Core (All world) + Satellite

The chart shows the growth of an initial investment of €10,000 in Core (All world) + Satellite, 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.

As of Apr 3, 2026, the Core (All world) + Satellite returned -0.24% Year-To-Date and 22.41% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 19, 2012, Core (All world) + Satellite's average daily return is +0.07%, while the average monthly return is +2.12%. At this rate, your investment would double in approximately 2.8 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2013 with a return of +65.9%, while the worst month was Dec 2013 at -20.0%. The longest winning streak lasted 13 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Core (All world) + Satellite closed higher 41% of trading days. The best single day was Nov 18, 2013 with a return of +20.4%, while the worst single day was Dec 6, 2013 at -11.0%.

Core (All world) + Satellite has an annualized alpha of 18.89%, beta of 0.41, and R² of 0.18 versus S&P 500 Index. Calculated based on daily prices since July 19, 2012.

• This portfolio captured 114.03% of S&P 500 Index gains but only 53.75% of its losses — a favorable profile for investors.
• Beta of 0.41 may look defensive, but with R² of 0.18 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R² of 0.18 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Core (All world) + Satellite has an expense ratio of 0.25%, 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.

Core (All world) + Satellite ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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.

Core (All world) + Satellite Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

• 1-Year: 1.38
• 5-Year: 1.09
• 10-Year: 1.57
• All Time: 1.47

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Core (All world) + Satellite compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Core (All world) + Satellite provided a 0.45% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Core (All world) + Satellite. 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 Core (All world) + Satellite was 29.07%, occurring on Dec 18, 2013. Recovery took 448 trading sessions.

The current Core (All world) + Satellite drawdown is 7.20%.

The chart below shows the rolling one-month volatility.