresponding to the inception date of XLKQ.L

Returns By Period

As of May 11, 2025, the ETF returned -1.42% Year-To-Date and 18.81% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.64%8.97%-2.62%11.90%15.76%10.69%
ETF0.57%11.46%1.89%22.16%21.93%18.99%
XLKQ.L
Invesco US Technology Sector UCITS ETF
-5.53%14.80%-3.92%17.43%23.50%20.66%
PHGP.L
WisdomTree Physical Gold
23.75%-0.62%23.25%35.93%13.01%9.79%
*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%2.99%6.64%0.57%
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%
2022-7.29%-1.64%3.74%-8.55%-3.41%-7.35%8.52%-4.49%-8.45%3.45%4.03%-3.41%-23.64%
2021-0.80%-0.20%1.08%4.95%0.82%3.77%3.19%2.95%-4.49%5.22%4.20%3.31%26.29%
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%
20195.91%6.14%3.60%4.58%-5.62%7.75%4.22%-1.42%1.02%3.59%3.86%4.38%44.38%
20184.64%0.10%-5.38%2.71%4.61%-1.57%1.73%4.91%-0.52%-5.82%-2.16%-5.17%-2.76%
20172.43%4.24%2.18%1.50%2.94%-2.14%3.90%2.03%0.07%5.70%1.27%2.06%29.27%
2016-3.91%2.84%5.86%-3.58%2.21%1.17%6.07%0.65%1.46%-0.65%-1.39%2.21%13.12%
2015-1.34%4.26%-3.04%2.73%0.62%-3.78%0.98%-3.13%-2.43%9.45%-1.29%0.03%2.31%
20142.25%0.74%-1.80%0.59%4.14%-0.63%5.30%

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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF is 73, 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 7373
Overall Rank
The Sharpe Ratio Rank of ETF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF is 7373
Sortino Ratio Rank
The Omega Ratio Rank of ETF is 7373
Omega Ratio Rank
The Calmar Ratio Rank of ETF is 7474
Calmar Ratio Rank
The Martin Ratio Rank of ETF is 7070
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLKQ.L
Invesco US Technology Sector UCITS ETF
0.651.001.130.622.06
PHGP.L
WisdomTree Physical Gold
2.042.841.384.8913.06

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.

ETF Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.03
  • 5-Year: 1.13
  • 10-Year: 1.09
  • All Time: 1.07

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 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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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.


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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 30.13%, occurring on Oct 11, 2022. Recovery took 167 trading sessions.

The current ETF drawdown is 4.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.13%Dec 31, 2021195Oct 11, 2022167Jun 13, 2023362
-25.92%Feb 20, 202023Mar 23, 202050Jun 5, 202073
-20.58%Feb 20, 202533Apr 7, 2025
-15.46%Oct 3, 201864Jan 3, 201951Mar 15, 2019115
-11.88%Jul 16, 202416Aug 6, 202445Oct 9, 202461

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 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
^GSPC1.000.030.530.53
PHGP.L0.031.000.020.21
XLKQ.L0.530.021.000.97
Portfolio0.530.210.971.00
The correlation results are calculated based on daily price changes starting from Jul 9, 2014