CW8 (msci world) 100%
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
URTH iShares MSCI World ETF | Large Cap Growth Equities | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of May 11, 2025, the CW8 (msci world) 100% returned 0.82% Year-To-Date and 9.64% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| CW8 (msci world) 100% | 0.82% | 8.80% | -1.27% | 10.22% | 14.38% | 9.64% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 0.82% | 8.80% | -1.27% | 10.22% | 14.38% | 9.64% |
Monthly Returns
The table below presents the monthly returns of CW8 (msci world) 100%, 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 | 3.32% | -0.41% | -4.26% | 0.72% | 1.62% | 0.82% | |||||||
| 2024 | 0.89% | 4.53% | 3.30% | -3.96% | 4.70% | 2.04% | 1.68% | 2.81% | 1.77% | -2.03% | 4.82% | -2.84% | 18.66% |
| 2023 | 7.10% | -2.59% | 3.24% | 1.80% | -0.99% | 6.01% | 3.23% | -2.21% | -4.40% | -2.55% | 9.11% | 4.96% | 23.95% |
| 2022 | -5.17% | -2.91% | 2.87% | -8.38% | 0.44% | -8.59% | 8.13% | -4.58% | -9.37% | 7.47% | 7.47% | -4.67% | -17.97% |
| 2021 | -0.82% | 2.49% | 3.69% | 4.32% | 1.61% | 1.57% | 1.79% | 2.48% | -4.21% | 5.84% | -2.05% | 4.02% | 22.27% |
| 2020 | -1.06% | -8.25% | -13.09% | 10.82% | 5.03% | 2.62% | 4.89% | 6.53% | -3.34% | -3.00% | 12.86% | 3.93% | 15.78% |
| 2019 | 7.72% | 2.98% | 1.49% | 3.72% | -5.79% | 6.34% | 0.93% | -2.20% | 2.16% | 2.55% | 2.81% | 3.05% | 28.15% |
| 2018 | 5.19% | -4.36% | -1.70% | 0.74% | 0.67% | 0.15% | 3.01% | 1.14% | 0.75% | -7.13% | 1.13% | -7.64% | -8.56% |
| 2017 | 2.78% | 2.62% | 1.03% | 1.68% | 2.08% | 0.40% | 2.43% | 0.09% | 2.11% | 2.13% | 1.96% | 1.57% | 22.95% |
| 2016 | -6.11% | -0.58% | 6.77% | 1.07% | 0.81% | -0.75% | 4.15% | 0.33% | 0.29% | -2.12% | 1.67% | 2.08% | 7.31% |
| 2015 | -2.50% | 6.68% | -1.44% | 1.78% | 0.43% | -2.71% | 2.63% | -6.57% | -3.55% | 6.96% | 0.28% | -1.76% | -0.64% |
| 2014 | -4.11% | 5.28% | 0.36% | -0.62% | 3.18% | 1.30% | -1.64% | 2.77% | -3.21% | 0.85% | 1.79% | -1.25% | 4.37% |
Expense Ratio
CW8 (msci world) 100% has an expense ratio of 0.24%, 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 CW8 (msci world) 100% is 52, 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 0.58 | 0.98 | 1.14 | 0.65 | 2.80 |
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Dividends
Dividend yield
CW8 (msci world) 100% provided a 1.46% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.46% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.46% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.19 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.10 | $2.29 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.09 | $2.26 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.01 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.84 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.03 | $2.03 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.79 | $1.71 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.92 | $2.13 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.05 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.76 | $1.81 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $1.66 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.74 | $1.57 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.89 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.75 | $1.64 |
| 2014 | $0.98 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.68 | $1.66 |
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 CW8 (msci world) 100%. 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 CW8 (msci world) 100% was 34.01%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current CW8 (msci world) 100% drawdown is 4.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.01% | Feb 13, 2020 | 27 | Mar 23, 2020 | 107 | Aug 24, 2020 | 134 |
| -26.05% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -18.89% | May 20, 2015 | 184 | Feb 11, 2016 | 212 | Dec 13, 2016 | 396 |
| -18.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 89 | May 3, 2019 | 318 |
| -16.94% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
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 1 assets, with an effective number of assets of 1.00, 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
| ^GSPC | URTH | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.88 | 0.88 |
| URTH | 0.88 | 1.00 | 1.00 |
| Portfolio | 0.88 | 1.00 | 1.00 |