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Wealthsimple
Performance
Risk-Adjusted Performance
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Wealthsimple

Currency in USD · Last updated May 15, 2025

Asset Allocation

DBC 2.4%CGL.TO 1.7%CGL-C.TO 1.5%IAU 1.5%BTC-USD 1.7%VFV.TO 89.3%NVO 1%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BTC-USD
Bitcoin
1.70%
CGL-C.TO
iShares Gold Bullion ETF		Precious Metals, Gold
1.50%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		Precious Metals, Gold
1.70%
DBC
Invesco DB Commodity Index Tracking Fund		Commodities
2.40%
IAU
iShares Gold Trust		Precious Metals, Gold
1.50%
NVO
Novo Nordisk A/S		Healthcare
1%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF		Commodities, Actively Managed
0.90%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
89.30%

Performance

Performance Chart

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The earliest data available for this chart is Nov 7, 2014, corresponding to the inception date of PDBC

Returns By Period

As of May 15, 2025, the Wealthsimple returned 1.47% Year-To-Date and 13.82% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.19%9.00%-1.55%12.31%15.59%10.78%
Wealthsimple1.47%8.45%0.01%13.94%18.14%13.82%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		0.48%9.06%-1.16%13.40%16.94%12.34%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		23.13%-2.41%21.79%28.94%11.32%6.97%
BTC-USD
Bitcoin		11.50%23.22%15.00%69.24%62.03%83.80%
CGL-C.TO
iShares Gold Bullion ETF		20.78%-1.16%23.14%33.89%12.12%9.31%
DBC
Invesco DB Commodity Index Tracking Fund		0.47%2.58%3.08%-3.01%16.35%2.91%
NVO
Novo Nordisk A/S		-23.92%-2.50%-38.78%-50.58%16.95%10.74%
IAU
iShares Gold Trust		21.13%-1.02%23.42%34.55%12.46%9.74%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF		-0.46%2.05%1.93%-4.08%15.90%2.73%
*Annualized

Monthly Returns

The table below presents the monthly returns of Wealthsimple, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.06%-1.37%-4.82%-0.47%5.38%1.47%
20241.52%5.40%3.85%-3.79%4.79%3.08%1.17%1.98%2.17%-0.51%5.92%-2.64%24.90%
20236.61%-2.54%4.25%1.46%0.06%6.07%3.15%-1.51%-4.48%-1.17%8.55%4.26%26.60%
2022-4.87%-2.00%3.98%-8.24%0.15%-8.18%8.20%-4.13%-8.91%7.53%5.53%-5.41%-17.04%
2021-0.60%3.18%4.70%5.11%0.69%1.79%2.68%2.92%-4.49%7.41%-1.08%3.97%28.99%
20200.38%-7.40%-12.59%12.26%5.23%1.72%6.04%6.80%-3.90%-2.14%10.71%5.28%21.20%
20197.98%2.89%2.06%3.95%-4.67%7.87%1.33%-1.37%1.39%2.32%3.00%2.67%32.91%
20184.80%-3.36%-2.76%0.82%1.77%0.07%3.43%2.71%0.41%-6.40%0.66%-8.33%-6.85%
20171.84%4.05%-0.31%1.58%2.90%0.82%2.26%1.87%1.31%3.21%4.21%2.29%29.24%
2016-4.53%0.49%6.05%1.17%1.77%0.98%3.34%-0.36%-0.10%-1.52%3.00%2.36%12.97%
2015-3.42%5.50%-1.81%1.17%1.05%-1.57%1.09%-5.47%-2.42%8.05%0.15%-1.29%0.29%
20141.81%-0.96%0.83%

Expense Ratio

Wealthsimple has an expense ratio of 0.13%, 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.

DBC
Invesco DB Commodity Index Tracking Fund
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)
CGL-C.TO
iShares Gold Bullion ETF
IAU
iShares Gold Trust
VFV.TO
Vanguard S&P 500 Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Wealthsimple is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Wealthsimple is 3232
Overall Rank
The Sharpe Ratio Rank of Wealthsimple is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of Wealthsimple is 3232
Sortino Ratio Rank
The Omega Ratio Rank of Wealthsimple is 3737
Omega Ratio Rank
The Calmar Ratio Rank of Wealthsimple is 77
Calmar Ratio Rank
The Martin Ratio Rank of Wealthsimple is 3232
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VFV.TO
Vanguard S&P 500 Index ETF		0.680.861.130.121.93
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		1.412.071.260.986.85
BTC-USD
Bitcoin		1.363.161.332.5611.96
CGL-C.TO
iShares Gold Bullion ETF		1.882.921.371.8312.46
DBC
Invesco DB Commodity Index Tracking Fund		-0.190.731.090.051.52
NVO
Novo Nordisk A/S		-1.19-2.490.69-0.82-1.84
IAU
iShares Gold Trust		1.953.061.391.8812.79
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF		-0.260.631.080.041.21

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Wealthsimple Sharpe ratios as of May 15, 2025 (values are recalculated daily):

  • 1-Year: 0.76
  • 5-Year: 1.08
  • 10-Year: 0.79
  • All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Wealthsimple compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Wealthsimple provided a 1.13% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.13%1.07%1.24%1.31%1.42%1.21%1.46%1.56%1.39%1.58%1.47%1.34%
Portfolio components:
VFV.TO
Vanguard S&P 500 Index ETF		1.05%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
CGL.TO
iShares Gold Bullion ETF (CAD-Hedged)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CGL-C.TO
iShares Gold Bullion 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%
DBC
Invesco DB Commodity Index Tracking Fund		5.19%5.22%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S		2.50%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
IAU
iShares 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%
PDBC
Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF		4.45%4.43%4.21%13.04%50.83%0.01%1.40%1.00%3.83%6.50%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Wealthsimple. 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 Wealthsimple was 32.15%, occurring on Mar 23, 2020. Recovery took 135 trading sessions.

The current Wealthsimple drawdown is 3.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.15%Feb 20, 202033Mar 23, 2020135Aug 5, 2020168
-23.1%Jan 5, 2022271Oct 2, 2022417Nov 23, 2023688
-18.6%Sep 21, 201896Dec 25, 2018108Apr 12, 2019204
-17.74%Feb 20, 202548Apr 8, 2025———
-11.91%May 22, 2015266Feb 11, 201667Apr 18, 2016333

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 8 assets, with an effective number of assets of 1.25, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCBTC-USDNVOIAUCGL-C.TOPDBCDBCCGL.TOVFV.TOPortfolio
^GSPC1.000.180.380.010.030.290.310.160.960.95
BTC-USD0.181.000.070.080.070.060.070.090.140.33
NVO0.380.071.000.060.060.090.100.100.340.35
IAU0.010.080.061.000.870.210.220.820.010.07
CGL-C.TO0.030.070.060.871.000.200.220.800.040.09
PDBC0.290.060.090.210.201.000.940.310.260.30
DBC0.310.070.100.220.220.941.000.330.270.31
CGL.TO0.160.090.100.820.800.310.331.000.150.20
VFV.TO0.960.140.340.010.040.260.270.151.000.94
Portfolio0.950.330.350.070.090.300.310.200.941.00
The correlation results are calculated based on daily price changes starting from Nov 8, 2014