option_6
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 30% |
SGLP.L Invesco Physical Gold A | Precious Metals | 25% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 25% |
XLKQ.L Invesco US Technology Sector UCITS ETF | Technology Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDWT.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| option_6 | 0.21% | 10.09% | 0.39% | 20.38% | 19.66% | N/A |
| Portfolio components: | ||||||
XLKQ.L Invesco US Technology Sector UCITS ETF | -8.64% | 12.08% | -8.00% | 13.57% | 22.07% | 22.41% |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | -9.39% | 11.65% | -8.08% | 12.58% | 21.09% | N/A |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | -8.24% | 11.96% | -6.93% | 11.71% | 18.86% | N/A |
SGLP.L Invesco Physical Gold A | 28.03% | 5.22% | 24.09% | 40.83% | 14.31% | 12.26% |
Monthly Returns
The table below presents the monthly returns of option_6, 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 | 0.57% | -3.15% | -4.05% | 3.11% | 3.99% | 0.21% | |||||||
| 2024 | 2.88% | 4.23% | 4.02% | -2.24% | 5.32% | 8.87% | -1.62% | 1.37% | 3.32% | 1.02% | 2.60% | 1.17% | 35.10% |
| 2023 | 8.49% | -0.77% | 9.21% | 0.17% | 7.81% | 3.91% | 2.85% | -1.08% | -6.07% | 0.53% | 10.33% | 4.30% | 45.85% |
| 2022 | -7.76% | -0.95% | 3.73% | -8.27% | -3.74% | -7.13% | 8.09% | -4.14% | -8.26% | 3.28% | 3.30% | -2.86% | -23.44% |
| 2021 | -0.76% | -0.85% | 0.54% | 5.06% | 1.08% | 3.05% | 3.28% | 2.84% | -4.43% | 4.97% | 3.23% | 3.91% | 23.73% |
| 2020 | 4.55% | -6.86% | -3.54% | 9.67% | 4.87% | 6.57% | 6.04% | 9.18% | -4.01% | -4.33% | 6.23% | 6.99% | 39.10% |
| 2019 | 5.93% | 5.01% | 3.11% | 4.38% | -5.33% | 7.93% | 4.01% | -1.08% | 0.48% | 3.50% | 3.53% | 4.03% | 40.97% |
| 2018 | 5.60% | 0.24% | -3.86% | 1.11% | 4.39% | -1.02% | 0.61% | 4.37% | -0.38% | -5.59% | -1.97% | -3.85% | -1.03% |
| 2017 | 3.11% | 4.70% | 1.87% | 1.90% | 3.28% | -2.23% | 3.67% | 3.13% | -0.20% | 5.26% | 1.00% | 1.16% | 29.87% |
| 2016 | 1.45% | -2.49% | 2.10% | 0.56% | 6.63% | 0.65% | 1.87% | -0.82% | -2.03% | 1.51% | 9.53% |
Expense Ratio
option_6 has an expense ratio of 0.17%, 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
With an overall rank of 78, option_6 is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
XLKQ.L Invesco US Technology Sector UCITS ETF | 0.52 | 0.86 | 1.11 | 0.50 | 1.67 |
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF | 0.49 | 0.81 | 1.11 | 0.48 | 1.56 |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 0.44 | 0.76 | 1.10 | 0.45 | 1.49 |
SGLP.L Invesco Physical Gold A | 2.44 | 3.12 | 1.42 | 5.30 | 14.23 |
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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 option_6. 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 option_6 was 28.61%, occurring on Oct 11, 2022. Recovery took 168 trading sessions.
The current option_6 drawdown is 3.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.61% | Jan 4, 2022 | 194 | Oct 11, 2022 | 168 | Jun 14, 2023 | 362 |
| -24.84% | Feb 20, 2020 | 23 | Mar 23, 2020 | 50 | Jun 5, 2020 | 73 |
| -18.95% | Feb 21, 2025 | 32 | Apr 7, 2025 | — | — | — |
| -15.31% | Oct 3, 2018 | 59 | Dec 24, 2018 | 54 | Mar 13, 2019 | 113 |
| -11.32% | Jul 16, 2024 | 15 | Aug 5, 2024 | 46 | Oct 9, 2024 | 61 |
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 4 assets, with an effective number of assets of 3.92, 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
| ^GSPC | SGLP.L | XDWT.L | IUIT.L | XLKQ.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.55 | 0.54 | 0.57 | 0.56 |
| SGLP.L | 0.05 | 1.00 | -0.01 | -0.02 | 0.05 | 0.22 |
| XDWT.L | 0.55 | -0.01 | 1.00 | 0.98 | 0.94 | 0.95 |
| IUIT.L | 0.54 | -0.02 | 0.98 | 1.00 | 0.95 | 0.95 |
| XLKQ.L | 0.57 | 0.05 | 0.94 | 0.95 | 1.00 | 0.95 |
| Portfolio | 0.56 | 0.22 | 0.95 | 0.95 | 0.95 | 1.00 |