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2026-test20-equalweight
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 2026-test20-equalweight, 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 year.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.86%2.09%9.98%8.94%21.69%16.96%13.01%13.17%
Portfolio
2026-test20-equalweight
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
0.09%-0.08%-0.08%0.08%1.48%2.30%-0.00%
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
0.07%0.58%1.79%1.88%1.60%5.12%3.85%
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
-1.60%3.02%27.21%27.83%48.35%20.75%8.41%9.83%
MWEQ.L
Invesco MSCI World Equal Weight UCITS ETF Acc
PPFB.DE
iShares Physical Gold ETC
0.61%-3.85%2.74%6.18%31.41%28.05%
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
0.01%0.15%0.84%0.99%1.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns


Expense Ratio

2026-test20-equalweight has an expense ratio of 0.19%, 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

2026-test20-equalweight ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


2026-test20-equalweight Risk / Return Rank: 3636
Overall Rank
2026-test20-equalweight Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
2026-test20-equalweight Sortino Ratio Rank: 3535
Sortino Ratio Rank
2026-test20-equalweight Omega Ratio Rank: 3535
Omega Ratio Rank
2026-test20-equalweight Calmar Ratio Rank: 3939
Calmar Ratio Rank
2026-test20-equalweight Martin Ratio Rank: 4141
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 2026-test20-equalweight 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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
2B7S.DE
iShares $ Treasury Bond 1-3yr UCITS ETF EUR Hedged Acc
311.001.501.181.514.17
CYBE.AS
iShares China CNY Bond UCITS ETF EUR Hedged Acc
250.691.041.141.583.03
EUNM.DE
iShares MSCI EM UCITS ETF (Acc)
882.783.701.504.7217.07
MWEQ.L
Invesco MSCI World Equal Weight UCITS ETF Acc
PPFB.DE
iShares Physical Gold ETC
391.301.751.261.814.60
YCSH.DE
iShares € Cash UCITS ETF EUR Acc
10017.4248.1213.7687.60771.43

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for 2026-test20-equalweight. 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


2026-test20-equalweight doesn't pay dividends

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 2026-test20-equalweight. 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 2026-test20-equalweight drawdown is 0.42%.


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 6 assets, with an effective number of assets of 3.30, 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.