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WORL EM OB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

WORL EM OB

Currency in USD · Last updated May 11, 2025

Asset Allocation

IEI 9%SHY 8%TLT 8%CW8G.L 50%EEM 25%BondBondEquityEquity
PositionCategory/SectorTarget Weight
CW8G.L
Amundi MSCI World UCITS USD		Global Equities
50%
EEM
iShares MSCI Emerging Markets ETF		Asia Pacific Equities
25%
IEI
iShares 3-7 Year Treasury Bond ETF		Government Bonds
9%
SHY
iShares 1-3 Year Treasury Bond ETF		Government Bonds
8%
TLT
iShares 20+ Year Treasury Bond ETF		Government Bonds
8%

Performance

Performance Chart

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The earliest data available for this chart is Feb 23, 2016, corresponding to the inception date of CW8G.L

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
WORL EM OB2.38%7.31%0.11%8.12%7.87%N/A
Portfolio components:
EEM
iShares MSCI Emerging Markets ETF		7.39%10.94%2.28%8.20%6.33%2.83%
SHY
iShares 1-3 Year Treasury Bond ETF		1.93%0.20%2.50%5.59%1.04%1.40%
TLT
iShares 20+ Year Treasury Bond ETF		1.08%1.10%-3.86%0.64%-9.14%-0.54%
IEI
iShares 3-7 Year Treasury Bond ETF		3.07%0.50%2.93%6.40%-0.59%1.33%
CW8G.L
Amundi MSCI World UCITS USD		0.01%9.06%-1.39%9.73%13.80%N/A
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.43%-0.29%-1.84%0.49%1.62%2.38%
2024-0.61%2.49%2.54%-2.39%2.50%2.66%1.42%1.48%2.74%-1.94%1.81%-2.20%10.77%
20236.23%-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%
20210.27%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%
20196.63%1.19%1.52%2.11%-3.68%4.62%-0.21%-1.19%1.44%2.20%1.49%3.20%20.68%
20183.98%-3.60%-1.06%0.12%-0.32%-0.87%2.08%-0.42%0.04%-6.08%1.66%-3.83%-8.39%
20172.53%1.98%1.78%1.26%1.77%0.67%2.69%1.02%0.56%1.93%0.94%2.02%20.91%
20160.66%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 has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EEM
iShares MSCI Emerging Markets ETF
CW8G.L
Amundi MSCI World UCITS USD
SHY
iShares 1-3 Year Treasury Bond ETF
TLT
iShares 20+ Year Treasury Bond ETF
IEI
iShares 3-7 Year Treasury Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of WORL EM OB is 43, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of WORL EM OB is 4343
Overall Rank
The Sharpe Ratio Rank of WORL EM OB is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of WORL EM OB is 3232
Sortino Ratio Rank
The Omega Ratio Rank of WORL EM OB is 3232
Omega Ratio Rank
The Calmar Ratio Rank of WORL EM OB is 3838
Calmar Ratio Rank
The Martin Ratio Rank of WORL EM OB is 4747
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EEM
iShares MSCI Emerging Markets ETF		0.430.551.070.200.88
SHY
iShares 1-3 Year Treasury Bond ETF		3.295.521.735.5215.57
TLT
iShares 20+ Year Treasury Bond ETF		0.01-0.041.00-0.03-0.18
IEI
iShares 3-7 Year Treasury Bond ETF		1.502.181.270.583.48
CW8G.L
Amundi MSCI World UCITS USD		0.610.761.110.441.93

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

WORL EM OB Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 0.68
  • All Time: 0.69

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of WORL EM OB compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

WORL EM OB provided a 1.52% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.52%1.55%1.38%1.07%0.70%0.66%1.22%1.08%0.88%0.86%1.00%0.91%
Portfolio components:
EEM
iShares MSCI Emerging Markets ETF		2.26%2.43%2.63%2.50%1.99%1.45%2.76%2.24%1.89%1.89%2.49%2.23%
SHY
iShares 1-3 Year Treasury Bond ETF		3.95%3.92%2.99%1.30%0.24%0.94%2.12%1.72%0.98%0.71%0.54%0.36%
TLT
iShares 20+ Year Treasury Bond ETF		4.35%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%
IEI
iShares 3-7 Year Treasury Bond ETF		3.24%3.18%2.36%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%
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.

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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 1.93%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.02%Nov 9, 2021240Oct 11, 2022432Jun 18, 2024672
-23.02%Jan 21, 202042Mar 18, 202083Jul 15, 2020125
-14.21%Jan 29, 2018236Dec 27, 2018214Oct 28, 2019450
-11.66%Feb 21, 202532Apr 7, 2025———
-5.44%Jul 15, 202417Aug 6, 202411Aug 21, 202428

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 5 assets, with an effective number of assets of 3.00, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSHYTLTIEICW8G.LEEMPortfolio
^GSPC1.00-0.07-0.12-0.110.610.680.69
SHY-0.071.000.620.88-0.03-0.030.06
TLT-0.120.621.000.82-0.07-0.090.04
IEI-0.110.880.821.00-0.04-0.060.06
CW8G.L0.61-0.03-0.07-0.041.000.550.91
EEM0.68-0.03-0.09-0.060.551.000.81
Portfolio0.690.060.040.060.910.811.00
The correlation results are calculated based on daily price changes starting from Feb 24, 2016