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Et
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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Et

Currency in USD · Last updated May 25, 2025

Asset Allocation

BTC-USD 6.67%WISE.L 6.67%BLK 6.67%SXR8.DE 6.67%RCL 6.67%IBKR 6.67%SPXL 6.67%RDDT 6.67%QAN.AX 6.67%ICGA.DE 6.67%QBTS 6.67%CROX 6.67%ARGT 6.67%CCL 6.67%QDVK.DE 6.67%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
ARGT
Global X MSCI Argentina ETF		Latin America Equities
6.67%
BLK
BlackRock, Inc.		Financial Services
6.67%
BTC-USD
Bitcoin
6.67%
CCL
Carnival Corporation & Plc		Consumer Cyclical
6.67%
CROX
Crocs, Inc.		Consumer Cyclical
6.67%
IBKR
Interactive Brokers Group, Inc.		Financial Services
6.67%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		China Equities
6.67%
QAN.AX
Qantas Airways Limited		Industrials
6.67%
QBTS
DPCM Capital Inc		Technology
6.67%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)		Consumer Staples Equities
6.67%
RCL
Royal Caribbean Cruises Ltd.		Consumer Cyclical
6.67%
RDDT
Reddit, Inc.		Communication Services
6.67%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		Leveraged Equities, Leveraged
6.67%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Blend Equities
6.67%
WISE.L
Wise plc		Technology
6.67%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Mar 21, 2024, corresponding to the inception date of RDDT

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.80%-2.79%9.39%14.45%10.68%
Et9.54%20.37%43.70%114.26%N/AN/A
Portfolio components:
WISE.L
Wise plc		10.44%13.92%34.95%43.35%N/AN/A
BLK
BlackRock, Inc.		-5.53%5.12%-6.10%26.03%16.23%13.02%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		-0.97%6.66%-2.08%10.91%15.08%11.83%
RCL
Royal Caribbean Cruises Ltd.		4.45%13.63%0.01%63.09%41.19%13.52%
IBKR
Interactive Brokers Group, Inc.		17.09%22.22%8.10%62.46%40.55%20.06%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		-14.28%17.19%-18.94%7.52%31.94%21.02%
BTC-USD
Bitcoin		14.83%14.20%9.73%56.56%64.93%84.31%
RDDT
Reddit, Inc.		-38.35%-10.24%-31.30%84.14%N/AN/A
QAN.AX
Qantas Airways Limited		20.95%20.51%15.50%66.87%23.48%12.93%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		16.07%5.38%20.33%25.49%-0.31%N/A
QBTS
DPCM Capital Inc		123.81%155.78%541.64%1,440.98%N/AN/A
CROX
Crocs, Inc.		-1.13%9.68%2.08%-27.28%32.31%21.60%
ARGT
Global X MSCI Argentina ETF		12.47%6.70%13.73%58.69%35.05%17.26%
CCL
Carnival Corporation & Plc		-10.71%18.98%-10.64%47.06%9.00%-5.81%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)		-7.02%10.17%-1.90%21.36%11.89%N/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.63%-7.26%-7.05%0.21%20.04%9.54%
20240.61%-6.89%7.85%0.98%-0.54%2.73%6.43%8.51%25.37%30.44%96.87%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Et has an expense ratio of 0.14%, 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.

SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
SPXL
Direxion Daily S&P 500 Bull 3X Shares
ICGA.DE
iShares MSCI China UCITS ETF USD Acc
ARGT
Global X MSCI Argentina ETF
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 99, Et is among the top 1% 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.

The Risk-Adjusted Performance Rank of Et is 9999
Overall Rank
The Sharpe Ratio Rank of Et is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of Et is 9999
Sortino Ratio Rank
The Omega Ratio Rank of Et is 9999
Omega Ratio Rank
The Calmar Ratio Rank of Et is 9898
Calmar Ratio Rank
The Martin Ratio Rank of Et is 9999
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
WISE.L
Wise plc		1.294.331.571.9516.85
BLK
BlackRock, Inc.		0.990.881.130.151.63
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.570.561.080.051.05
RCL
Royal Caribbean Cruises Ltd.		1.472.101.310.875.05
IBKR
Interactive Brokers Group, Inc.		1.562.521.381.296.61
SPXL
Direxion Daily S&P 500 Bull 3X Shares		0.170.271.040.13-0.45
BTC-USD
Bitcoin		1.163.111.332.4411.53
RDDT
Reddit, Inc.		0.982.191.270.983.94
QAN.AX
Qantas Airways Limited		2.192.801.371.3010.04
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		0.782.191.301.084.58
QBTS
DPCM Capital Inc		8.776.371.84102.03245.74
CROX
Crocs, Inc.		-0.46-0.210.97-0.49-0.82
ARGT
Global X MSCI Argentina ETF		1.902.411.311.1211.19
CCL
Carnival Corporation & Plc		1.011.491.210.392.41
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)		0.881.091.140.161.55

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.

Et Sharpe ratios as of May 25, 2025 (values are recalculated daily):

  • 1-Year: 3.36
  • All Time: 2.81

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 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Et compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Et provided a 0.47% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.47%0.34%0.37%0.41%0.22%0.62%1.01%1.05%0.93%0.71%0.89%0.50%
Portfolio components:
WISE.L
Wise plc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BLK
BlackRock, Inc.		2.13%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RCL
Royal Caribbean Cruises Ltd.		0.71%0.41%0.00%0.00%0.00%1.04%2.22%2.66%1.81%2.08%1.33%1.33%
IBKR
Interactive Brokers Group, Inc.		0.48%0.48%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%
SPXL
Direxion Daily S&P 500 Bull 3X Shares		0.93%0.74%0.98%0.33%0.11%0.22%0.84%1.02%3.88%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%
RDDT
Reddit, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QAN.AX
Qantas Airways Limited		1.61%0.00%0.00%0.00%0.00%2.78%3.52%2.94%2.78%2.10%5.62%0.00%
ICGA.DE
iShares MSCI China UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QBTS
DPCM Capital Inc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CROX
Crocs, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARGT
Global X MSCI Argentina ETF		1.25%1.41%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%
CCL
Carnival Corporation & Plc		0.00%0.00%0.00%0.00%0.00%2.31%3.93%3.96%2.41%2.59%2.02%2.21%
QDVK.DE
iShares S&P 500 Consumer Discretionary Sector UCITS ETF (Acc)		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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Et. 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 Et was 25.59%, occurring on Apr 8, 2025. Recovery took 38 trading sessions.

The current Et drawdown is 0.66%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.59%Jan 31, 202568Apr 8, 202538May 16, 2025106
-14.93%Jul 17, 202420Aug 5, 202445Sep 19, 202465
-10.49%Mar 28, 202421Apr 17, 202430May 17, 202451
-10.12%Dec 18, 20242Dec 19, 20247Dec 26, 20249
-9.21%Dec 27, 202418Jan 13, 202516Jan 29, 202534
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCQAN.AXICGA.DEBTC-USDQBTSCROXRDDTWISE.LARGTIBKRQDVK.DERCLCCLSXR8.DEBLKSPXLPortfolio
^GSPC1.000.130.200.350.340.430.410.390.510.480.460.590.530.530.631.000.69
QAN.AX0.131.000.250.070.030.08-0.010.250.120.090.210.010.080.220.210.160.20
ICGA.DE0.200.251.000.140.080.130.180.250.150.160.270.130.130.320.250.190.29
BTC-USD0.350.070.141.000.260.150.210.110.220.280.140.230.290.160.200.300.52
QBTS0.340.030.080.261.000.190.260.170.250.250.230.120.150.210.190.320.59
CROX0.430.080.130.150.191.000.220.280.290.210.170.290.280.150.280.370.41
RDDT0.41-0.010.180.210.260.221.000.180.210.290.230.270.280.180.200.350.51
WISE.L0.390.250.250.110.170.280.181.000.240.210.430.210.190.420.350.380.45
ARGT0.510.120.150.220.250.290.210.241.000.320.250.350.340.230.350.480.50
IBKR0.480.090.160.280.250.210.290.210.321.000.220.400.400.270.320.480.52
QDVK.DE0.460.210.270.140.230.170.230.430.250.221.000.310.320.790.330.430.49
RCL0.590.010.130.230.120.290.270.210.350.400.311.000.730.310.420.520.52
CCL0.530.080.130.290.150.280.280.190.340.400.320.731.000.310.410.480.51
SXR8.DE0.530.220.320.160.210.150.180.420.230.270.790.310.311.000.330.500.48
BLK0.630.210.250.200.190.280.200.350.350.320.330.420.410.331.000.570.51
SPXL1.000.160.190.300.320.370.350.380.480.480.430.520.480.500.571.000.68
Portfolio0.690.200.290.520.590.410.510.450.500.520.490.520.510.480.510.681.00
The correlation results are calculated based on daily price changes starting from Mar 22, 2024
Go to the full Correlations tool for more customization options