DB 60Equity/40Bond
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DB 60Equity/40Bond, 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
The earliest data available for this chart is Oct 8, 2015, corresponding to the inception date of XLRE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| DB 60Equity/40Bond | 13.28% | -0.62% | 11.30% | 29.63% | 11.46% | N/A |
| Portfolio components: | ||||||
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | -3.00% | -3.63% | 3.73% | 8.15% | 29.68% | 17.11% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 1.43% | -3.11% | 5.63% | 11.33% | -1.07% | 0.93% |
JNKE.L SPDR Bloomberg Euro High Yield Bond UCITS ETF | 2.57% | -2.79% | 6.54% | 14.08% | 1.65% | 2.86% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.42% | -0.71% | 3.59% | 5.62% | 1.15% | 1.20% |
IEF iShares 7-10 Year Treasury Bond ETF | 0.84% | -3.46% | 5.46% | 9.18% | -1.45% | 0.93% |
TLH iShares 10-20 Year Treasury Bond ETF | -1.63% | -5.56% | 6.41% | 13.90% | -4.24% | -0.04% |
TLT iShares 20+ Year Treasury Bond ETF | -4.13% | -6.33% | 6.41% | 13.97% | -5.80% | -0.11% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 7.55% | -0.59% | 7.39% | 16.71% | 3.39% | 3.80% |
SPY SPDR S&P 500 ETF | 23.55% | 1.80% | 16.63% | 41.88% | 15.28% | 13.19% |
QQQ Invesco QQQ | 22.66% | 2.76% | 18.15% | 44.21% | 20.70% | 18.30% |
XLK Technology Select Sector SPDR Fund | 21.85% | 3.65% | 19.30% | 44.34% | 23.29% | 20.72% |
XLY | 12.70% | -0.30% | 14.49% | 33.73% | 11.31% | N/A |
KCE SPDR S&P Capital Markets ETF | 33.53% | 7.19% | 27.46% | 67.98% | 21.35% | 13.18% |
XLV | 10.04% | -3.02% | 6.56% | 21.74% | 10.99% | N/A |
XLRE Real Estate Select Sector SPDR Fund | 12.00% | -1.08% | 23.14% | 39.74% | 5.55% | N/A |
SMH VanEck Vectors Semiconductor ETF | 46.92% | 3.71% | 20.01% | 87.35% | 34.23% | 29.33% |
XHB SPDR S&P Homebuilders ETF | 20.99% | -7.24% | 12.62% | 63.94% | 20.88% | 14.99% |
PSP Invesco Global Listed Private Equity ETF | 17.94% | -0.38% | 14.99% | 54.72% | 9.36% | 8.98% |
PKW Invesco BuyBack Achievers™ ETF | 16.57% | 0.21% | 12.95% | 35.89% | 13.25% | 10.96% |
HEDJ WisdomTree Europe Hedged Equity Fund | 5.64% | -3.01% | -2.75% | 19.82% | 8.19% | 8.51% |
DXJ WisdomTree Japan Hedged Equity Fund | 24.76% | 4.67% | 0.87% | 31.08% | 18.44% | 11.52% |
FXI iShares China Large-Cap ETF | 33.76% | -0.40% | 26.10% | 27.10% | -2.60% | 0.20% |
Monthly Returns
The table below presents the monthly returns of DB 60Equity/40Bond, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.03% | 3.25% | 2.21% | -3.53% | 3.55% | 1.92% | 1.76% | 1.55% | 2.67% | 13.28% | |||
| 2023 | 10.64% | -2.44% | 4.10% | 0.78% | 0.27% | 4.86% | 2.32% | -1.75% | -4.06% | -2.36% | 8.23% | 5.30% | 27.77% |
| 2022 | -4.39% | -2.90% | -0.03% | -7.68% | 0.18% | -6.30% | 7.88% | -4.72% | -7.87% | 2.84% | 7.11% | -4.09% | -19.54% |
| 2021 | 0.60% | 0.28% | 1.71% | 3.20% | 0.53% | 2.01% | 2.17% | 1.61% | -3.42% | 4.06% | -0.01% | 2.18% | 15.76% |
| 2020 | 2.76% | -3.60% | -7.92% | 8.41% | 4.14% | 2.57% | 5.75% | 4.13% | -1.99% | -1.75% | 7.71% | 3.09% | 24.40% |
| 2019 | 5.89% | 1.97% | 2.07% | 2.62% | -3.97% | 5.16% | 0.59% | 0.22% | 0.93% | 2.06% | 1.73% | 2.21% | 23.34% |
| 2018 | 3.77% | -2.92% | -0.91% | -0.22% | 1.12% | 0.20% | 1.80% | 1.71% | -0.16% | -5.57% | 1.15% | -4.20% | -4.53% |
| 2017 | 2.08% | 2.37% | 0.85% | 1.70% | 2.05% | 0.26% | 2.23% | 1.00% | 0.79% | 2.06% | 1.49% | 0.84% | 19.20% |
| 2016 | -3.26% | -0.47% | 5.32% | -0.61% | 1.49% | -0.12% | 3.96% | 0.76% | 0.39% | -1.94% | 0.27% | 1.18% | 6.90% |
| 2015 | 2.07% | -0.21% | -1.56% | 0.27% |
Expense Ratio
DB 60Equity/40Bond features an expense ratio of 0.29%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DB 60Equity/40Bond is 40, 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.
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.
Dividends
Dividend yield
DB 60Equity/40Bond provided a 11.68% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DB 60Equity/40Bond | 11.68% | 7.23% | 3.36% | 2.84% | 4.04% | 2.17% | 2.31% | 2.17% | 2.18% | 2.66% | 2.82% | 2.40% |
| Portfolio components: | ||||||||||||
SEGA.L iShares Core Euro Government Bond UCITS ETF (Dist) | 182.41% | 97.13% | 26.13% | 24.90% | 45.31% | 0.68% | 0.65% | 0.69% | 0.86% | 0.60% | 1.74% | 0.00% |
IEAC.AS iShares Core € Corp Bond UCITS ETF | 3.42% | 2.51% | 0.84% | 0.81% | 0.84% | 1.10% | 0.98% | 1.52% | 1.66% | 0.90% | 2.22% | 2.62% |
JNKE.L SPDR Bloomberg Euro High Yield Bond UCITS ETF | 5.92% | 4.95% | 3.47% | 2.91% | 3.14% | 3.08% | 2.87% | 3.57% | 3.58% | 3.92% | 4.54% | 5.38% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.78% | 2.99% | 1.30% | 0.26% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% | 0.26% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.42% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
TLH iShares 10-20 Year Treasury Bond ETF | 4.10% | 3.83% | 2.78% | 1.50% | 2.65% | 2.31% | 2.17% | 1.83% | 1.91% | 2.13% | 2.12% | 2.41% |
TLT iShares 20+ Year Treasury Bond ETF | 3.97% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.35% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
XLY | 0.75% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
KCE SPDR S&P Capital Markets ETF | 1.67% | 1.82% | 2.42% | 1.53% | 2.20% | 2.32% | 2.67% | 1.95% | 2.30% | 2.43% | 1.59% | 1.73% |
XLV | 1.53% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLRE Real Estate Select Sector SPDR Fund | 3.16% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
XHB SPDR S&P Homebuilders ETF | 0.55% | 0.77% | 1.06% | 0.51% | 0.73% | 0.89% | 1.25% | 0.72% | 0.67% | 0.50% | 0.78% | 0.29% |
PSP Invesco Global Listed Private Equity ETF | 7.78% | 3.96% | 2.88% | 10.34% | 4.66% | 5.87% | 6.81% | 10.18% | 4.12% | 6.23% | 4.94% | 13.48% |
PKW Invesco BuyBack Achievers™ ETF | 1.00% | 1.17% | 1.22% | 0.72% | 1.48% | 1.30% | 1.30% | 0.65% | 1.59% | 1.14% | 1.03% | 0.62% |
HEDJ WisdomTree Europe Hedged Equity Fund | 2.97% | 3.31% | 2.83% | 2.08% | 2.65% | 1.82% | 2.73% | 2.27% | 2.97% | 9.44% | 5.83% | 1.85% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.36% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
FXI iShares China Large-Cap ETF | 2.16% | 3.17% | 2.60% | 1.59% | 2.18% | 2.72% | 2.68% | 2.30% | 2.68% | 2.89% | 2.50% | 2.63% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DB 60Equity/40Bond. 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 DB 60Equity/40Bond was 25.24%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.
The current DB 60Equity/40Bond drawdown is 0.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.24% | Dec 28, 2021 | 208 | Oct 14, 2022 | 301 | Dec 13, 2023 | 509 |
| -21.06% | Feb 20, 2020 | 20 | Mar 18, 2020 | 56 | Jun 5, 2020 | 76 |
| -12.19% | Aug 30, 2018 | 83 | Dec 24, 2018 | 61 | Mar 21, 2019 | 144 |
| -9.27% | Nov 4, 2015 | 70 | Feb 11, 2016 | 46 | Apr 18, 2016 | 116 |
| -7.01% | Jan 29, 2018 | 9 | Feb 8, 2018 | 143 | Aug 29, 2018 | 152 |
Volatility
Volatility Chart
The current DB 60Equity/40Bond volatility is 1.92%, 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.
Diversification
Asset Correlations Table
| SHY | SEGA.L | TLT | TLH | IEF | IEAC.AS | JNKE.L | XLRE | FXI | XLV | DXJ | XHB | SMH | HYG | HEDJ | XLK | XLY | QQQ | KCE | PSP | PKW | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SHY | 1.00 | 0.41 | 0.62 | 0.68 | 0.79 | 0.35 | 0.16 | 0.15 | -0.08 | -0.04 | -0.25 | 0.02 | -0.08 | 0.14 | -0.15 | -0.06 | -0.05 | -0.05 | -0.14 | -0.03 | -0.12 | -0.08 |
| SEGA.L | 0.41 | 1.00 | 0.38 | 0.41 | 0.44 | 0.80 | 0.63 | 0.20 | 0.11 | 0.11 | -0.06 | 0.18 | 0.14 | 0.27 | 0.04 | 0.14 | 0.14 | 0.15 | 0.07 | 0.26 | 0.10 | 0.14 |
| TLT | 0.62 | 0.38 | 1.00 | 0.98 | 0.92 | 0.26 | 0.07 | 0.11 | -0.13 | -0.08 | -0.31 | -0.03 | -0.13 | 0.07 | -0.19 | -0.10 | -0.10 | -0.09 | -0.21 | -0.10 | -0.22 | -0.15 |
| TLH | 0.68 | 0.41 | 0.98 | 1.00 | 0.96 | 0.29 | 0.09 | 0.12 | -0.12 | -0.08 | -0.32 | -0.03 | -0.13 | 0.08 | -0.19 | -0.10 | -0.10 | -0.09 | -0.21 | -0.10 | -0.22 | -0.15 |
| IEF | 0.79 | 0.44 | 0.92 | 0.96 | 1.00 | 0.34 | 0.13 | 0.14 | -0.12 | -0.08 | -0.33 | -0.02 | -0.13 | 0.10 | -0.20 | -0.10 | -0.10 | -0.08 | -0.21 | -0.09 | -0.21 | -0.14 |
| IEAC.AS | 0.35 | 0.80 | 0.26 | 0.29 | 0.34 | 1.00 | 0.85 | 0.23 | 0.19 | 0.16 | -0.01 | 0.22 | 0.17 | 0.32 | 0.10 | 0.17 | 0.19 | 0.18 | 0.15 | 0.36 | 0.16 | 0.20 |
| JNKE.L | 0.16 | 0.63 | 0.07 | 0.09 | 0.13 | 0.85 | 1.00 | 0.25 | 0.29 | 0.23 | 0.15 | 0.29 | 0.26 | 0.40 | 0.26 | 0.25 | 0.29 | 0.26 | 0.28 | 0.49 | 0.29 | 0.31 |
| XLRE | 0.15 | 0.20 | 0.11 | 0.12 | 0.14 | 0.23 | 0.25 | 1.00 | 0.28 | 0.50 | 0.32 | 0.52 | 0.34 | 0.51 | 0.44 | 0.45 | 0.49 | 0.45 | 0.47 | 0.49 | 0.52 | 0.57 |
| FXI | -0.08 | 0.11 | -0.13 | -0.12 | -0.12 | 0.19 | 0.29 | 0.28 | 1.00 | 0.36 | 0.45 | 0.38 | 0.50 | 0.47 | 0.52 | 0.50 | 0.50 | 0.53 | 0.48 | 0.55 | 0.49 | 0.54 |
| XLV | -0.04 | 0.11 | -0.08 | -0.08 | -0.08 | 0.16 | 0.23 | 0.50 | 0.36 | 1.00 | 0.46 | 0.50 | 0.45 | 0.53 | 0.56 | 0.58 | 0.54 | 0.61 | 0.55 | 0.54 | 0.64 | 0.72 |
| DXJ | -0.25 | -0.06 | -0.31 | -0.32 | -0.33 | -0.01 | 0.15 | 0.32 | 0.45 | 0.46 | 1.00 | 0.50 | 0.53 | 0.48 | 0.68 | 0.55 | 0.56 | 0.55 | 0.62 | 0.58 | 0.64 | 0.65 |
| XHB | 0.02 | 0.18 | -0.03 | -0.03 | -0.02 | 0.22 | 0.29 | 0.52 | 0.38 | 0.50 | 0.50 | 1.00 | 0.57 | 0.60 | 0.60 | 0.59 | 0.73 | 0.61 | 0.72 | 0.68 | 0.77 | 0.73 |
| SMH | -0.08 | 0.14 | -0.13 | -0.13 | -0.13 | 0.17 | 0.26 | 0.34 | 0.50 | 0.45 | 0.53 | 0.57 | 1.00 | 0.58 | 0.62 | 0.86 | 0.68 | 0.83 | 0.61 | 0.63 | 0.63 | 0.76 |
| HYG | 0.14 | 0.27 | 0.07 | 0.08 | 0.10 | 0.32 | 0.40 | 0.51 | 0.47 | 0.53 | 0.48 | 0.60 | 0.58 | 1.00 | 0.61 | 0.64 | 0.65 | 0.65 | 0.64 | 0.68 | 0.66 | 0.73 |
| HEDJ | -0.15 | 0.04 | -0.19 | -0.19 | -0.20 | 0.10 | 0.26 | 0.44 | 0.52 | 0.56 | 0.68 | 0.60 | 0.62 | 0.61 | 1.00 | 0.66 | 0.66 | 0.66 | 0.70 | 0.74 | 0.72 | 0.76 |
| XLK | -0.06 | 0.14 | -0.10 | -0.10 | -0.10 | 0.17 | 0.25 | 0.45 | 0.50 | 0.58 | 0.55 | 0.59 | 0.86 | 0.64 | 0.66 | 1.00 | 0.77 | 0.96 | 0.64 | 0.67 | 0.67 | 0.89 |
| XLY | -0.05 | 0.14 | -0.10 | -0.10 | -0.10 | 0.19 | 0.29 | 0.49 | 0.50 | 0.54 | 0.56 | 0.73 | 0.68 | 0.65 | 0.66 | 0.77 | 1.00 | 0.83 | 0.71 | 0.71 | 0.75 | 0.86 |
| QQQ | -0.05 | 0.15 | -0.09 | -0.09 | -0.08 | 0.18 | 0.26 | 0.45 | 0.53 | 0.61 | 0.55 | 0.61 | 0.83 | 0.65 | 0.66 | 0.96 | 0.83 | 1.00 | 0.64 | 0.68 | 0.68 | 0.90 |
| KCE | -0.14 | 0.07 | -0.21 | -0.21 | -0.21 | 0.15 | 0.28 | 0.47 | 0.48 | 0.55 | 0.62 | 0.72 | 0.61 | 0.64 | 0.70 | 0.64 | 0.71 | 0.64 | 1.00 | 0.76 | 0.86 | 0.80 |
| PSP | -0.03 | 0.26 | -0.10 | -0.10 | -0.09 | 0.36 | 0.49 | 0.49 | 0.55 | 0.54 | 0.58 | 0.68 | 0.63 | 0.68 | 0.74 | 0.67 | 0.71 | 0.68 | 0.76 | 1.00 | 0.75 | 0.78 |
| PKW | -0.12 | 0.10 | -0.22 | -0.22 | -0.21 | 0.16 | 0.29 | 0.52 | 0.49 | 0.64 | 0.64 | 0.77 | 0.63 | 0.66 | 0.72 | 0.67 | 0.75 | 0.68 | 0.86 | 0.75 | 1.00 | 0.86 |
| SPY | -0.08 | 0.14 | -0.15 | -0.15 | -0.14 | 0.20 | 0.31 | 0.57 | 0.54 | 0.72 | 0.65 | 0.73 | 0.76 | 0.73 | 0.76 | 0.89 | 0.86 | 0.90 | 0.80 | 0.78 | 0.86 | 1.00 |