WORL EM OB
Asset Allocation
Performance
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
Returns
As of Oct 3, 2023, the WORL EM OB returned 4.11% Year-To-Date and 6.47% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 7.96% | 10.89% |
| WORL EM OB | -4.50% | -1.81% | 4.11% | 10.19% | 4.09% | 6.47% |
| Portfolio components: | ||||||
EEM iShares MSCI Emerging Markets ETF | -4.72% | -3.75% | 0.41% | 8.99% | 0.55% | 4.94% |
SHY iShares 1-3 Year Treasury Bond ETF | -0.12% | -0.45% | 1.52% | 1.99% | 0.89% | 0.63% |
TLT iShares 20+ Year Treasury Bond ETF | -8.06% | -17.48% | -10.53% | -13.59% | -3.15% | -3.03% |
IEI iShares 3-7 Year Treasury Bond ETF | -1.39% | -3.93% | -0.48% | -0.02% | 0.45% | 0.04% |
CW8G.L Amundi MSCI World UCITS USD | -5.08% | 1.94% | 9.67% | 18.19% | 7.03% | 10.01% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.06% | 0.95% | -1.30% | 3.94% | 2.97% | -2.91% | -3.64% |
Dividend yield
WORL EM OB granted a 1.30% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WORL EM OB | 1.30% | 1.08% | 0.73% | 0.69% | 1.30% | 1.18% | 0.98% | 0.98% | 1.16% | 1.08% | 1.06% | 0.92% |
| Portfolio components: | ||||||||||||
EEM iShares MSCI Emerging Markets ETF | 2.37% | 2.52% | 2.06% | 1.53% | 2.95% | 2.45% | 2.11% | 2.15% | 2.89% | 2.65% | 2.49% | 2.08% |
SHY iShares 1-3 Year Treasury Bond ETF | 2.73% | 1.33% | 0.27% | 0.98% | 2.22% | 1.84% | 1.07% | 0.78% | 0.60% | 0.40% | 0.29% | 0.41% |
TLT iShares 20+ Year Treasury Bond ETF | 3.68% | 2.73% | 1.57% | 1.60% | 2.45% | 2.91% | 2.76% | 3.03% | 3.11% | 3.27% | 4.10% | 3.48% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.20% | 1.40% | 0.75% | 1.16% | 2.11% | 2.09% | 1.65% | 1.47% | 1.56% | 1.40% | 0.89% | 1.01% |
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% |
Expense Ratio
The WORL EM OB has a high expense ratio of 0.35%, 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 | |
|---|---|---|---|---|---|
EEM iShares MSCI Emerging Markets ETF | 0.57 | ||||
SHY iShares 1-3 Year Treasury Bond ETF | 0.77 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.73 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | 0.07 | ||||
CW8G.L Amundi MSCI World UCITS USD | 0.75 |
Asset Correlations Table
| CW8G.L | EEM | SHY | TLT | IEI | |
|---|---|---|---|---|---|
| CW8G.L | 1.00 | 0.56 | -0.06 | -0.11 | -0.08 |
| EEM | 0.56 | 1.00 | -0.06 | -0.13 | -0.10 |
| SHY | -0.06 | -0.06 | 1.00 | 0.61 | 0.86 |
| TLT | -0.11 | -0.13 | 0.61 | 1.00 | 0.82 |
| IEI | -0.08 | -0.10 | 0.86 | 0.82 | 1.00 |
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 WORL EM OB. 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 WORL EM OB is 25.03%, recorded on Oct 11, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.03% | Nov 9, 2021 | 240 | Oct 11, 2022 | — | — | — |
| -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 |
| -5.17% | Feb 16, 2021 | 14 | Mar 5, 2021 | 34 | Apr 23, 2021 | 48 |
| -5.13% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility Chart
The current WORL EM OB volatility is 2.41%, 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.