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IBKR Model Portfolio 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

IBKR Model Portfolio 2024

Last updated Apr 15, 2025

Asset Allocation

SSLN.L 5%PPFB.DE 5%YINN 12.5%H50E.L 10%SPY5.DE 10%XDEM.DE 7.5%IUIT.L 7%VVSM.DE 7%XDWF.DE 6%VGER.DE 6%IUCM.L 5%VFEM.DE 5%SPY4.DE 5%PR1J.DE 5%C030.DE 4%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		Europe Equities
4%
H50E.L
HSBC EURO STOXX 50 UCITS ETF		Europe Equities
10%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		Communications Equities
5%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
7%
PPFB.DE
iShares Physical Gold ETC		Precious Metals
5%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)		Japan Equities
5%
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF		Mid Cap Blend Equities
5%
SPY5.DE
SPDR S&P 500 UCITS ETF		Large Cap Blend Equities
10%
SSLN.L
iShares Physical Silver ETC		Precious Metals
5%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing		Emerging Markets Equities
5%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		Europe Equities
6%
VVSM.DE
VanEck Semiconductor UCITS ETF		Technology Equities
7%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
7.50%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		Financials Equities
6%
YINN
Direxion Daily China 3x Bull Shares		Leveraged Equities, Leveraged, China Equities
12.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IBKR Model Portfolio 2024, 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.

0.00%10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
13.70%
24.93%
IBKR Model Portfolio 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 16, 2021, corresponding to the inception date of PPFB.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-8.09%-4.13%-7.75%5.52%14.25%10.05%
IBKR Model Portfolio 2024-1.61%-4.77%-3.01%8.25%N/AN/A
Portfolio components:
YINN
Direxion Daily China 3x Bull Shares		11.67%-36.09%-1.98%70.98%-31.94%-29.67%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		-15.52%-5.08%-11.95%4.93%21.52%N/A
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		-5.64%-3.03%2.88%13.30%15.37%N/A
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		1.41%-2.88%2.92%20.88%18.06%N/A
H50E.L
HSBC EURO STOXX 50 UCITS ETF		10.39%-4.90%4.24%8.66%14.75%8.12%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing		-0.89%-4.96%-4.47%9.31%6.61%N/A
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		-6.31%-5.56%-7.08%2.79%11.73%11.83%
VVSM.DE
VanEck Semiconductor UCITS ETF		-17.24%-10.85%-19.37%-14.49%N/AN/A
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF		-11.67%-5.81%-13.67%-4.46%12.66%6.80%
SPY5.DE
SPDR S&P 500 UCITS ETF		-8.05%-3.72%-6.93%6.54%14.59%11.14%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		15.31%-4.27%11.20%23.63%12.69%N/A
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		9.44%-3.14%-0.12%14.99%10.52%5.94%
SSLN.L
iShares Physical Silver ETC		11.42%-4.65%1.98%12.22%14.36%8.14%
PPFB.DE
iShares Physical Gold ETC		22.59%7.15%20.27%36.42%N/AN/A
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)		0.03%-4.86%-2.89%-0.89%7.17%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of IBKR Model Portfolio 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.79%-1.36%-2.22%-2.66%-1.61%
20241.35%4.61%4.65%-2.61%4.76%3.14%-0.19%1.50%3.22%-0.72%1.24%-1.57%20.80%
20238.44%-3.51%4.37%1.02%-0.16%4.86%4.19%-3.09%-5.01%-2.50%9.57%5.13%24.42%
2022-5.28%-4.07%-0.62%-8.35%-0.61%-7.89%3.66%-4.31%-8.63%3.20%10.03%-1.52%-23.22%
2021-2.16%2.00%-5.01%4.69%-2.54%3.52%0.13%

Expense Ratio

IBKR Model Portfolio 2024 has an expense ratio of 0.35%, 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.

YINN
Direxion Daily China 3x Bull Shares
Expense ratio chart for YINN: current value is 1.52%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
YINN: 1.52%
VVSM.DE
VanEck Semiconductor UCITS ETF
Expense ratio chart for VVSM.DE: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VVSM.DE: 0.35%
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF
Expense ratio chart for SPY4.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%
SPY4.DE: 0.30%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
Expense ratio chart for XDWF.DE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDWF.DE: 0.25%
H50E.L
HSBC EURO STOXX 50 UCITS ETF
Expense ratio chart for H50E.L: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
H50E.L: 0.25%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Expense ratio chart for XDEM.DE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XDEM.DE: 0.25%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
Expense ratio chart for C030.DE: current value is 0.25%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
C030.DE: 0.25%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
Expense ratio chart for VFEM.DE: current value is 0.22%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VFEM.DE: 0.22%
SSLN.L
iShares Physical Silver ETC
Expense ratio chart for SSLN.L: 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%
SSLN.L: 0.20%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUIT.L: 0.15%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.L: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IUCM.L: 0.15%
PPFB.DE
iShares Physical Gold ETC
Expense ratio chart for PPFB.DE: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PPFB.DE: 0.12%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Expense ratio chart for VGER.DE: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGER.DE: 0.10%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)
Expense ratio chart for PR1J.DE: current value is 0.05%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
PR1J.DE: 0.05%
SPY5.DE
SPDR S&P 500 UCITS ETF
Expense ratio chart for SPY5.DE: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPY5.DE: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, IBKR Model Portfolio 2024 is among the top 22% 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 IBKR Model Portfolio 2024 is 7878
Overall Rank
The Sharpe Ratio Rank of IBKR Model Portfolio 2024 is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR Model Portfolio 2024 is 7979
Sortino Ratio Rank
The Omega Ratio Rank of IBKR Model Portfolio 2024 is 7878
Omega Ratio Rank
The Calmar Ratio Rank of IBKR Model Portfolio 2024 is 8282
Calmar Ratio Rank
The Martin Ratio Rank of IBKR Model Portfolio 2024 is 7272
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.

The chart of Sharpe ratio for Portfolio, currently valued at 0.56, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.56
^GSPC: 0.21
The chart of Sortino ratio for Portfolio, currently valued at 0.87, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.87
^GSPC: 0.43
The chart of Omega ratio for Portfolio, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.00
Portfolio: 0.61
^GSPC: 0.21
The chart of Martin ratio for Portfolio, currently valued at 2.75, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 2.75
^GSPC: 1.00
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
YINN
Direxion Daily China 3x Bull Shares		0.521.441.190.581.50
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.400.691.090.391.45
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		0.791.201.160.793.15
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		0.991.391.221.155.88
H50E.L
HSBC EURO STOXX 50 UCITS ETF		0.340.601.080.431.21
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing		0.500.811.110.561.82
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		0.270.501.070.281.16
VVSM.DE
VanEck Semiconductor UCITS ETF		-0.24-0.110.99-0.23-0.57
SPY4.DE
SPDR S&P 400 US Mid Cap UCITS ETF		-0.19-0.120.98-0.16-0.54
SPY5.DE
SPDR S&P 500 UCITS ETF		0.460.731.110.412.00
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		1.101.661.211.425.35
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.791.171.160.952.73
SSLN.L
iShares Physical Silver ETC		0.600.961.121.032.01
PPFB.DE
iShares Physical Gold ETC		2.473.241.434.7412.89
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)		0.100.281.040.150.45

The current IBKR Model Portfolio 2024 Sharpe ratio is 0.79. 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 0.18 to 0.75, 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 IBKR Model Portfolio 2024 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.56
0.21
IBKR Model Portfolio 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IBKR Model Portfolio 2024 provided a 1.09% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.09%1.04%1.34%1.18%0.77%0.88%1.11%1.06%0.69%0.44%0.43%0.49%
Portfolio components:
YINN
Direxion Daily China 3x Bull Shares		1.83%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%0.00%0.00%0.19%
IUIT.L
iShares S&P 500 Information Technology Sector 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%
IUCM.L
iShares S&P 500 Communication Sector 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%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
H50E.L
HSBC EURO STOXX 50 UCITS ETF		2.95%2.98%2.92%2.77%2.01%2.05%3.04%3.50%2.76%2.79%2.63%2.76%
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing		2.81%2.28%2.66%3.38%2.26%1.93%2.32%2.79%0.20%0.00%0.00%0.00%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.63%
VVSM.DE
VanEck Semiconductor 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%
SPY4.DE
SPDR S&P 400 US Mid 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%
SPY5.DE
SPDR S&P 500 UCITS ETF		1.25%1.03%1.22%1.42%0.95%1.37%1.74%3.30%1.59%1.57%1.69%1.39%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		2.28%2.40%2.96%4.07%1.86%2.93%2.55%0.00%0.00%0.00%0.00%0.00%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		1.52%1.52%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%0.00%
SSLN.L
iShares Physical Silver 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%
PPFB.DE
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%
PR1J.DE
Amundi Prime Japan UCITS ETF DR (D)		2.08%1.91%1.90%2.21%1.79%1.73%1.88%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.

-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.71%
-12.01%
IBKR Model Portfolio 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IBKR Model Portfolio 2024. 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 IBKR Model Portfolio 2024 was 34.34%, occurring on Oct 12, 2022. Recovery took 358 trading sessions.

The current IBKR Model Portfolio 2024 drawdown is 11.42%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.34%Nov 17, 2021235Oct 12, 2022358Mar 1, 2024593
-16.38%Feb 19, 202534Apr 7, 2025———
-10.46%Jul 15, 202416Aug 5, 202436Sep 24, 202452
-8.47%Sep 7, 202120Oct 4, 202125Nov 8, 202145
-4.95%Apr 5, 202412Apr 22, 202414May 10, 202426

Volatility

Volatility Chart

The current IBKR Model Portfolio 2024 volatility is 11.63%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.63%
13.56%
IBKR Model Portfolio 2024
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.
PPFB.DESSLN.LYINNIUCM.LPR1J.DEIUIT.LC030.DEVVSM.DEVFEM.DESPY4.DEXDWF.DEXDEM.DEH50E.LVGER.DESPY5.DE
PPFB.DE1.000.710.190.100.290.050.260.130.300.160.160.180.200.230.14
SSLN.L0.711.000.250.210.270.190.290.240.370.250.230.260.330.310.22
YINN0.190.251.000.300.340.250.340.280.770.310.350.320.410.400.30
IUCM.L0.100.210.301.000.470.740.490.620.490.590.560.630.570.570.76
PR1J.DE0.290.270.340.471.000.510.590.560.590.610.650.670.630.650.64
IUIT.L0.050.190.250.740.511.000.510.840.520.620.540.740.620.600.83
C030.DE0.260.290.340.490.590.511.000.530.570.630.710.630.780.790.66
VVSM.DE0.130.240.280.620.560.840.531.000.580.660.570.750.640.630.79
VFEM.DE0.300.370.770.490.590.520.570.581.000.580.620.610.670.670.60
SPY4.DE0.160.250.310.590.610.620.630.660.581.000.850.750.700.720.84
XDWF.DE0.160.230.350.560.650.540.710.570.620.851.000.750.760.780.80
XDEM.DE0.180.260.320.630.670.740.630.750.610.750.751.000.720.710.87
H50E.L0.200.330.410.570.630.620.780.640.670.700.760.721.000.930.71
VGER.DE0.230.310.400.570.650.600.790.630.670.720.780.710.931.000.73
SPY5.DE0.140.220.300.760.640.830.660.790.600.840.800.870.710.731.00
The correlation results are calculated based on daily price changes starting from Jul 19, 2021