qqqSP500goldreit
Asset Allocation
Performance
Performance Chart
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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 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
qqqSP500goldreit | 1.63% | 7.31% | -0.71% | 8.22% | N/A | N/A |
Portfolio components: | ||||||
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 6.03% | 11.25% | 1.77% | 7.71% | 8.08% | 3.55% |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.48% | 0.48% | 1.64% | 5.87% | -0.18% | N/A |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 2.55% | 3.48% | 0.69% | 6.90% | 2.09% | 2.59% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | -0.37% | 11.73% | -4.80% | 4.54% | 9.68% | N/A |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | -0.05% | 8.02% | -5.79% | 4.03% | 9.68% | N/A |
IWFQ.L iShares MSCI World Quality Factor UCITS | -1.01% | 7.37% | -3.82% | 5.45% | 11.49% | 11.50% |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | -4.11% | 7.92% | -4.53% | 9.82% | N/A | N/A |
SGLN.L iShares Physical Gold ETC | 28.20% | 5.49% | 24.30% | 41.06% | 12.62% | 12.28% |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 4.28% | 9.61% | -2.04% | 9.68% | 5.64% | N/A |
Monthly Returns
The table below presents the monthly returns of qqqSP500goldreit, 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 | 2.44% | -1.07% | -1.85% | 0.05% | 2.12% | 1.63% | |||||||
2024 | -0.80% | 2.22% | 3.14% | -2.11% | 1.93% | 2.78% | 1.69% | 1.44% | 3.05% | -1.85% | 2.12% | -2.28% | 11.66% |
2023 | 0.62% | 5.11% | 5.76% |
Expense Ratio
qqqSP500goldreit has an expense ratio of 0.19%, 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 qqqSP500goldreit is 42, 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 | 0.44 | 0.50 | 1.07 | 0.28 | 0.81 |
AGGU.L iShares Core Global Aggregate Bond UCITS ETF | 1.30 | 1.73 | 1.22 | 2.06 | 5.26 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 0.86 | 1.13 | 1.15 | 1.13 | 3.62 |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.25 | 0.35 | 1.05 | 0.15 | 0.54 |
IUVF.L iShares Edge MSCI USA Value Factor UCITS | 0.25 | 0.29 | 1.04 | 0.13 | 0.42 |
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.37 | 0.41 | 1.06 | 0.20 | 0.86 |
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 0.60 | 0.70 | 1.11 | 0.42 | 1.63 |
SGLN.L iShares Physical Gold ETC | 2.41 | 3.08 | 1.42 | 5.21 | 13.69 |
DPYA.L iShares Developed Markets Property Yield UCITS ETF USD (Acc) | 0.63 | 0.70 | 1.10 | 0.38 | 1.11 |
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Dividends
Dividend yield
qqqSP500goldreit provided a 0.61% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.61% | 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 | 5.59% | 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% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DPYA.L iShares Developed Markets Property Yield 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the qqqSP500goldreit. 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 qqqSP500goldreit was 11.79%, occurring on Apr 9, 2025. The portfolio has not yet recovered.
The current qqqSP500goldreit drawdown is 2.09%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.79% | Feb 24, 2025 | 33 | Apr 9, 2025 | — | — | — |
-5.9% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
-5.12% | Dec 10, 2024 | 23 | Jan 13, 2025 | 24 | Feb 14, 2025 | 47 |
-3.77% | Apr 5, 2024 | 11 | Apr 19, 2024 | 15 | May 10, 2024 | 26 |
-3.15% | Dec 29, 2023 | 13 | Jan 17, 2024 | 17 | Feb 9, 2024 | 30 |
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 9 assets, with an effective number of assets of 5.48, 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 | SGLN.L | EMB | CSPX.L | DPYA.L | EIMI.L | IUVF.L | IWFQ.L | WLDS.L | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.09 | 0.12 | 0.50 | 0.41 | 0.27 | 0.38 | 0.37 | 0.59 | 0.48 | 0.51 |
AGGU.L | 0.09 | 1.00 | 0.17 | 0.51 | 0.10 | 0.41 | 0.09 | 0.10 | 0.09 | 0.18 | 0.22 |
SGLN.L | 0.12 | 0.17 | 1.00 | 0.29 | 0.07 | 0.21 | 0.26 | 0.13 | 0.19 | 0.23 | 0.27 |
EMB | 0.50 | 0.51 | 0.29 | 1.00 | 0.18 | 0.44 | 0.28 | 0.29 | 0.33 | 0.41 | 0.42 |
CSPX.L | 0.41 | 0.10 | 0.07 | 0.18 | 1.00 | 0.46 | 0.51 | 0.59 | 0.77 | 0.66 | 0.81 |
DPYA.L | 0.27 | 0.41 | 0.21 | 0.44 | 0.46 | 1.00 | 0.46 | 0.60 | 0.45 | 0.66 | 0.62 |
EIMI.L | 0.38 | 0.09 | 0.26 | 0.28 | 0.51 | 0.46 | 1.00 | 0.53 | 0.61 | 0.64 | 0.85 |
IUVF.L | 0.37 | 0.10 | 0.13 | 0.29 | 0.59 | 0.60 | 0.53 | 1.00 | 0.69 | 0.82 | 0.74 |
IWFQ.L | 0.59 | 0.09 | 0.19 | 0.33 | 0.77 | 0.45 | 0.61 | 0.69 | 1.00 | 0.78 | 0.84 |
WLDS.L | 0.48 | 0.18 | 0.23 | 0.41 | 0.66 | 0.66 | 0.64 | 0.82 | 0.78 | 1.00 | 0.86 |
Portfolio | 0.51 | 0.22 | 0.27 | 0.42 | 0.81 | 0.62 | 0.85 | 0.74 | 0.84 | 0.86 | 1.00 |