ALL WORLD 30 - GOLD 25
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
4GLD.DE Xetra-Gold ETF | Gold, Precious Metals | 25% |
FLXI.DE Franklin FTSE India UCITS ETF | Asia Pacific Equities | 5% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | Global Equity Income | 30% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ALL WORLD 30 - GOLD 25 , 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 month.
The earliest data available for this chart is Jun 26, 2019, corresponding to the inception date of FLXI.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| ALL WORLD 30 - GOLD 25 | 6.12% | -1.52% | 3.76% | 17.88% | 15.89% | N/A |
| Portfolio components: | ||||||
4GLD.DE Xetra-Gold ETF | 26.16% | 9.23% | 20.96% | 37.81% | 13.61% | 10.24% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 11.11% | -4.46% | 7.20% | 18.62% | 18.70% | N/A |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | -5.50% | -5.24% | -6.20% | 7.59% | 12.82% | 9.89% |
QQQ Invesco QQQ | -15.15% | -9.79% | -12.31% | 5.09% | 15.78% | 15.58% |
FLXI.DE Franklin FTSE India UCITS ETF | -0.32% | 2.13% | -6.44% | 3.33% | 18.04% | N/A |
Monthly Returns
The table below presents the monthly returns of ALL WORLD 30 - GOLD 25 , 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 | 4.69% | 0.60% | 1.73% | -0.95% | 6.12% | ||||||||
| 2024 | 0.47% | 1.54% | 5.01% | -0.89% | 3.33% | 1.03% | 2.99% | 1.89% | 3.18% | -0.63% | 1.11% | -2.38% | 17.71% |
| 2023 | 5.86% | -3.06% | 3.46% | 1.98% | -1.10% | 3.47% | 3.46% | -2.20% | -3.08% | -0.55% | 6.77% | 4.62% | 20.70% |
| 2022 | -0.87% | -0.06% | 2.64% | -4.65% | -0.42% | -6.78% | 3.13% | -2.73% | -6.52% | 3.41% | 8.00% | -0.65% | -6.35% |
| 2021 | -0.28% | 0.13% | 2.60% | 3.15% | 3.87% | -1.57% | 1.73% | 1.53% | -3.11% | 2.72% | -1.07% | 4.04% | 14.33% |
| 2020 | 0.15% | -6.42% | -9.56% | 7.70% | 2.71% | 3.88% | 5.08% | 5.28% | -3.20% | -2.52% | 8.76% | 4.95% | 16.07% |
| 2019 | 0.32% | -0.26% | -0.42% | 1.82% | 2.91% | 0.83% | 3.23% | 8.68% |
Expense Ratio
ALL WORLD 30 - GOLD 25 has an expense ratio of 0.21%, 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 91, ALL WORLD 30 - GOLD 25 is among the top 9% 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 | |
|---|---|---|---|---|---|
4GLD.DE Xetra-Gold ETF | 2.61 | 3.45 | 1.45 | 5.15 | 14.05 |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 0.95 | 1.29 | 1.19 | 1.07 | 4.74 |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.30 | 0.50 | 1.07 | 0.27 | 1.27 |
QQQ Invesco QQQ | 0.03 | 0.21 | 1.03 | 0.03 | 0.11 |
FLXI.DE Franklin FTSE India UCITS ETF | 0.06 | 0.20 | 1.03 | 0.05 | 0.11 |
Dividends
Dividend yield
ALL WORLD 30 - GOLD 25 provided a 1.53% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.53% | 1.56% | 2.07% | 2.06% | 1.67% | 1.77% | 1.98% | 2.24% | 1.84% | 0.99% | 0.69% | 0.78% |
| Portfolio components: | ||||||||||||
4GLD.DE Xetra-Gold 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% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.23% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% | 0.00% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.63% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% |
QQQ Invesco QQQ | 0.69% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
FLXI.DE Franklin FTSE India UCITS 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% |
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 ALL WORLD 30 - GOLD 25 . 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 ALL WORLD 30 - GOLD 25 was 27.04%, occurring on Mar 23, 2020. Recovery took 90 trading sessions.
The current ALL WORLD 30 - GOLD 25 drawdown is 1.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.04% | Feb 20, 2020 | 23 | Mar 23, 2020 | 90 | Jul 28, 2020 | 113 |
| -18.28% | Jan 13, 2022 | 193 | Oct 11, 2022 | 170 | Jun 8, 2023 | 363 |
| -9.83% | Mar 26, 2025 | 9 | Apr 7, 2025 | — | — | — |
| -7.42% | Aug 1, 2023 | 47 | Oct 4, 2023 | 37 | Nov 24, 2023 | 84 |
| -6.27% | Sep 3, 2020 | 42 | Oct 30, 2020 | 6 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current ALL WORLD 30 - GOLD 25 volatility is 8.17%, 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
| 4GLD.DE | QQQ | FLXI.DE | TDIV.AS | VWRL.L | |
|---|---|---|---|---|---|
| 4GLD.DE | 1.00 | 0.08 | 0.19 | 0.18 | 0.15 |
| QQQ | 0.08 | 1.00 | 0.36 | 0.32 | 0.58 |
| FLXI.DE | 0.19 | 0.36 | 1.00 | 0.50 | 0.56 |
| TDIV.AS | 0.18 | 0.32 | 0.50 | 1.00 | 0.75 |
| VWRL.L | 0.15 | 0.58 | 0.56 | 0.75 | 1.00 |