Global
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWQ iShares MSCI France ETF | Europe Equities | 20% |
FEZ SPDR EURO STOXX 50 ETF | Europe Equities | 20% |
GLD SPDR Gold Trust | Precious Metals, Gold | 20% |
IEV iShares Europe ETF | Europe Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 31, 2025, the Global returned 17.89% Year-To-Date and 9.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Global | 17.89% | 3.94% | 16.10% | 18.18% | 14.64% | 9.23% |
| Portfolio components: | ||||||
EWQ iShares MSCI France ETF | 18.42% | 3.53% | 18.09% | 5.77% | 13.52% | 7.31% |
GLD SPDR Gold Trust | 25.39% | -0.06% | 23.62% | 40.19% | 13.26% | 10.25% |
VOO Vanguard S&P 500 ETF | 0.90% | 6.28% | -1.46% | 14.27% | 15.89% | 12.81% |
IEV iShares Europe ETF | 21.51% | 4.93% | 18.02% | 14.05% | 13.01% | 6.10% |
FEZ SPDR EURO STOXX 50 ETF | 23.25% | 5.23% | 22.58% | 15.68% | 15.35% | 7.20% |
Monthly Returns
The table below presents the monthly returns of Global, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 6.36% | 2.31% | 1.26% | 2.94% | 3.94% | 17.89% | |||||||
| 2024 | -0.34% | 3.59% | 4.45% | -2.10% | 4.27% | -2.01% | 2.23% | 3.29% | 2.06% | -2.81% | -1.29% | -1.52% | 9.83% |
| 2023 | 9.12% | -2.51% | 4.60% | 2.91% | -3.52% | 4.38% | 2.39% | -3.15% | -4.93% | -0.64% | 8.17% | 4.13% | 21.68% |
| 2022 | -3.07% | -3.27% | 0.79% | -6.29% | 1.68% | -8.03% | 4.55% | -5.77% | -7.93% | 7.36% | 11.73% | -1.89% | -11.59% |
| 2021 | -2.12% | 1.64% | 3.01% | 4.78% | 4.59% | -2.17% | 1.66% | 1.42% | -4.41% | 4.90% | -3.24% | 4.90% | 15.30% |
| 2020 | -1.37% | -6.46% | -12.40% | 7.05% | 5.19% | 4.53% | 4.95% | 3.85% | -4.00% | -4.11% | 12.53% | 4.45% | 12.18% |
| 2019 | 5.86% | 2.70% | 0.52% | 3.46% | -4.48% | 7.50% | -1.40% | 0.46% | 1.21% | 3.15% | 0.91% | 3.45% | 25.35% |
| 2018 | 5.60% | -4.80% | -0.67% | 1.77% | -1.79% | -1.43% | 2.66% | -1.71% | 0.34% | -5.99% | 0.16% | -3.57% | -9.56% |
| 2017 | 2.58% | 1.57% | 3.34% | 3.23% | 3.11% | -0.71% | 2.53% | 1.08% | 1.93% | 0.93% | 0.51% | 0.61% | 22.69% |
| 2016 | -2.93% | 0.43% | 4.93% | 2.70% | -1.26% | -0.92% | 3.59% | -0.40% | 0.52% | -1.78% | -2.63% | 3.63% | 5.65% |
| 2015 | 1.51% | 3.51% | -1.77% | 2.30% | -0.06% | -2.39% | 1.02% | -4.83% | -3.49% | 6.46% | -2.21% | -2.65% | -3.16% |
| 2014 | -3.20% | 6.52% | -0.30% | 1.85% | 0.39% | 1.24% | -4.32% | 1.31% | -3.49% | -2.05% | 2.17% | -3.10% | -3.47% |
Expense Ratio
Global has an expense ratio of 0.36%, placing it in the medium range. 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 79, Global is among the top 21% 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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
EWQ iShares MSCI France ETF | 0.29 | 0.48 | 1.06 | 0.31 | 0.67 |
GLD SPDR Gold Trust | 2.26 | 2.95 | 1.37 | 4.82 | 13.13 |
VOO Vanguard S&P 500 ETF | 0.74 | 1.04 | 1.15 | 0.68 | 2.58 |
IEV iShares Europe ETF | 0.81 | 1.16 | 1.15 | 0.91 | 2.56 |
FEZ SPDR EURO STOXX 50 ETF | 0.76 | 1.13 | 1.14 | 0.91 | 2.62 |
Loading data...
Dividends
Dividend yield
Global provided a 1.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.82% | 2.12% | 1.94% | 2.21% | 2.09% | 1.29% | 2.00% | 2.37% | 1.70% | 2.26% | 2.04% | 2.56% |
| Portfolio components: | ||||||||||||
EWQ iShares MSCI France ETF | 2.79% | 3.31% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.29% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
IEV iShares Europe ETF | 2.55% | 3.10% | 2.77% | 3.06% | 2.81% | 1.76% | 3.06% | 3.43% | 2.39% | 3.08% | 2.81% | 3.79% |
FEZ SPDR EURO STOXX 50 ETF | 2.47% | 2.94% | 2.75% | 3.05% | 2.61% | 2.12% | 2.61% | 3.45% | 2.44% | 3.35% | 3.03% | 3.78% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Global. 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 Global was 29.37%, occurring on Mar 20, 2020. Recovery took 90 trading sessions.
The current Global drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.37% | Feb 20, 2020 | 22 | Mar 20, 2020 | 90 | Jul 29, 2020 | 112 |
| -26% | Jan 13, 2022 | 177 | Sep 27, 2022 | 136 | Apr 13, 2023 | 313 |
| -23.64% | May 2, 2011 | 108 | Oct 3, 2011 | 329 | Jan 25, 2013 | 437 |
| -19.06% | Jun 20, 2014 | 399 | Jan 20, 2016 | 317 | Apr 24, 2017 | 716 |
| -18.37% | Jan 29, 2018 | 229 | Dec 24, 2018 | 205 | Oct 17, 2019 | 434 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | GLD | VOO | EWQ | FEZ | IEV | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.03 | 1.00 | 0.74 | 0.76 | 0.78 | 0.80 |
| GLD | 0.03 | 1.00 | 0.04 | 0.14 | 0.13 | 0.16 | 0.31 |
| VOO | 1.00 | 0.04 | 1.00 | 0.74 | 0.76 | 0.78 | 0.80 |
| EWQ | 0.74 | 0.14 | 0.74 | 1.00 | 0.97 | 0.95 | 0.95 |
| FEZ | 0.76 | 0.13 | 0.76 | 0.97 | 1.00 | 0.96 | 0.96 |
| IEV | 0.78 | 0.16 | 0.78 | 0.95 | 0.96 | 1.00 | 0.96 |
| Portfolio | 0.80 | 0.31 | 0.80 | 0.95 | 0.96 | 0.96 | 1.00 |