Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTC-USD Bitcoin | 35% | |
ETH-USD Ethereum | 15% | |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | Global Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of €10,000 in SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30), 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 3 months.
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The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
As of Apr 4, 2026, the SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) returned -12.20% Year-To-Date and 57.32% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.52% | -3.08% | -2.14% | -0.28% | 23.19% | 14.66% | 10.81% | 12.14% |
Portfolio SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) | 0.00% | -3.01% | -12.20% | -24.64% | 7.55% | 22.62% | 11.72% | 57.32% |
| Portfolio components: | ||||||||
BTC-USD Bitcoin | 0.00% | -4.78% | -21.94% | -44.18% | -24.00% | 31.05% | 3.05% | 65.83% |
ETH-USD Ethereum | 0.00% | -0.15% | -29.40% | -53.63% | 7.60% | 0.62% | 0.00% | 68.99% |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | -0.17% | -2.45% | -0.12% | 2.72% | 26.20% | 14.35% | 9.62% | 11.12% |
Monthly Returns
Based on dividend-adjusted daily data since Aug 8, 2015, SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30)'s average daily return is +0.17%, while the average monthly return is +5.40%. At this rate, your investment would double in approximately 1.1 years.
Historically, 58% of months were positive and 42% were negative. The best month was May 2017 with a return of +61.1%, while the worst month was Mar 2020 at -24.1%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 6 months.
On a daily basis, SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) closed higher 40% of trading days. The best single day was Jan 25, 2016 with a return of +17.8%, while the worst single day was Mar 12, 2020 at -27.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | -2.36% | -10.26% | 0.04% | 0.17% | -12.20% | ||||||||
| 2025 | 5.42% | -12.24% | -8.45% | 0.17% | 12.67% | -0.71% | 14.44% | 0.18% | 1.55% | 0.36% | -9.29% | -1.34% | -0.76% |
| 2024 | 2.56% | 24.13% | 8.36% | -7.19% | 6.81% | -0.87% | -0.01% | -7.35% | 3.38% | 4.86% | 25.92% | -2.48% | 67.17% |
| 2023 | 20.25% | 1.78% | 9.64% | 0.65% | -0.17% | 5.41% | -1.23% | -5.31% | 1.69% | 9.48% | 6.31% | 7.62% | 69.32% |
| 2022 | -11.56% | 4.16% | 6.29% | -6.44% | -12.54% | -19.39% | 21.82% | -7.31% | -5.52% | 6.20% | -9.83% | -6.29% | -38.17% |
| 2021 | 20.34% | 14.96% | 22.27% | 5.63% | -12.53% | -1.92% | 8.66% | 12.16% | -5.15% | 25.01% | -1.49% | -10.13% | 96.10% |
Benchmark Metrics
SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) has an annualized alpha of 66.95%, beta of 0.67, and R² of 0.09 versus S&P 500 Index. Calculated based on daily prices since August 08, 2015.
- This portfolio captured 241.73% of S&P 500 Index gains and tended to rise during its downturns (downside capture of -11.64%) — a profile typical of hedging or uncorrelated assets.
- Beta of 0.67 may look defensive, but with R² of 0.09 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R² of 0.09 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 66.95%
- Beta
- 0.67
- R²
- 0.09
- Upside Capture
- 241.73%
- Downside Capture
- -11.64%
Expense Ratio
SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) has an expense ratio of 0.09%, 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
SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) ranks 4 for risk / return — in the bottom 4% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.28 | 0.43 | -0.15 |
Sortino ratioReturn per unit of downside risk | 0.56 | 0.73 | -0.17 |
Omega ratioGain probability vs. loss probability | 1.07 | 1.12 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | -0.90 | 0.64 | -1.54 |
Martin ratioReturn relative to average drawdown | -1.67 | 2.67 | -4.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
BTC-USD Bitcoin | 33 | -0.54 | -0.54 | 0.94 | -1.09 | -1.96 |
ETH-USD Ethereum | 76 | 0.10 | 0.70 | 1.08 | -0.91 | -1.55 |
SPYI.DE SPDR MSCI ACWI IMI UCITS ETF | 61 | 0.89 | 1.27 | 1.19 | 3.16 | 12.25 |
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Dividends
Dividend yield
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 SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30). 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 SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) was 58.18%, occurring on Dec 14, 2018. Recovery took 425 trading sessions.
The current SPYI.DE-BTC-ETH 50:35:15 (BTC-ETH 70:30) drawdown is 25.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -58.18% | Dec 19, 2017 | 361 | Dec 14, 2018 | 425 | Feb 12, 2020 | 786 |
| -48.25% | Nov 9, 2021 | 406 | Dec 19, 2022 | 422 | Feb 14, 2024 | 828 |
| -46.73% | Feb 17, 2020 | 25 | Mar 12, 2020 | 154 | Aug 13, 2020 | 179 |
| -30.33% | Dec 17, 2024 | 113 | Apr 8, 2025 | 113 | Jul 30, 2025 | 226 |
| -28.35% | Oct 7, 2025 | 122 | Feb 5, 2026 | — | — | — |
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 3 assets, with an effective number of assets of 2.53, 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
| Benchmark | SPYI.DE | ETH-USD | BTC-USD | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.57 | 0.19 | 0.20 | 0.31 |
| SPYI.DE | 0.57 | 1.00 | 0.10 | 0.11 | 0.31 |
| ETH-USD | 0.19 | 0.10 | 1.00 | 0.62 | 0.80 |
| BTC-USD | 0.20 | 0.11 | 0.62 | 1.00 | 0.84 |
| Portfolio | 0.31 | 0.31 | 0.80 | 0.84 | 1.00 |