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Geo Strategic New World ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Geo Strategic New World ETF Portfolio

Last updated Sep 18, 2024

A forward looking ETF portfolio that weathers the geo political challenges and considers mega trends delivering high prospects to deliver double digits returns for the next 10 years.

Asset Allocation

FLOT 5%GLTR 5%UCO 5%BTC-USD 5%VUG 15%XDEM.DE 10%SMH 10%EQQQ.DE 10%CYSE.L 5%DFEN.DE 5%XAIX.DE 5%LYPD.DE 5%NUKL.DE 5%WENS.L 5%IXJ 5%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin
5%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc		Technology Equities
5%
DFEN.DE
VanEck Defense UCITS ETF A		Industrials Equities
5%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF		Large Cap Growth Equities
10%
FLOT
iShares Floating Rate Bond ETF		Corporate Bonds
5%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		Precious Metals
5%
IXJ
iShares Global Healthcare ETF		Health & Biotech Equities
5%
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR Acc		Financials Equities
5%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		Energy Equities
5%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
10%
UCO
ProShares Ultra Bloomberg Crude Oil		Leveraged Commodities, Leveraged
5%
VUG
Vanguard Growth ETF		Large Cap Growth Equities
15%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)		Energy Equities
5%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
5%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Geo Strategic New World 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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.41%
7.84%
Geo Strategic New World ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFEN.DE

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.13%1.45%8.81%26.52%13.43%10.88%
Geo Strategic New World ETF Portfolio20.00%-1.15%4.41%32.23%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		42.69%1.37%-11.20%121.63%42.49%64.77%
VUG
Vanguard Growth ETF		20.71%-0.89%8.27%32.98%18.04%15.10%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		26.15%-0.15%5.90%38.02%11.95%N/A
SMH
VanEck Vectors Semiconductor ETF		33.65%-7.01%5.62%61.01%34.14%27.98%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc		-2.01%-2.37%-2.33%23.32%N/AN/A
DFEN.DE
VanEck Defense UCITS ETF A		33.55%0.19%11.92%44.53%N/AN/A
FLOT
iShares Floating Rate Bond ETF		4.79%0.55%3.03%6.53%2.91%2.23%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		17.78%0.60%5.52%35.95%18.30%N/A
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF		15.95%-0.46%7.82%29.77%19.85%19.24%
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR Acc		20.13%2.60%10.50%31.35%13.43%17.96%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		12.89%-0.03%-0.55%17.45%N/AN/A
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)		3.73%-4.61%-3.35%-3.52%N/AN/A
IXJ
iShares Global Healthcare ETF		15.09%0.29%8.49%19.02%11.46%8.91%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		22.73%3.78%17.34%27.29%8.61%5.60%
UCO
ProShares Ultra Bloomberg Crude Oil		0.04%-9.47%-19.09%-28.54%-26.07%-34.98%

Monthly Returns

The table below presents the monthly returns of Geo Strategic New World ETF Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.19%7.42%4.96%-3.23%3.68%4.17%-0.73%0.06%20.00%
20230.51%2.03%5.72%4.73%-0.83%-1.91%-1.10%8.23%4.98%24.12%

Expense Ratio

Geo Strategic New World ETF Portfolio features an expense ratio of 0.33%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

UCO
ProShares Ultra Bloomberg Crude Oil
Expense ratio chart for UCO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
DFEN.DE
VanEck Defense UCITS ETF A
Expense ratio chart for DFEN.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
Expense ratio chart for NUKL.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
IXJ
iShares Global Healthcare ETF
Expense ratio chart for IXJ: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc
Expense ratio chart for CYSE.L: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF
Expense ratio chart for EQQQ.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR Acc
Expense ratio chart for LYPD.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Expense ratio chart for XDEM.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)
Expense ratio chart for WENS.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
FLOT
iShares Floating Rate Bond ETF
Expense ratio chart for FLOT: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Geo Strategic New World ETF Portfolio is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Geo Strategic New World ETF Portfolio is 4444
Geo Strategic New World ETF Portfolio
The Sharpe Ratio Rank of Geo Strategic New World ETF Portfolio is 6060Sharpe Ratio Rank
The Sortino Ratio Rank of Geo Strategic New World ETF Portfolio is 5050Sortino Ratio Rank
The Omega Ratio Rank of Geo Strategic New World ETF Portfolio is 5050Omega Ratio Rank
The Calmar Ratio Rank of Geo Strategic New World ETF Portfolio is 1313Calmar Ratio Rank
The Martin Ratio Rank of Geo Strategic New World ETF Portfolio is 4444Martin 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.

Geo Strategic New World ETF Portfolio
Sharpe ratio
The chart of Sharpe ratio for Geo Strategic New World ETF Portfolio, currently valued at 2.09, compared to the broader market-1.000.001.002.003.004.002.09
Sortino ratio
The chart of Sortino ratio for Geo Strategic New World ETF Portfolio, currently valued at 2.70, compared to the broader market-2.000.002.004.006.002.70
Omega ratio
The chart of Omega ratio for Geo Strategic New World ETF Portfolio, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Geo Strategic New World ETF Portfolio, currently valued at 0.85, compared to the broader market0.002.004.006.008.000.85
Martin ratio
The chart of Martin ratio for Geo Strategic New World ETF Portfolio, currently valued at 9.56, compared to the broader market0.0010.0020.0030.009.56
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		0.861.511.150.693.75
VUG
Vanguard Growth ETF		1.842.431.330.848.76
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		2.162.801.391.0711.00
SMH
VanEck Vectors Semiconductor ETF		1.482.001.260.906.04
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc		0.060.251.030.010.13
DFEN.DE
VanEck Defense UCITS ETF A		3.224.231.523.0423.42
FLOT
iShares Floating Rate Bond ETF		8.1915.534.982.55156.40
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		1.502.071.270.696.81
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF		1.522.111.280.656.57
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR Acc		2.172.811.391.2614.39
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		0.621.051.130.242.73
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)		0.480.731.090.111.33
IXJ
iShares Global Healthcare ETF		1.692.351.310.759.01
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		2.152.851.361.3912.69
UCO
ProShares Ultra Bloomberg Crude Oil		-0.020.251.03-0.29-0.07

Sharpe Ratio

The current Geo Strategic New World ETF Portfolio Sharpe ratio is 2.09. 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 1.74 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Geo Strategic New World 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 Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.09
2.10
Geo Strategic New World ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Geo Strategic New World ETF Portfolio granted a 0.70% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Geo Strategic New World ETF Portfolio0.70%0.72%0.66%0.28%0.40%1.01%0.86%0.67%0.58%0.87%0.66%0.68%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUG
Vanguard Growth ETF		0.50%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
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%0.63%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
CYSE.L
WisdomTree Cybersecurity UCITS ETF USD Acc		0.00%0.00%0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEN.DE
VanEck Defense UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FLOT
iShares Floating Rate Bond ETF		5.95%5.66%2.06%0.43%1.25%2.78%2.41%1.46%0.97%0.53%0.44%0.47%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data 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%
EQQQ.DE
Invesco EQQQ NASDAQ-100 UCITS ETF		0.43%0.39%0.57%0.25%0.41%0.54%0.64%0.68%0.78%0.73%0.97%0.94%
LYPD.DE
Amundi MSCI World Financials UCITS ETF EUR 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%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WENS.L
iShares MSCI World Energy Sector UCITS ETF USD (Dist)		3.49%3.61%1.77%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IXJ
iShares Global Healthcare ETF		1.24%1.38%1.17%1.12%1.27%1.42%2.11%1.46%1.73%2.84%1.37%1.50%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares 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%
UCO
ProShares Ultra Bloomberg Crude Oil		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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.29%
-0.58%
Geo Strategic New World ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Geo Strategic New World 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 Geo Strategic New World ETF Portfolio was 11.60%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Geo Strategic New World ETF Portfolio drawdown is 4.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.6%Jul 17, 202420Aug 5, 2024———
-5.37%Apr 9, 202411Apr 19, 202426May 15, 202437
-5.1%Aug 1, 202318Aug 18, 202327Sep 14, 202345
-4.96%Sep 15, 202320Oct 4, 202337Nov 10, 202357
-4.02%Apr 14, 202321May 4, 202318May 22, 202339

Volatility

Volatility Chart

The current Geo Strategic New World ETF Portfolio volatility is 5.12%, 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%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
5.12%
4.08%
Geo Strategic New World 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.
FLOTUCOBTC-USDGLTRWENS.LIXJCYSE.LSMHNUKL.DEVUGLYPD.DEDFEN.DEEQQQ.DEXAIX.DEXDEM.DE
FLOT1.00-0.040.03-0.000.010.210.090.150.110.210.130.070.110.120.13
UCO-0.041.00-0.040.150.42-0.030.07-0.000.180.020.160.100.020.070.13
BTC-USD0.03-0.041.000.090.080.110.080.150.110.130.170.160.120.150.17
GLTR-0.000.150.091.000.210.150.150.140.270.160.280.230.150.200.22
WENS.L0.010.420.080.211.000.190.190.080.400.090.440.290.140.180.31
IXJ0.21-0.030.110.150.191.000.150.200.250.360.360.330.210.230.41
CYSE.L0.090.070.080.150.190.151.000.280.310.330.290.350.540.610.48
SMH0.15-0.000.150.140.080.200.281.000.280.750.220.320.560.520.48
NUKL.DE0.110.180.110.270.400.250.310.281.000.280.440.420.390.420.51
VUG0.210.020.130.160.090.360.330.750.281.000.240.340.610.560.51
LYPD.DE0.130.160.170.280.440.360.290.220.440.241.000.540.360.410.54
DFEN.DE0.070.100.160.230.290.330.350.320.420.340.541.000.470.500.57
EQQQ.DE0.110.020.120.150.140.210.540.560.390.610.360.471.000.900.79
XAIX.DE0.120.070.150.200.180.230.610.520.420.560.410.500.901.000.78
XDEM.DE0.130.130.170.220.310.410.480.480.510.510.540.570.790.781.00
The correlation results are calculated based on daily price changes starting from Apr 6, 2023