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Final ETF portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Final ETF portfolio

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

HYG 8%GC=F 25%UUP 32%FGQD.L 10%MIVU.DE 10%QQQ 10%5MVL.DE 2.5%ZPRV.DE 2.5%BondBondCommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		Emerging Markets Equities
2.50%
FGQD.L
Fidelity Global Quality Income ETF		Global Equities, Dividend
10%
GC=F
Gold
25%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		High Yield Bonds
8%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF		Large Cap Blend Equities
10%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%
UUP
Invesco DB US Dollar Index Bullish Fund		Currency
32%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		Small Cap Value Equities
2.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Dec 14, 2018, corresponding to the inception date of 5MVL.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
Final ETF portfolio6.16%2.46%5.50%15.80%10.29%N/A
Portfolio components:
GC=F
Gold		28.81%4.79%28.06%44.33%14.53%11.24%
FGQD.L
Fidelity Global Quality Income ETF		4.13%3.93%-0.12%8.18%11.96%N/A
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF		5.43%1.14%0.10%14.59%9.99%N/A
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		3.11%1.29%2.34%9.05%4.26%4.14%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		8.99%3.36%8.57%9.42%10.35%N/A
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		-5.08%3.46%-12.92%1.50%15.36%7.48%
QQQ
Invesco QQQ		2.50%7.03%1.54%16.17%18.10%17.87%
UUP
Invesco DB US Dollar Index Bullish Fund		-7.34%-0.98%-5.10%-0.10%3.17%2.23%
*Annualized

Monthly Returns

The table below presents the monthly returns of Final ETF portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.94%-0.12%0.50%0.03%1.97%0.71%6.16%
20241.17%1.34%3.37%0.18%1.39%1.84%1.52%0.93%2.20%1.66%1.59%-0.55%17.90%
20233.45%-1.21%2.77%0.60%0.64%1.33%1.73%-0.20%-1.71%1.08%3.09%2.07%14.36%
2022-2.51%0.75%2.39%-1.91%-1.57%-2.57%2.91%-1.39%-2.77%1.58%2.77%-1.19%-3.70%
2021-0.30%-0.94%2.22%1.60%1.79%-0.23%1.16%1.08%-1.83%2.03%0.25%2.25%9.34%
20201.44%-2.96%-3.52%5.51%2.28%1.63%3.27%1.90%-1.74%-0.98%2.07%2.54%11.62%
20193.93%1.44%0.89%1.21%-1.38%3.91%1.94%1.17%0.08%0.82%0.64%1.76%17.57%
2018-1.14%-1.14%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Final ETF portfolio has an expense ratio of 0.37%, 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.

UUP
Invesco DB US Dollar Index Bullish Fund
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
FGQD.L
Fidelity Global Quality Income ETF
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
QQQ
Invesco QQQ
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 95, Final ETF portfolio is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Final ETF portfolio is 9595
Overall Rank
The Sharpe Ratio Rank of Final ETF portfolio is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of Final ETF portfolio is 9494
Sortino Ratio Rank
The Omega Ratio Rank of Final ETF portfolio is 9696
Omega Ratio Rank
The Calmar Ratio Rank of Final ETF portfolio is 9393
Calmar Ratio Rank
The Martin Ratio Rank of Final ETF portfolio is 9595
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
GC=F
Gold		2.373.191.435.6315.44
FGQD.L
Fidelity Global Quality Income ETF		0.520.671.100.421.80
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF		1.001.401.221.285.28
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		1.572.241.341.879.95
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		0.460.761.100.551.68
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		0.060.311.040.090.26
QQQ
Invesco QQQ		0.620.791.110.481.56
UUP
Invesco DB US Dollar Index Bullish Fund		-0.01-0.110.99-0.10-0.24

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.

Final ETF portfolio Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

  • 1-Year: 2.19
  • 5-Year: 1.63
  • All Time: 1.52

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 0.59 to 1.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Final ETF portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Final ETF portfolio provided a 2.30% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.30%2.20%2.86%1.06%0.61%0.71%1.37%1.15%0.68%0.53%0.57%0.60%
Portfolio components:
GC=F
Gold		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FGQD.L
Fidelity Global Quality Income ETF		2.25%2.31%2.78%2.69%2.46%2.60%2.44%2.70%1.56%0.00%0.00%0.00%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor 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%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		5.86%6.01%5.74%5.30%4.02%4.88%4.99%5.54%5.12%5.27%5.90%5.69%
5MVL.DE
iShares Edge MSCI EM Value Factor 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%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted 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%
QQQ
Invesco QQQ		0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
UUP
Invesco DB US Dollar Index Bullish Fund		4.83%4.48%6.45%0.89%0.00%0.00%2.03%1.08%0.10%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 Final ETF portfolio. 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 Final ETF portfolio was 12.88%, occurring on Mar 20, 2020. Recovery took 73 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.88%Feb 20, 202022Mar 20, 202073Jul 2, 202095
-7.57%Apr 5, 2022138Oct 14, 2022118Mar 30, 2023256
-6.13%Feb 19, 202534Apr 7, 202520May 6, 202554
-3.69%Sep 3, 202016Sep 24, 202037Nov 16, 202053
-3.57%Jul 17, 202414Aug 5, 202415Aug 26, 202429
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 8 assets, with an effective number of assets of 4.94, 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.
^GSPCGC=FUUPMIVU.DEZPRV.DEQQQ5MVL.DEHYGFGQD.LPortfolio
^GSPC1.000.03-0.230.500.490.920.490.740.600.66
GC=F0.031.00-0.380.080.040.030.180.130.130.53
UUP-0.23-0.381.00-0.19-0.22-0.20-0.31-0.34-0.39-0.18
MIVU.DE0.500.08-0.191.000.640.390.500.420.680.63
ZPRV.DE0.490.04-0.220.641.000.340.580.450.730.55
QQQ0.920.03-0.200.390.341.000.450.670.510.62
5MVL.DE0.490.18-0.310.500.580.451.000.450.600.58
HYG0.740.13-0.340.420.450.670.451.000.510.57
FGQD.L0.600.13-0.390.680.730.510.600.511.000.65
Portfolio0.660.53-0.180.630.550.620.580.570.651.00
The correlation results are calculated based on daily price changes starting from Dec 17, 2018
Go to the full Correlations tool for more customization options