90 VWCE - 10 ZPRV
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 90% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 90 VWCE - 10 ZPRV, 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.
The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE
Returns By Period
As of Apr 19, 2025, the 90 VWCE - 10 ZPRV returned -5.93% Year-To-Date and 7.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| 90 VWCE - 10 ZPRV | -5.88% | -6.11% | -7.75% | 7.05% | 12.99% | 7.76% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -5.05% | -5.67% | -6.79% | 8.02% | 12.58% | 7.90% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | -13.59% | -10.41% | -16.49% | -1.92% | 17.78% | 6.40% |
Monthly Returns
The table below presents the monthly returns of 90 VWCE - 10 ZPRV, 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 | 3.26% | -0.90% | -3.69% | -4.49% | -5.88% | ||||||||
| 2024 | -0.38% | 4.17% | 3.38% | -3.81% | 4.49% | 1.25% | 2.82% | 1.91% | 2.19% | -1.99% | 4.65% | -3.60% | 15.57% |
| 2023 | 7.98% | -2.91% | 1.69% | 1.18% | -1.43% | 6.28% | 4.03% | -2.86% | -4.34% | -3.30% | 9.04% | 6.00% | 22.12% |
| 2022 | -4.67% | -2.18% | 1.85% | -7.80% | 0.41% | -8.34% | 7.25% | -3.81% | -9.47% | 6.77% | 7.74% | -4.48% | -17.29% |
| 2021 | 0.50% | 3.17% | 3.16% | 4.09% | 1.71% | 0.95% | 0.38% | 2.25% | -3.81% | 4.99% | -2.64% | 3.83% | 19.78% |
| 2020 | -1.93% | -7.58% | -15.71% | 10.70% | 5.11% | 3.11% | 5.03% | 6.16% | -3.06% | -1.64% | 13.15% | 5.02% | 15.79% |
| 2019 | 8.43% | 2.99% | 0.68% | 3.50% | -6.29% | 6.36% | 0.16% | -2.57% | 2.50% | 2.70% | 2.68% | 3.50% | 26.62% |
| 2018 | 5.03% | -4.45% | -1.32% | 0.73% | 0.97% | -0.41% | 2.66% | 1.02% | -0.10% | -7.90% | 1.58% | -7.80% | -10.36% |
| 2017 | 2.56% | 2.65% | 1.15% | 1.52% | 1.35% | 0.89% | 2.50% | 0.18% | 2.49% | 1.91% | 2.05% | 1.59% | 22.89% |
| 2016 | -6.54% | -0.52% | 8.17% | 1.30% | 0.57% | -0.74% | 4.78% | 0.43% | 0.74% | -2.15% | 2.28% | 1.97% | 10.01% |
| 2015 | -0.05% | -1.11% | 2.36% | 0.25% | -2.15% | 0.32% | -7.07% | -3.31% | 7.03% | 0.29% | -2.41% | -6.31% |
Expense Ratio
90 VWCE - 10 ZPRV has an expense ratio of 0.09%, 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 90 VWCE - 10 ZPRV is 29, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.30 | 0.55 | 1.08 | 0.32 | 1.52 |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | -0.19 | -0.10 | 0.99 | -0.15 | -0.52 |
Dividends
Dividend yield
90 VWCE - 10 ZPRV provided a 1.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 1.76% | 1.87% | 1.98% | 1.64% | 1.49% | 2.09% | 2.28% | 1.90% | 2.15% | 2.21% | 2.19% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.03% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 90 VWCE - 10 ZPRV. 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 90 VWCE - 10 ZPRV was 35.36%, occurring on Mar 23, 2020. Recovery took 113 trading sessions.
The current 90 VWCE - 10 ZPRV drawdown is 10.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.36% | Jan 21, 2020 | 45 | Mar 23, 2020 | 113 | Aug 28, 2020 | 158 |
| -25.79% | Nov 9, 2021 | 240 | Oct 12, 2022 | 333 | Jan 26, 2024 | 573 |
| -20.09% | May 22, 2015 | 185 | Feb 11, 2016 | 212 | Dec 7, 2016 | 397 |
| -19.88% | Jan 29, 2018 | 235 | Dec 24, 2018 | 217 | Oct 28, 2019 | 452 |
| -16.68% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current 90 VWCE - 10 ZPRV volatility is 11.30%, 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.
Diversification
Asset Correlations Table
| VT | ZPRV.DE | |
|---|---|---|
| VT | 1.00 | 0.48 |
| ZPRV.DE | 0.48 | 1.00 |