IE Global Model ETF Portfolio I
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
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
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
IE Global Model ETF Portfolio I | N/A | -0.36% | 7.00% | N/A | N/A | N/A |
Portfolio components: | ||||||
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 38.73% | -1.03% | 4.14% | 39.31% | 13.25% | 16.20% |
VanEck Uranium and Nuclear Technologies UCITS ETF | 32.64% | -12.80% | 14.75% | 32.79% | N/A | N/A |
VanEck Semiconductor UCITS ETF | 26.59% | 2.57% | -7.99% | 28.71% | N/A | N/A |
Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 21.94% | 0.69% | 1.56% | 23.96% | N/A | N/A |
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist | 7.16% | -4.75% | -8.36% | 7.67% | N/A | N/A |
SPDR S&P 500 UCITS ETF USD Unhedged Acc | 33.11% | -0.46% | 8.77% | 33.37% | N/A | N/A |
iShares Core EURO STOXX 50 UCITS ETF | 3.49% | 1.39% | -4.59% | 4.14% | 6.71% | N/A |
iShares S&P 500 Information Technology Sector UCITS ETF | 38.91% | 3.87% | 8.66% | 39.96% | 24.65% | N/A |
iShares Bitcoin Trust | N/A | -6.41% | 56.58% | N/A | N/A | N/A |
iShares S&P 500 Communication Sector UCITS ETF USD Acc | 39.40% | 3.75% | 14.25% | 39.78% | 14.00% | N/A |
iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 6.40% | 0.48% | 2.92% | 6.52% | 3.11% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.42% | 6.65% | 4.77% | -3.65% | 4.31% | 3.76% | -1.04% | 0.57% | 2.66% | 0.37% | 4.81% | 27.98% |
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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 2.30 | 2.96 | 1.45 | 2.68 | 10.90 |
VanEck Uranium and Nuclear Technologies UCITS ETF | 1.09 | 1.68 | 1.20 | 1.46 | 4.36 |
VanEck Semiconductor UCITS ETF | 0.91 | 1.35 | 1.17 | 1.09 | 2.49 |
Vanguard FTSE Japan UCITS ETF USD Hedged Acc | 0.98 | 1.40 | 1.23 | 0.91 | 3.81 |
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist | 0.66 | 0.96 | 1.12 | 0.69 | 2.10 |
SPDR S&P 500 UCITS ETF USD Unhedged Acc | 2.72 | 3.71 | 1.55 | 4.01 | 17.78 |
iShares Core EURO STOXX 50 UCITS ETF | 0.19 | 0.38 | 1.04 | 0.26 | 0.65 |
iShares S&P 500 Information Technology Sector UCITS ETF | 1.91 | 2.54 | 1.33 | 2.71 | 9.00 |
iShares Bitcoin Trust | — | — | — | — | — |
iShares S&P 500 Communication Sector UCITS ETF USD Acc | 2.61 | 3.60 | 1.48 | 2.68 | 15.13 |
iShares USD Floating Rate Bond UCITS ETF USD (Acc) | 5.24 | 8.56 | 2.58 | 9.02 | 99.88 |
Dividends
Dividend yield
IE Global Model ETF Portfolio I provided a 0.05% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.05% | 0.01% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
Portfolio components: | |||||||||||
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% |
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% |
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% |
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% |
Amundi S&P Global Health Care ESG UCITS ETF EUR Dist | 0.92% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
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% |
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% |
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% |
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% |
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.
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 2.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-11.15% | Jul 16, 2024 | 15 | Aug 5, 2024 | 39 | Sep 27, 2024 | 54 |
-5.1% | Apr 5, 2024 | 12 | Apr 22, 2024 | 17 | May 15, 2024 | 29 |
-3.01% | Dec 9, 2024 | 9 | Dec 19, 2024 | — | — | — |
-2.43% | Oct 21, 2024 | 11 | Nov 4, 2024 | 3 | Nov 7, 2024 | 14 |
-1.9% | May 29, 2024 | 3 | May 31, 2024 | 3 | Jun 5, 2024 | 6 |
Volatility
Volatility Chart
The current IE Global Model ETF Portfolio I volatility is 3.14%, 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.
Diversification
Asset Correlations Table
FLOA.L | IBIT | WELG.DE | NUCG.L | VJPU.L | IUCM.L | ISX5.L | IUIT.L | SMGB.L | XDEM.DE | SPYL.DE | |
---|---|---|---|---|---|---|---|---|---|---|---|
FLOA.L | 1.00 | 0.00 | 0.07 | -0.03 | 0.03 | 0.08 | -0.00 | 0.08 | 0.03 | 0.01 | 0.06 |
IBIT | 0.00 | 1.00 | 0.17 | 0.12 | 0.03 | 0.14 | 0.21 | 0.11 | 0.17 | 0.27 | 0.25 |
WELG.DE | 0.07 | 0.17 | 1.00 | 0.20 | 0.22 | 0.17 | 0.44 | 0.21 | 0.27 | 0.47 | 0.54 |
NUCG.L | -0.03 | 0.12 | 0.20 | 1.00 | 0.47 | 0.26 | 0.36 | 0.39 | 0.42 | 0.49 | 0.44 |
VJPU.L | 0.03 | 0.03 | 0.22 | 0.47 | 1.00 | 0.32 | 0.39 | 0.41 | 0.44 | 0.51 | 0.47 |
IUCM.L | 0.08 | 0.14 | 0.17 | 0.26 | 0.32 | 1.00 | 0.38 | 0.53 | 0.42 | 0.54 | 0.64 |
ISX5.L | -0.00 | 0.21 | 0.44 | 0.36 | 0.39 | 0.38 | 1.00 | 0.45 | 0.54 | 0.55 | 0.57 |
IUIT.L | 0.08 | 0.11 | 0.21 | 0.39 | 0.41 | 0.53 | 0.45 | 1.00 | 0.88 | 0.77 | 0.76 |
SMGB.L | 0.03 | 0.17 | 0.27 | 0.42 | 0.44 | 0.42 | 0.54 | 0.88 | 1.00 | 0.78 | 0.72 |
XDEM.DE | 0.01 | 0.27 | 0.47 | 0.49 | 0.51 | 0.54 | 0.55 | 0.77 | 0.78 | 1.00 | 0.90 |
SPYL.DE | 0.06 | 0.25 | 0.54 | 0.44 | 0.47 | 0.64 | 0.57 | 0.76 | 0.72 | 0.90 | 1.00 |