qqqSP500
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in qqqSP500, 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 Every 3 months.
The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
qqqSP500 | 1.01% | 8.63% | -1.69% | 7.93% | N/A | N/A |
Portfolio components: | ||||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 5.62% | 13.25% | -0.96% | 7.77% | 8.33% | 3.52% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.59% | 0.77% | 2.16% | 5.70% | -0.05% | N/A |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.39% | 3.93% | 0.80% | 6.85% | 2.17% | 2.53% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | -0.84% | 12.53% | -5.62% | 4.73% | 9.98% | N/A |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | -0.26% | 8.42% | -5.79% | 4.85% | 9.88% | N/A |
IWFQ.L iShares MSCI World Quality Factor UCITS | -1.05% | 9.31% | -3.73% | 6.24% | 11.76% | 11.41% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -3.77% | 9.94% | -3.68% | 11.32% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of qqqSP500, 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 | 2.35% | -1.20% | -2.07% | -0.08% | 2.08% | 1.01% | |||||||
2024 | -0.76% | 2.32% | 3.04% | -2.20% | 1.90% | 2.82% | 1.61% | 1.27% | 3.00% | -1.95% | 2.26% | -2.24% | 11.39% |
2023 | 0.55% | 5.12% | 5.71% |
Expense Ratio
qqqSP500 has an expense ratio of 0.18%, 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 qqqSP500 is 36, 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 | |
---|---|---|---|---|---|
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.43 | 0.50 | 1.07 | 0.28 | 0.82 |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.30 | 1.76 | 1.22 | 2.09 | 5.33 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.89 | 1.04 | 1.13 | 1.03 | 3.30 |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.26 | 0.28 | 1.04 | 0.11 | 0.38 |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.27 | 0.29 | 1.04 | 0.12 | 0.41 |
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.40 | 0.44 | 1.06 | 0.22 | 0.94 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.63 | 0.83 | 1.12 | 0.52 | 2.00 |
Dividends
Dividend yield
qqqSP500 provided a 0.62% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.62% | 0.60% | 0.52% | 0.55% | 0.43% | 0.43% | 0.50% | 0.62% | 0.50% | 0.53% | 0.53% | 0.50% |
Portfolio components: | ||||||||||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.60% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 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 qqqSP500. 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 qqqSP500 was 12.14%, occurring on Apr 9, 2025. The portfolio has not yet recovered.
The current qqqSP500 drawdown is 2.53%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.14% | Feb 24, 2025 | 33 | Apr 9, 2025 | — | — | — |
-6.06% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-5.19% | Dec 10, 2024 | 23 | Jan 13, 2025 | 25 | Feb 17, 2025 | 48 |
-3.93% | Apr 5, 2024 | 11 | Apr 19, 2024 | 15 | May 10, 2024 | 26 |
-3.16% | Dec 29, 2023 | 13 | Jan 17, 2024 | 16 | Feb 8, 2024 | 29 |
Volatility
Volatility Chart
The current qqqSP500 volatility is 4.99%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.18, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
^GSPC | AGGU.L | EMB | EIMI.L | CSPX.L | IUVF.L | IWFQ.L | WLDS.L | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.09 | 0.50 | 0.38 | 0.41 | 0.37 | 0.59 | 0.49 | 0.52 |
AGGU.L | 0.09 | 1.00 | 0.51 | 0.09 | 0.10 | 0.10 | 0.09 | 0.18 | 0.21 |
EMB | 0.50 | 0.51 | 1.00 | 0.28 | 0.18 | 0.29 | 0.33 | 0.41 | 0.41 |
EIMI.L | 0.38 | 0.09 | 0.28 | 1.00 | 0.51 | 0.53 | 0.61 | 0.64 | 0.85 |
CSPX.L | 0.41 | 0.10 | 0.18 | 0.51 | 1.00 | 0.59 | 0.77 | 0.67 | 0.81 |
IUVF.L | 0.37 | 0.10 | 0.29 | 0.53 | 0.59 | 1.00 | 0.69 | 0.82 | 0.75 |
IWFQ.L | 0.59 | 0.09 | 0.33 | 0.61 | 0.77 | 0.69 | 1.00 | 0.78 | 0.84 |
WLDS.L | 0.49 | 0.18 | 0.41 | 0.64 | 0.67 | 0.82 | 0.78 | 1.00 | 0.86 |
Portfolio | 0.52 | 0.21 | 0.41 | 0.85 | 0.81 | 0.75 | 0.84 | 0.86 | 1.00 |