70 VWCE - 10 ZPRV - 20 VUAA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 70% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in 70 VWCE - 10 ZPRV - 20 VUAA, 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 Quarterly
Returns
As of May 27, 2023, the 70 VWCE - 10 ZPRV - 20 VUAA returned 7.92% Year-To-Date and 7.81% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 8.86% | 8.50% |
| 70 VWCE - 10 ZPRV - 20 VUAA | -0.06% | 7.92% | 5.58% | 0.95% | 7.51% | 7.81% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -0.12% | 8.59% | 6.82% | 1.48% | 6.66% | 7.09% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | -1.77% | -1.28% | -5.42% | -6.53% | 5.56% | 6.35% |
VOO Vanguard S&P 500 ETF | 1.00% | 10.28% | 6.97% | 2.84% | 10.70% | 10.48% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ZPRV.DE | VOO | VT | |
|---|---|---|---|
| ZPRV.DE | 1.00 | 0.43 | 0.47 |
| VOO | 0.43 | 1.00 | 0.95 |
| VT | 0.47 | 0.95 | 1.00 |
Dividend yield
70 VWCE - 10 ZPRV - 20 VUAA granted a 2.02% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70 VWCE - 10 ZPRV - 20 VUAA | 2.02% | 1.88% | 1.56% | 1.53% | 2.13% | 2.38% | 2.04% | 2.36% | 2.49% | 2.48% | 2.21% | 2.56% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.34% | 2.21% | 1.87% | 1.73% | 2.47% | 2.77% | 2.36% | 2.73% | 2.88% | 2.92% | 2.53% | 2.90% |
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% |
VOO Vanguard S&P 500 ETF | 1.93% | 1.70% | 1.27% | 1.60% | 1.99% | 2.22% | 1.95% | 2.25% | 2.40% | 2.16% | 2.18% | 2.64% |
Expense Ratio
The 70 VWCE - 10 ZPRV - 20 VUAA has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.27 | ||||
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | -0.30 | ||||
VOO Vanguard S&P 500 ETF | 0.36 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 70 VWCE - 10 ZPRV - 20 VUAA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 70 VWCE - 10 ZPRV - 20 VUAA is 35.27%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.27% | Feb 13, 2020 | 28 | Mar 23, 2020 | 111 | Aug 26, 2020 | 139 |
| -25.09% | Jan 5, 2022 | 200 | Oct 12, 2022 | — | — | — |
| -19.2% | Jan 29, 2018 | 235 | Dec 24, 2018 | 134 | Jul 3, 2019 | 369 |
| -18.75% | May 22, 2015 | 185 | Feb 11, 2016 | 146 | Sep 6, 2016 | 331 |
| -7.95% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility Chart
The current 70 VWCE - 10 ZPRV - 20 VUAA volatility is 3.70%, 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.