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IBKR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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IBKR

Currency in USD · Last updated May 23, 2025

Asset Allocation

BARC.L 75.79%QYLD 11.4%VOD 6.98%AGNC 2.06%DJT 1.89%AlternativesAlternativesEquityEquity
PositionCategory/SectorTarget Weight
AGNC
AGNC Investment Corp.		Real Estate
2.06%
BARC.L
Barclays plc		Financial Services
75.79%
DJT
Trump Media & Technology Group Corp.		Communication Services
1.89%
IBM
International Business Machines Corporation		Technology
0.94%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		Options Trading, Dividend
0.94%
QYLD
Global X NASDAQ 100 Covered Call ETF		Derivative Income
11.40%
VOD
Vodafone Group Plc		Communication Services
6.98%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%7.94%-2.79%10.16%14.45%10.68%
IBKR25.24%10.61%29.67%52.31%N/AN/A
Portfolio components:
AGNC
AGNC Investment Corp.		0.86%4.05%-2.17%7.19%4.80%3.72%
VOD
Vodafone Group Plc		23.32%12.58%19.93%20.91%-0.86%-6.01%
IBM
International Business Machines Corporation		19.22%6.06%17.54%56.13%23.33%9.35%
BARC.L
Barclays plc		32.83%12.39%38.26%65.40%29.86%5.29%
DJT
Trump Media & Technology Group Corp.		-24.57%-2.50%-16.41%-41.43%N/AN/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		-2.75%10.79%-5.54%0.87%N/AN/A
QYLD
Global X NASDAQ 100 Covered Call ETF		-7.09%1.39%-4.75%4.57%7.69%7.55%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20257.90%6.13%-4.56%5.32%8.82%25.24%
2024-0.42%11.13%11.09%5.99%9.60%-5.00%10.92%1.11%0.67%3.30%7.20%-0.05%69.53%
2023-2.68%-14.02%9.90%7.75%-0.91%

Expense Ratio

IBKR has an expense ratio of 0.08%, 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.

QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
QYLD
Global X NASDAQ 100 Covered Call ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 93, IBKR is among the top 7% 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 IBKR is 9393
Overall Rank
The Sharpe Ratio Rank of IBKR is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of IBKR is 9191
Sortino Ratio Rank
The Omega Ratio Rank of IBKR is 9191
Omega Ratio Rank
The Calmar Ratio Rank of IBKR is 9494
Calmar Ratio Rank
The Martin Ratio Rank of IBKR is 9696
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
AGNC
AGNC Investment Corp.		0.330.471.070.260.76
VOD
Vodafone Group Plc		0.751.021.150.881.78
IBM
International Business Machines Corporation		2.002.951.433.6211.10
BARC.L
Barclays plc		1.832.261.302.6812.91
DJT
Trump Media & Technology Group Corp.		-0.38-0.110.99-0.58-1.04
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		0.050.181.030.060.16
QYLD
Global X NASDAQ 100 Covered Call ETF		0.240.481.080.240.83

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.

IBKR Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.82
  • All Time: 2.04

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 0.47 to 0.99, 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 IBKR 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.

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Dividends

Dividend yield

IBKR provided a 5.16% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio5.16%5.46%6.46%5.53%3.42%5.06%4.70%4.63%2.62%3.50%4.03%4.90%
Portfolio components:
AGNC
AGNC Investment Corp.		16.29%15.64%14.68%13.91%9.57%10.00%11.31%12.31%10.70%12.69%14.30%11.96%
VOD
Vodafone Group Plc		6.72%8.29%11.33%9.27%7.06%6.18%4.97%9.20%5.29%9.18%5.42%19.75%
IBM
International Business Machines Corporation		2.59%3.03%4.05%4.68%4.74%5.17%4.80%5.46%3.85%3.31%3.63%2.65%
BARC.L
Barclays plc		2.60%3.06%5.01%3.94%1.60%4.09%3.90%2.99%1.48%2.01%2.97%2.67%
DJT
Trump Media & Technology Group Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF		81.35%83.34%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QYLD
Global X NASDAQ 100 Covered Call ETF		14.00%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%

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 IBKR. 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 IBKR was 20.16%, occurring on Apr 7, 2025. Recovery took 18 trading sessions.

The current IBKR drawdown is 0.64%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.16%Mar 26, 20259Apr 7, 202518May 2, 202527
-18.16%Sep 18, 202330Oct 27, 202380Feb 20, 2024110
-11.12%Jul 18, 202413Aug 5, 202410Aug 19, 202423
-8.3%Apr 5, 20248Apr 16, 20247Apr 25, 202415
-7.24%Jun 4, 20249Jun 14, 202414Jul 4, 202423

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 1.69, 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.
^GSPCDJTVODIBMBARC.LAGNCQYLDQQQYPortfolio
^GSPC1.000.220.140.510.260.520.840.870.33
DJT0.221.000.030.110.100.110.210.220.22
VOD0.140.031.000.160.200.320.090.070.27
IBM0.510.110.161.000.090.320.390.430.14
BARC.L0.260.100.200.091.000.210.190.190.98
AGNC0.520.110.320.320.211.000.370.390.26
QYLD0.840.210.090.390.190.371.000.870.25
QQQY0.870.220.070.430.190.390.871.000.25
Portfolio0.330.220.270.140.980.260.250.251.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023