WORL EM OB
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in WORL EM OB, 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
The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of CW8G.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| WORL EM OB | 13.09% | 1.11% | 12.21% | 26.62% | 7.22% | N/A |
| Portfolio components: | ||||||
EEM iShares MSCI Emerging Markets ETF | 14.19% | 4.37% | 14.39% | 27.16% | 3.71% | 3.30% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.64% | -0.42% | 3.74% | 6.01% | 1.23% | 1.20% |
TLT iShares 20+ Year Treasury Bond ETF | -2.22% | -4.76% | 7.59% | 17.30% | -5.23% | -0.02% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.61% | -1.79% | 4.93% | 8.02% | 0.18% | 1.20% |
CW8G.L Amundi MSCI World UCITS USD | 18.57% | 1.21% | 14.62% | 34.98% | 12.30% | N/A |
Monthly Returns
The table below presents the monthly returns of WORL EM OB, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.61% | 2.49% | 2.54% | -2.39% | 2.50% | 2.66% | 1.42% | 1.48% | 2.74% | 13.09% | |||
| 2023 | 6.23% | -3.81% | 3.06% | 0.95% | -1.29% | 3.93% | 2.97% | -2.91% | -3.64% | -2.95% | 7.43% | 4.77% | 14.76% |
| 2022 | -3.83% | -2.09% | 0.04% | -6.31% | -0.80% | -5.61% | 3.78% | -2.65% | -7.83% | 1.57% | 7.54% | -2.34% | -17.92% |
| 2021 | 0.27% | 0.78% | 1.17% | 2.59% | 1.25% | 1.33% | -0.29% | 1.53% | -3.10% | 2.85% | -1.38% | 2.13% | 9.35% |
| 2020 | -1.04% | -4.84% | -8.20% | 6.72% | 2.82% | 3.26% | 4.55% | 4.01% | -1.72% | -1.63% | 8.48% | 4.08% | 16.28% |
| 2019 | 6.63% | 1.19% | 1.52% | 2.11% | -3.68% | 4.61% | -0.21% | -1.19% | 1.44% | 2.20% | 1.49% | 3.20% | 20.67% |
| 2018 | 3.98% | -3.60% | -1.06% | 0.12% | -0.32% | -0.87% | 2.08% | -0.42% | 0.04% | -6.08% | 1.66% | -3.83% | -8.40% |
| 2017 | 2.53% | 1.98% | 1.78% | 1.26% | 1.77% | 0.67% | 2.69% | 1.02% | 0.56% | 1.93% | 0.94% | 2.02% | 20.91% |
| 2016 | 0.66% | 6.36% | 0.50% | -0.53% | 1.43% | 3.58% | 0.40% | 0.69% | -1.32% | -1.27% | 1.20% | 12.07% |
Expense Ratio
WORL EM OB features an expense ratio of 0.35%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of WORL EM OB is 72, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 1.82 | 2.58 | 1.33 | 0.84 | 10.14 |
SHY iShares 1-3 Year Treasury Bond ETF | 3.01 | 4.91 | 1.66 | 2.11 | 19.46 |
TLT iShares 20+ Year Treasury Bond ETF | 1.05 | 1.58 | 1.18 | 0.33 | 2.77 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.65 | 2.48 | 1.31 | 0.59 | 6.11 |
CW8G.L Amundi MSCI World UCITS USD | 3.37 | 4.68 | 1.66 | 2.93 | 21.94 |
Dividends
Dividend yield
WORL EM OB granted a 1.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WORL EM OB | 1.45% | 1.38% | 1.07% | 0.70% | 0.66% | 1.22% | 1.08% | 0.88% | 0.86% | 1.00% | 0.91% | 0.86% |
| Portfolio components: | ||||||||||||
EEM iShares MSCI Emerging Markets ETF | 2.28% | 2.63% | 2.50% | 1.99% | 1.45% | 2.76% | 2.22% | 1.87% | 1.88% | 2.48% | 2.22% | 2.04% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.78% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
TLT iShares 20+ Year Treasury Bond ETF | 3.89% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.03% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
CW8G.L Amundi MSCI World UCITS USD | 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 WORL EM OB. 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 WORL EM OB was 25.02%, occurring on Oct 11, 2022. Recovery took 432 trading sessions.
The current WORL EM OB drawdown is 0.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.02% | Nov 9, 2021 | 240 | Oct 11, 2022 | 432 | Jun 18, 2024 | 672 |
| -23.02% | Jan 21, 2020 | 42 | Mar 18, 2020 | 83 | Jul 15, 2020 | 125 |
| -14.21% | Jan 29, 2018 | 236 | Dec 27, 2018 | 214 | Oct 28, 2019 | 450 |
| -5.44% | Jul 15, 2024 | 17 | Aug 6, 2024 | 11 | Aug 21, 2024 | 28 |
| -5.17% | Feb 16, 2021 | 14 | Mar 5, 2021 | 34 | Apr 23, 2021 | 48 |
Volatility
Volatility Chart
The current WORL EM OB volatility is 2.50%, 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
| CW8G.L | EEM | SHY | TLT | IEI | |
|---|---|---|---|---|---|
| CW8G.L | 1.00 | 0.56 | -0.03 | -0.08 | -0.04 |
| EEM | 0.56 | 1.00 | -0.03 | -0.10 | -0.07 |
| SHY | -0.03 | -0.03 | 1.00 | 0.62 | 0.88 |
| TLT | -0.08 | -0.10 | 0.62 | 1.00 | 0.83 |
| IEI | -0.04 | -0.07 | 0.88 | 0.83 | 1.00 |