PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
IE Global Model ETF Portfolio I
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

IE Global Model ETF Portfolio I

Last updated Nov 21, 2024

Diversified Global UCITS ETF Portfolio for European Investors domiciled in Ireland ex BTC Tax & Captital efficient with 15% i/o 30% U.S. Dividend tax, No U.S. Estate Tax, Low TER >0.20% Sharp Ratio <3.0 TTM <5%

Asset Allocation

FLOA.L 5%IBIT 5%XDEM.DE 15%SPYL.DE 15%ISX5.L 15%IUIT.L 12.5%IUCM.L 12.5%NUCG.L 5%SMGB.L 5%VJPU.L 5%WELG.DE 5%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)		Corporate Bonds
5%
IBIT
iShares Bitcoin Trust		Blockchain
5%
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		Europe Equities
15%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		Communications Equities
12.50%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
12.50%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		Commodity Producers Equities
5%
SMGB.L
VanEck Semiconductor UCITS ETF		Technology Equities
5%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc		Large Cap Blend Equities
15%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc		Japan Equities
5%
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist		Health & Biotech Equities
5%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in IE Global Model ETF Portfolio I, 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%JuneJulyAugustSeptemberOctoberNovember
7.94%
11.49%
IE Global Model ETF Portfolio I
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		24.05%1.08%11.50%30.38%13.77%11.13%
IE Global Model ETF Portfolio IN/A1.35%7.94%N/AN/AN/A
Portfolio components:
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		36.92%-0.44%7.75%41.02%13.69%16.22%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		45.65%1.06%19.95%45.76%N/AN/A
SMGB.L
VanEck Semiconductor UCITS ETF		19.98%-4.97%-5.75%31.04%N/AN/A
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc		19.41%0.50%0.61%20.52%N/AN/A
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist		9.08%-7.97%-3.23%13.20%N/AN/A
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc		30.28%1.24%11.54%N/AN/AN/A
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		2.04%-6.73%-8.12%8.14%7.06%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		32.36%-0.88%12.85%38.67%24.91%N/A
IBIT
iShares Bitcoin Trust		N/A39.28%35.28%N/AN/AN/A
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		35.28%6.38%14.21%39.68%14.05%N/A
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)		5.76%0.46%2.85%6.56%3.03%N/A

Monthly Returns

The table below presents the monthly returns of IE Global Model ETF Portfolio I, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.42%6.65%4.77%-3.65%4.31%3.76%-1.04%0.57%2.66%0.37%26.85%

Expense Ratio

IE Global Model ETF Portfolio I has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF
Expense ratio chart for NUCG.L: 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%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%
IBIT
iShares Bitcoin Trust
Expense ratio chart for IBIT: 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%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc
Expense ratio chart for VJPU.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist
Expense ratio chart for WELG.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%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: 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%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.L: 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%
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)
Expense ratio chart for FLOA.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc
Expense ratio chart for SPYL.DE: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF
Expense ratio chart for ISX5.L: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

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
No data
No data
No data
No data
No data
IE Global Model ETF Portfolio I
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		2.423.081.472.8111.45
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		1.562.251.282.066.41
SMGB.L
VanEck Semiconductor UCITS ETF		1.011.461.191.172.90
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc		0.801.191.190.753.23
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist		1.141.591.201.294.62
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc		—————
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		0.520.821.100.692.17
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.832.461.322.588.58
IBIT
iShares Bitcoin Trust		—————
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		2.543.561.472.0314.41
FLOA.L
iShares USD Floating Rate Bond UCITS ETF USD (Acc)		5.358.692.639.09101.81

There is not enough data available to calculate the Sharpe ratio for IE Global Model ETF Portfolio I. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.

Chart placeholderNot enough data

Dividends

Dividend yield

IE Global Model ETF Portfolio I provided a 0.05% dividend yield over the last twelve months.

TTM2023202220212020201920182017201620152014
Portfolio0.05%0.01%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.09%
Portfolio components:
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%
NUCG.L
VanEck Uranium and Nuclear Technologies UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMGB.L
VanEck Semiconductor UCITS ETF		0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VJPU.L
Vanguard FTSE Japan UCITS ETF USD Hedged Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WELG.DE
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist		0.90%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYL.DE
SPDR S&P 500 UCITS ETF USD Unhedged Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISX5.L
iShares Core EURO STOXX 50 UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information 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%
IBIT
iShares Bitcoin Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUCM.L
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%
FLOA.L
iShares USD Floating Rate Bond 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%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.17%
-1.40%
IE Global Model ETF Portfolio I
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Model ETF Portfolio I. 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 IE Global Model ETF Portfolio I was 11.15%, occurring on Aug 5, 2024. Recovery took 39 trading sessions.

The current IE Global Model ETF Portfolio I drawdown is 1.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.15%Jul 16, 202415Aug 5, 202439Sep 27, 202454
-5.1%Apr 5, 202412Apr 22, 202417May 15, 202429
-2.43%Oct 21, 202411Nov 4, 20243Nov 7, 202414
-1.9%May 29, 20243May 31, 20243Jun 5, 20246
-1.58%Nov 12, 20244Nov 15, 2024———

Volatility

Volatility Chart

The current IE Global Model ETF Portfolio I volatility is 3.49%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.49%
4.07%
IE Global Model ETF Portfolio I
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.
FLOA.LIBITWELG.DENUCG.LVJPU.LIUCM.LISX5.LIUIT.LSMGB.LXDEM.DESPYL.DE
FLOA.L1.00-0.020.08-0.030.060.110.020.100.040.020.08
IBIT-0.021.000.170.100.040.130.210.100.160.250.23
WELG.DE0.080.171.000.190.240.180.470.240.290.470.54
NUCG.L-0.030.100.191.000.480.290.380.400.440.500.45
VJPU.L0.060.040.240.481.000.340.400.420.440.550.50
IUCM.L0.110.130.180.290.341.000.390.560.450.570.66
ISX5.L0.020.210.470.380.400.391.000.450.560.570.60
IUIT.L0.100.100.240.400.420.560.451.000.890.800.79
SMGB.L0.040.160.290.440.440.450.560.891.000.810.75
XDEM.DE0.020.250.470.500.550.570.570.800.811.000.90
SPYL.DE0.080.230.540.450.500.660.600.790.750.901.00
The correlation results are calculated based on daily price changes starting from Jan 12, 2024