Portfolio 02 (5 ETF EU)
IWDA + EMIM + SC + Stoxx 600 + Nasdaq 100
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | Large Cap Growth Equities | 20% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | Emerging Markets Equities | 7.50% |
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 55% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | Small Cap Blend Equities | 10% |
XSX6.L Xtrackers STOXX Europe 600 UCITS ETF 1C | Europe Equities | 7.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 02 (5 ETF EU), 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.
The earliest data available for this chart is Mar 29, 2018, corresponding to the inception date of WLDS.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| Portfolio 02 (5 ETF EU) | -8.10% | -6.21% | -7.39% | 6.77% | 13.45% | N/A |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | -6.82% | -6.12% | -6.81% | 6.84% | 13.22% | 8.05% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.35% | -4.24% | -5.30% | 7.69% | 7.11% | 4.08% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | -6.79% | -5.03% | -7.89% | 2.78% | 11.18% | N/A |
XSX6.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 10.35% | -2.82% | 3.35% | 10.50% | 12.56% | 6.93% |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | -14.42% | -7.55% | -10.43% | 6.79% | 15.88% | 16.96% |
Monthly Returns
The table below presents the monthly returns of Portfolio 02 (5 ETF EU), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.42% | -3.05% | -4.54% | -3.98% | -8.10% | ||||||||
| 2024 | 1.04% | 3.55% | 3.07% | -3.17% | 3.35% | 4.46% | 0.56% | 1.13% | 2.45% | -1.10% | 4.15% | -1.70% | 18.92% |
| 2023 | 7.84% | -1.79% | 3.83% | 1.54% | 1.34% | 5.94% | 3.52% | -2.11% | -4.27% | -3.55% | 9.35% | 6.00% | 30.02% |
| 2022 | -7.52% | -2.13% | 3.20% | -8.36% | -2.32% | -8.50% | 7.80% | -3.52% | -8.27% | 3.91% | 5.58% | -3.67% | -22.86% |
| 2021 | 0.46% | 1.90% | 2.24% | 4.70% | 0.87% | 2.44% | 1.52% | 2.77% | -3.97% | 4.98% | -0.56% | 3.25% | 22.29% |
| 2020 | -0.16% | -8.51% | -10.74% | 9.89% | 4.26% | 4.53% | 5.18% | 8.08% | -3.33% | -2.97% | 11.80% | 5.37% | 22.65% |
| 2019 | 7.61% | 3.09% | 1.54% | 3.76% | -5.79% | 5.92% | 1.16% | -3.03% | 2.23% | 2.95% | 3.19% | 3.31% | 28.34% |
| 2018 | 1.77% | 0.91% | 0.00% | 2.33% | 1.53% | 0.31% | -7.99% | 0.25% | -6.61% | -7.79% |
Expense Ratio
Portfolio 02 (5 ETF EU) has an expense ratio of 0.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio 02 (5 ETF EU) is 50, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.28 | 0.49 | 1.07 | 0.26 | 1.26 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.26 | 0.48 | 1.06 | 0.20 | 0.78 |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.06 | 0.20 | 1.03 | 0.05 | 0.20 |
XSX6.L Xtrackers STOXX Europe 600 UCITS ETF 1C | 0.51 | 0.80 | 1.11 | 0.60 | 1.64 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.13 | 0.32 | 1.04 | 0.12 | 0.45 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio 02 (5 ETF EU). 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 Portfolio 02 (5 ETF EU) was 33.07%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current Portfolio 02 (5 ETF EU) drawdown is 10.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.07% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 21, 2020 | 107 |
| -28.97% | Nov 8, 2021 | 239 | Oct 11, 2022 | 310 | Dec 27, 2023 | 549 |
| -18.53% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
| -17.66% | Aug 30, 2018 | 83 | Dec 24, 2018 | 81 | Apr 23, 2019 | 164 |
| -8.83% | Jul 15, 2024 | 16 | Aug 5, 2024 | 33 | Sep 19, 2024 | 49 |
Volatility
Volatility Chart
The current Portfolio 02 (5 ETF EU) volatility is 12.12%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 2.75, 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
| EMIM.L | CNX1.L | XSX6.L | WLDS.L | IWDA.AS | |
|---|---|---|---|---|---|
| EMIM.L | 1.00 | 0.65 | 0.73 | 0.70 | 0.71 |
| CNX1.L | 0.65 | 1.00 | 0.66 | 0.71 | 0.84 |
| XSX6.L | 0.73 | 0.66 | 1.00 | 0.82 | 0.82 |
| WLDS.L | 0.70 | 0.71 | 0.82 | 1.00 | 0.85 |
| IWDA.AS | 0.71 | 0.84 | 0.82 | 0.85 | 1.00 |