ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
URTH iShares MSCI World ETF | Large Cap Growth Equities | 100% |
Performance
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 Quarterly
Returns
As of Sep 21, 2023, the ETF returned 14.07% Year-To-Date and 8.49% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.84% |
| ETF | 1.00% | 10.20% | 14.07% | 18.90% | 7.91% | 8.54% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 1.00% | 10.20% | 14.07% | 18.90% | 7.91% | 8.54% |
| Returns over 1 year are annualized | ||||||
Dividend yield
ETF granted a 1.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 1.62% | 1.70% | 1.54% | 1.59% | 2.29% | 2.50% | 2.09% | 2.42% | 2.71% | 2.73% | 1.26% | 3.29% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.62% | 1.70% | 1.54% | 1.59% | 2.29% | 2.50% | 2.09% | 2.42% | 2.71% | 2.73% | 1.26% | 3.29% |
Expense Ratio
The ETF has a high expense ratio of 0.24%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 0.92 |
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 ETF. 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 ETF is 34.01%, recorded on Mar 23, 2020. It took 107 trading sessions for the portfolio to recover.
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 | — | — | — |
| -18.89% | May 20, 2015 | 184 | Feb 11, 2016 | 212 | Dec 13, 2016 | 396 |
| -18.58% | Jan 29, 2018 | 229 | Dec 24, 2018 | 86 | Apr 30, 2019 | 315 |
| -11.39% | Mar 28, 2012 | 22 | Jun 5, 2012 | 21 | Sep 7, 2012 | 43 |
Volatility Chart
The current ETF volatility is 3.32%, 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.