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

Final ETF portfolio

Last updated Apr 20, 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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Final ETF portfolio, 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.

80.00%90.00%100.00%110.00%120.00%130.00%140.00%NovemberDecember2025FebruaryMarchApril
87.48%
103.18%
Final ETF portfolio
Benchmark (^GSPC)
Portfolio components

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		-10.18%-6.71%-9.92%6.35%13.40%9.65%
Final ETF portfolio1.83%-1.09%2.35%12.46%8.88%N/A
Portfolio components:
GC=F
Gold		25.84%8.84%21.93%37.95%12.76%9.46%
FGQD.L
Fidelity Global Quality Income ETF		-4.98%-5.38%-8.61%4.82%10.73%N/A
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF		1.91%-2.63%-2.20%13.90%8.80%N/A
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		0.28%-1.50%0.30%8.56%4.26%3.75%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		-0.31%-6.67%-5.07%9.75%8.86%N/A
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		-13.59%-10.41%-16.49%-1.92%16.00%6.54%
QQQ
Invesco QQQ		-13.00%-7.20%-9.91%7.76%14.55%16.07%
UUP
Invesco DB US Dollar Index Bullish Fund		-7.21%-3.91%-1.72%-1.27%2.19%2.05%
*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%-1.45%1.83%
20241.19%1.32%3.37%0.18%1.39%1.84%1.52%0.93%2.19%1.66%1.59%-0.55%17.90%
20233.44%-1.21%2.98%0.31%0.89%1.26%1.22%0.21%-1.48%0.76%3.17%2.08%14.35%
2022-2.50%0.75%2.00%-1.49%-1.58%-2.64%3.05%-1.65%-2.45%1.57%2.61%-1.16%-3.70%
2021-0.29%-0.94%2.36%1.40%1.80%-0.17%1.15%0.98%-1.78%2.17%0.09%2.24%9.28%
20201.50%-3.01%-3.68%5.89%2.06%1.31%3.75%1.74%-1.53%-1.23%2.00%2.60%11.55%
20193.86%1.49%0.80%1.33%-1.24%3.30%2.17%1.46%0.20%0.55%0.69%1.79%17.57%
2018-1.06%-1.06%

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
Expense ratio chart for UUP: current value is 0.75%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UUP: 0.75%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
Expense ratio chart for HYG: current value is 0.49%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
HYG: 0.49%
FGQD.L
Fidelity Global Quality Income ETF
Expense ratio chart for FGQD.L: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
FGQD.L: 0.40%
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)
Expense ratio chart for 5MVL.DE: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
5MVL.DE: 0.40%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
Expense ratio chart for ZPRV.DE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
ZPRV.DE: 0.30%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF
Expense ratio chart for MIVU.DE: current value is 0.18%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MIVU.DE: 0.18%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, Final ETF portfolio is among the top 7% 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 9393
Overall Rank
The Sharpe Ratio Rank of Final ETF portfolio is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of Final ETF portfolio is 9292
Sortino Ratio Rank
The Omega Ratio Rank of Final ETF portfolio is 9494
Omega Ratio Rank
The Calmar Ratio Rank of Final ETF portfolio is 9292
Calmar Ratio Rank
The Martin Ratio Rank of Final ETF portfolio is 9393
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.

Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 1.63, compared to the broader market-4.00-2.000.002.00
Portfolio: 1.63
^GSPC: 0.24
The chart of Sortino ratio for Portfolio, currently valued at 2.11, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 2.11
^GSPC: 0.47
The chart of Omega ratio for Portfolio, currently valued at 1.32, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.32
^GSPC: 1.07
The chart of Calmar ratio for Portfolio, currently valued at 1.83, compared to the broader market0.001.002.003.004.005.006.00
Portfolio: 1.83
^GSPC: 0.24
The chart of Martin ratio for Portfolio, currently valued at 8.48, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 8.48
^GSPC: 1.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GC=F
Gold		2.583.301.465.2113.28
FGQD.L
Fidelity Global Quality Income ETF		-0.030.061.01-0.03-0.15
MIVU.DE
Amundi MSCI USA Minimum Volatility Factor UCITS ETF		0.761.091.180.923.91
HYG
iShares iBoxx $ High Yield Corporate Bond ETF		1.231.831.271.488.15
5MVL.DE
iShares Edge MSCI EM Value Factor UCITS ETF USD(Acc)		0.030.181.020.040.12
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		-0.36-0.360.95-0.29-1.00
QQQ
Invesco QQQ		0.030.221.030.040.13
UUP
Invesco DB US Dollar Index Bullish Fund		-0.10-0.080.99-0.08-0.27

The current Final ETF portfolio Sharpe ratio is 1.63. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.21 to 0.77, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Final ETF portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.63
0.24
Final ETF portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Final ETF portfolio provided a 2.34% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio2.34%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		2.58%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		5.95%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		0.67%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		4.82%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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.49%
-14.02%
Final ETF portfolio
Benchmark (^GSPC)
Portfolio components

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 12.90%, occurring on Mar 18, 2020. Recovery took 89 trading sessions.

The current Final ETF portfolio drawdown is 2.49%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.9%Feb 20, 202022Mar 18, 202089Jul 2, 2020111
-7.48%Mar 30, 2022166Oct 14, 2022125Mar 31, 2023291
-6.14%Feb 19, 202534Apr 7, 2025———
-3.64%Sep 3, 202018Sep 24, 202042Nov 16, 202060
-3.57%Jul 17, 202414Aug 5, 202415Aug 26, 202429

Volatility

Volatility Chart

The current Final ETF portfolio volatility is 4.07%, 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.

0.00%2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
4.07%
13.60%
Final ETF portfolio
Benchmark (^GSPC)
Portfolio components

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.
GC=FUUPQQQHYGMIVU.DEZPRV.DE5MVL.DEFGQD.L
GC=F1.00-0.130.010.050.070.050.090.07
UUP-0.131.00-0.21-0.34-0.29-0.29-0.39-0.39
QQQ0.01-0.211.000.660.400.330.450.50
HYG0.05-0.340.661.000.430.450.450.51
MIVU.DE0.07-0.290.400.431.000.610.470.73
ZPRV.DE0.05-0.290.330.450.611.000.560.74
5MVL.DE0.09-0.390.450.450.470.561.000.62
FGQD.L0.07-0.390.500.510.730.740.621.00
The correlation results are calculated based on daily price changes starting from Dec 17, 2018
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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