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Marc's Evergreen ETF Portfolio 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Marc's Evergreen ETF Portfolio 2024

Last updated Nov 21, 2024

Asset Allocation

SPMO 10%BIGT 10%CEMR.DE 10%S7XE.DE 7.5%XDEM.DE 7.5%USD 7.5%TQQQ 7.5%DFEN.DE 5%XLKQ.L 5%IU5C.DE 5%C030.DE 5%XDDX.DE 5%ZPDJ.DE 5%QDV5.DE 5%ESIT.DE 5%EquityEquity
PositionCategory/SectorWeight
BIGT
Roundhill Magnificent Seven ETF		Technology Equities
10%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		Europe Equities
5%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
10%
DFEN.DE
VanEck Defense UCITS ETF A		Industrials Equities
5%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		Technology Equities
5%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)		Communications Equities
5%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		Asia Pacific Equities
5%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		Financials Equities
7.50%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
10%
TQQQ
ProShares UltraPro QQQ		Leveraged Equities, Leveraged
7.50%
USD
ProShares Ultra Semiconductors		Leveraged Equities, Leveraged
7.50%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		Europe Equities
5%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
7.50%
XLKQ.L
Invesco US Technology Sector UCITS ETF		Technology Equities
5%
ZPDJ.DE
SPDR MSCI Japan UCITS ETF		Japan Equities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marc's Evergreen ETF Portfolio 2024, 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

-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
9.99%
11.50%
Marc's Evergreen ETF Portfolio 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 10, 2023, corresponding to the inception date of BIGT

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		24.05%1.08%11.50%30.38%13.77%11.13%
Marc's Evergreen ETF Portfolio 202436.02%-0.94%9.99%45.50%N/AN/A
Portfolio components:
DFEN.DE
VanEck Defense UCITS ETF A		45.74%0.67%16.78%46.44%N/AN/A
SPMO
Invesco S&P 500® Momentum ETF		45.16%0.65%16.72%53.51%20.06%N/A
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		22.39%-4.49%-3.23%28.57%12.77%3.95%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		30.81%-0.44%7.75%36.30%13.69%16.22%
BIGT
Roundhill Magnificent Seven ETF		54.53%8.25%26.07%57.99%N/AN/A
XLKQ.L
Invesco US Technology Sector UCITS ETF		36.37%-0.44%14.02%43.34%26.27%23.98%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)		35.88%6.80%14.76%40.41%14.99%N/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		13.18%-3.72%-1.64%18.20%9.63%N/A
USD
ProShares Ultra Semiconductors		145.13%-5.84%27.28%183.55%59.21%46.27%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		3.23%-6.65%1.25%12.94%8.29%8.35%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		6.57%-5.94%-1.41%13.66%6.53%6.14%
ZPDJ.DE
SPDR MSCI Japan UCITS ETF		5.52%-2.51%-0.54%10.55%5.32%N/A
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		10.93%-4.64%0.54%21.77%13.24%N/A
TQQQ
ProShares UltraPro QQQ		53.90%2.86%20.48%78.56%34.01%34.56%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		-4.43%-5.38%-14.62%4.31%N/AN/A

Monthly Returns

The table below presents the monthly returns of Marc's Evergreen ETF Portfolio 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.97%9.47%5.39%-4.40%8.48%5.66%-0.87%1.67%2.32%-1.71%36.02%
20231.43%4.79%7.66%4.61%-2.33%-5.77%-3.56%13.43%7.31%29.31%

Expense Ratio

Marc's Evergreen ETF Portfolio 2024 features an expense ratio of 0.36%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

USD
ProShares Ultra Semiconductors
Expense ratio chart for USD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
TQQQ
ProShares UltraPro QQQ
Expense ratio chart for TQQQ: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
Expense ratio chart for QDV5.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
DFEN.DE
VanEck Defense UCITS ETF A
Expense ratio chart for DFEN.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
Expense ratio chart for S7XE.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
BIGT
Roundhill Magnificent Seven ETF
Expense ratio chart for BIGT: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Expense ratio chart for XDEM.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
Expense ratio chart for CEMR.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
Expense ratio chart for C030.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)
Expense ratio chart for ESIT.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)
Expense ratio chart for IU5C.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
XLKQ.L
Invesco US Technology Sector UCITS ETF
Expense ratio chart for XLKQ.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
SPMO
Invesco S&P 500® Momentum ETF
Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
ZPDJ.DE
SPDR MSCI Japan UCITS ETF
Expense ratio chart for ZPDJ.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D
Expense ratio chart for XDDX.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Marc's Evergreen ETF Portfolio 2024 is 49, 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.

The Risk-Adjusted Performance Rank of Marc's Evergreen ETF Portfolio 2024 is 4949
Combined Rank
The Sharpe Ratio Rank of Marc's Evergreen ETF Portfolio 2024 is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of Marc's Evergreen ETF Portfolio 2024 is 4848
Sortino Ratio Rank
The Omega Ratio Rank of Marc's Evergreen ETF Portfolio 2024 is 5353
Omega Ratio Rank
The Calmar Ratio Rank of Marc's Evergreen ETF Portfolio 2024 is 4949
Calmar Ratio Rank
The Martin Ratio Rank of Marc's Evergreen ETF Portfolio 2024 is 3939
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.

Sharpe ratio
The chart of Sharpe ratio for Marc's Evergreen ETF Portfolio 2024, currently valued at 2.33, compared to the broader market0.002.004.006.002.332.46
The chart of Sortino ratio for Marc's Evergreen ETF Portfolio 2024, currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.023.31
The chart of Omega ratio for Marc's Evergreen ETF Portfolio 2024, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.802.001.411.46
The chart of Calmar ratio for Marc's Evergreen ETF Portfolio 2024, currently valued at 2.97, compared to the broader market0.005.0010.0015.002.973.55
The chart of Martin ratio for Marc's Evergreen ETF Portfolio 2024, currently valued at 11.39, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.3915.76
Marc's Evergreen ETF Portfolio 2024
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
DFEN.DE
VanEck Defense UCITS ETF A		2.863.601.495.0021.33
SPMO
Invesco S&P 500® Momentum ETF		3.104.031.564.1717.30
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		1.301.741.232.146.41
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		2.222.951.422.7111.70
BIGT
Roundhill Magnificent Seven ETF		2.363.001.403.2410.49
XLKQ.L
Invesco US Technology Sector UCITS ETF		2.032.691.362.909.69
IU5C.DE
iShares S&P 500 Communication Sector UCITS ETF USD (Acc)		2.733.741.524.9115.87
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.181.661.201.816.06
USD
ProShares Ultra Semiconductors		2.412.621.354.0110.50
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.640.971.151.113.38
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		0.791.151.141.183.46
ZPDJ.DE
SPDR MSCI Japan UCITS ETF		0.580.891.120.802.54
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		1.171.601.241.615.65
TQQQ
ProShares UltraPro QQQ		1.491.961.262.066.16
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (Acc)		0.040.231.030.050.12

The current Marc's Evergreen ETF Portfolio 2024 Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Marc's Evergreen ETF Portfolio 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.33
2.46
Marc's Evergreen ETF Portfolio 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Marc's Evergreen ETF Portfolio 2024 provided a 0.31% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.31%0.47%0.63%0.24%0.41%0.48%0.44%0.35%0.82%0.12%0.49%0.16%
Portfolio components:
DFEN.DE
VanEck Defense UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.45%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%0.00%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.63%0.00%
BIGT
Roundhill Magnificent Seven ETF		0.28%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLKQ.L
Invesco US Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IU5C.DE
iShares S&P 500 Communication Sector 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%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USD
ProShares Ultra Semiconductors		0.02%0.05%0.59%0.00%0.27%1.09%0.93%0.41%7.43%0.39%3.33%0.80%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.00%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%0.00%0.00%
XDDX.DE
Xtrackers DAX ESG Screened UCITS ETF 1D		2.80%3.34%5.35%2.05%3.14%2.81%2.34%2.16%1.40%1.06%3.78%1.97%
ZPDJ.DE
SPDR MSCI Japan UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDV5.DE
iShares MSCI India 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%
TQQQ
ProShares UltraPro QQQ		1.23%1.26%0.57%0.00%0.00%0.06%0.11%0.00%0.00%0.01%0.03%0.00%
ESIT.DE
iShares MSCI Europe Information Technology Sector UCITS ETF EUR (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%

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.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.58%
-1.40%
Marc's Evergreen ETF Portfolio 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Marc's Evergreen ETF Portfolio 2024. 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 Marc's Evergreen ETF Portfolio 2024 was 15.17%, occurring on Aug 5, 2024. Recovery took 68 trading sessions.

The current Marc's Evergreen ETF Portfolio 2024 drawdown is 3.58%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.17%Jul 11, 202418Aug 5, 202468Nov 7, 202486
-12.44%Aug 1, 202363Oct 26, 202316Nov 17, 202379
-8.07%Mar 26, 202418Apr 19, 202417May 14, 202435
-4.36%Nov 8, 20246Nov 15, 2024———
-3.91%Jun 16, 20237Jun 26, 202312Jul 12, 202319

Volatility

Volatility Chart

The current Marc's Evergreen ETF Portfolio 2024 volatility is 5.56%, 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%JuneJulyAugustSeptemberOctoberNovember
5.56%
4.07%
Marc's Evergreen ETF Portfolio 2024
Benchmark (^GSPC)
Portfolio components

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.
QDV5.DES7XE.DEIU5C.DEDFEN.DEC030.DEZPDJ.DEBIGTSPMOUSDXLKQ.LTQQQXDDX.DEESIT.DECEMR.DEXDEM.DE
QDV5.DE1.000.320.280.330.380.440.320.330.310.270.380.380.360.430.40
S7XE.DE0.321.000.230.400.600.470.180.230.230.210.220.770.460.760.44
IU5C.DE0.280.231.000.390.350.400.500.330.320.560.480.380.450.390.61
DFEN.DE0.330.400.391.000.440.480.290.370.330.390.380.500.440.570.60
C030.DE0.380.600.350.441.000.470.200.300.220.310.280.760.540.790.55
ZPDJ.DE0.440.470.400.480.471.000.370.350.350.370.410.540.470.580.59
BIGT0.320.180.500.290.200.371.000.650.740.570.900.320.420.330.49
SPMO0.330.230.330.370.300.350.651.000.670.490.750.340.430.440.61
USD0.310.230.320.330.220.350.740.671.000.650.830.320.510.350.54
XLKQ.L0.270.210.560.390.310.370.570.490.651.000.650.410.670.440.75
TQQQ0.380.220.480.380.280.410.900.750.830.651.000.390.530.410.57
XDDX.DE0.380.770.380.500.760.540.320.340.320.410.391.000.730.900.63
ESIT.DE0.360.460.450.440.540.470.420.430.510.670.530.731.000.700.70
CEMR.DE0.430.760.390.570.790.580.330.440.350.440.410.900.701.000.73
XDEM.DE0.400.440.610.600.550.590.490.610.540.750.570.630.700.731.00
The correlation results are calculated based on daily price changes starting from Apr 11, 2023