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Boring ETF strategy EUR v9
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Boring ETF strategy EUR v9, 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 never rebalanced.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.86%2.09%9.98%8.60%21.69%16.96%13.01%13.17%
Portfolio
Boring ETF strategy EUR v9
FLCH
Franklin FTSE China ETF
-1.74%-5.35%-7.16%-10.40%1.67%6.45%-4.44%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
0.87%-4.61%11.67%4.25%49.09%41.91%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
-2.85%15.32%98.10%98.14%187.70%56.37%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
-0.24%3.54%12.37%12.73%26.20%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
-2.33%4.04%34.27%33.11%71.23%4.63%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
-1.17%9.09%17.43%15.47%29.67%27.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


Expense Ratio

Boring ETF strategy EUR v9 has an expense ratio of 0.26%, 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.


Return for Risk

Risk / Return Rank

Boring ETF strategy EUR v9 ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


Boring ETF strategy EUR v9 Risk / Return Rank: 7878
Overall Rank
Boring ETF strategy EUR v9 Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
Boring ETF strategy EUR v9 Sortino Ratio Rank: 7676
Sortino Ratio Rank
Boring ETF strategy EUR v9 Omega Ratio Rank: 7171
Omega Ratio Rank
Boring ETF strategy EUR v9 Calmar Ratio Rank: 8989
Calmar Ratio Rank
Boring ETF strategy EUR v9 Martin Ratio Rank: 7676
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Boring ETF strategy EUR v9 and compares them with S&P 500 Index.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Boring ETF strategy EUR v9. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

Boring ETF strategy EUR v9 provided a 0.13% dividend yield over the last twelve months.


PositionTTM202520242023202220212020201920182017
Portfolio0.13%0.12%0.14%0.17%0.13%0.07%0.05%0.10%0.10%0.00%
FLCH
Franklin FTSE China ETF
2.59%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
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%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WREE.L
WisdomTree Strategic Metals and Rare Earths Miners UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Boring ETF strategy EUR v9. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current Boring ETF strategy EUR v9 drawdown is 1.93%.


Related event

Drawdown

Fall

Recovery

Underwater

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 4.44, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.


Diversification Ratio

Not enough data to calculate this metric.