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Safe Growth (with G)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Safe Growth (with G), 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.


60.00%80.00%100.00%120.00%140.00%160.00%December2025FebruaryMarchAprilMay
81.68%
143.20%
Safe Growth (with G)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 13, 2017, corresponding to the inception date of IBTA.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Safe Growth (with G)3.45%6.53%2.21%11.66%8.50%N/A
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-0.05%10.76%-1.42%10.61%14.14%11.25%
BND
Vanguard Total Bond Market ETF
2.13%0.32%1.30%5.43%-0.84%1.49%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
2.10%0.26%2.63%5.87%1.16%N/A
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
1.31%1.07%0.41%4.95%-0.02%N/A
IGLN.L
iShares Physical Gold ETC
28.03%11.10%24.00%43.95%13.97%10.74%
*Annualized

Monthly Returns

The table below presents the monthly returns of Safe Growth (with G), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.74%-0.26%-1.09%1.07%0.99%3.45%
20240.51%1.26%2.98%-2.11%2.35%2.13%1.83%1.80%2.04%-0.95%2.31%-1.94%12.74%
20234.87%-2.79%3.35%1.44%-0.91%2.66%1.93%-1.37%-3.33%-1.48%6.39%4.29%15.51%
2022-4.15%-0.70%0.96%-5.47%-0.85%-5.04%4.37%-3.01%-5.80%1.96%4.99%-1.24%-13.78%
2021-0.83%-0.13%1.28%2.91%1.74%0.27%1.65%0.99%-2.50%2.65%-0.68%2.20%9.82%
20200.81%-4.05%-5.78%6.18%2.64%2.17%3.90%3.25%-1.98%-1.97%6.08%3.16%14.48%
20194.54%1.70%1.28%1.62%-1.92%4.41%0.66%0.27%0.71%1.63%1.32%1.95%19.57%
20182.18%-2.39%-1.24%0.72%0.19%-0.30%1.25%0.43%0.28%-3.83%0.30%-2.15%-4.62%
20171.02%1.17%0.30%1.62%0.72%0.52%1.03%1.03%1.34%9.09%

Expense Ratio

Safe Growth (with G) has an expense ratio of 0.16%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, Safe Growth (with G) is among the top 17% 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 Safe Growth (with G) is 8383
Overall Rank
The Sharpe Ratio Rank of Safe Growth (with G) is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of Safe Growth (with G) is 8080
Sortino Ratio Rank
The Omega Ratio Rank of Safe Growth (with G) is 8282
Omega Ratio Rank
The Calmar Ratio Rank of Safe Growth (with G) is 8181
Calmar Ratio Rank
The Martin Ratio Rank of Safe Growth (with G) is 8585
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.660.791.110.472.01
BND
Vanguard Total Bond Market ETF
1.021.221.150.352.08
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (Acc)
3.225.001.726.3017.01
LQDA.L
iShares USD Corporate Bond UCITS ETF (Acc)
0.620.771.100.281.42
IGLN.L
iShares Physical Gold ETC
2.523.101.425.0513.23

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.

Safe Growth (with G) Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 1.31
  • 5-Year: 0.94
  • All Time: 0.82

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 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Safe Growth (with G) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.31
0.48
Safe Growth (with G)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Safe Growth (with G) provided a 0.75% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.75%0.73%0.62%0.52%0.39%0.44%0.54%0.56%0.51%0.50%0.51%0.56%
SWDA.L
iShares Core MSCI World 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%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
IBTA.L
iShares USD Treasury Bond 1-3yr UCITS ETF (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%
LQDA.L
iShares USD Corporate Bond UCITS ETF (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%
IGLN.L
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%

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%December2025FebruaryMarchAprilMay
-0.59%
-7.82%
Safe Growth (with G)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Safe Growth (with G). 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 Safe Growth (with G) was 19.84%, occurring on Oct 11, 2022. Recovery took 334 trading sessions.

The current Safe Growth (with G) drawdown is 0.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.84%Nov 9, 2021240Oct 11, 2022334Jan 30, 2024574
-19.43%Feb 20, 202021Mar 19, 202055Jun 8, 202076
-9.18%Jan 29, 2018235Dec 26, 201868Apr 2, 2019303
-8.13%Feb 18, 202535Apr 7, 2025
-4.75%Sep 3, 202042Oct 30, 20206Nov 9, 202048

Volatility

Volatility Chart

The current Safe Growth (with G) volatility is 3.63%, 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%December2025FebruaryMarchAprilMay
3.63%
11.21%
Safe Growth (with G)
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 3.13, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCIGLN.LIBTA.LBNDSWDA.LLQDA.LPortfolio
^GSPC1.000.02-0.020.030.620.160.59
IGLN.L0.021.000.320.280.090.310.30
IBTA.L-0.020.321.000.53-0.040.510.13
BND0.030.280.531.000.040.660.25
SWDA.L0.620.09-0.040.041.000.190.94
LQDA.L0.160.310.510.660.191.000.38
Portfolio0.590.300.130.250.940.381.00
The correlation results are calculated based on daily price changes starting from Apr 17, 2017