VUSA-IITU-Europe
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AZN AstraZeneca PLC | Healthcare | 6.25% |
BSP.DE BAE Systems plc | Industrials | 6.25% |
GSK GlaxoSmithKline plc | Healthcare | 6.25% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | Technology Equities | 15% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | Consumer Cyclical | 6.25% |
NVO Novo Nordisk A/S | Healthcare | 6.25% |
NVS Novartis AG | Healthcare | 6.25% |
OR.PA L'Oréal S.A. | Consumer Defensive | 6.25% |
SAP SAP SE | Technology | 6.25% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VUSA-IITU-Europe, 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 Dec 23, 2019, corresponding to the inception date of BSP.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% |
| VUSA-IITU-Europe | -5.49% | -6.74% | -10.46% | -0.82% | 15.30% | N/A |
| Portfolio components: | ||||||
BSP.DE BAE Systems plc | 61.00% | 10.31% | 36.22% | 43.46% | 32.77% | N/A |
GSK GlaxoSmithKline plc | 8.96% | -7.11% | -2.33% | -4.57% | 1.28% | 2.36% |
NVO Novo Nordisk A/S | -31.10% | -22.89% | -49.48% | -51.52% | 14.04% | 9.70% |
AZN AstraZeneca PLC | 3.54% | -10.72% | -12.40% | -0.43% | 8.09% | 9.81% |
SAP SAP SE | 1.76% | -8.07% | 9.18% | 44.33% | 18.03% | 14.69% |
NVS Novartis AG | 17.69% | -1.42% | -1.05% | 21.36% | 9.88% | 6.52% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -16.83% | -16.31% | -17.15% | -34.75% | 8.52% | 14.04% |
VUSA.L Vanguard S&P 500 UCITS ETF | -10.20% | -6.11% | -8.59% | 7.59% | 14.72% | 12.71% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | -19.06% | -9.00% | -16.03% | 7.04% | 20.07% | N/A |
OR.PA L'Oréal S.A. | 9.76% | 1.84% | -1.24% | -16.80% | 8.92% | 8.42% |
Monthly Returns
The table below presents the monthly returns of VUSA-IITU-Europe, 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 | 3.04% | 0.60% | -5.17% | -3.86% | -5.49% | ||||||||
| 2024 | 3.95% | 4.25% | 3.79% | -2.27% | 4.41% | 3.46% | -1.55% | 3.77% | -2.30% | -2.99% | 0.72% | -3.12% | 12.18% |
| 2023 | 6.38% | -1.38% | 8.39% | 3.94% | -1.25% | 4.95% | 1.58% | 0.36% | -4.53% | -0.23% | 7.73% | 4.58% | 33.99% |
| 2022 | -6.03% | -1.33% | 3.73% | -5.39% | -1.72% | -4.92% | 5.77% | -5.65% | -7.70% | 6.16% | 8.55% | -1.66% | -11.23% |
| 2021 | -1.44% | 1.37% | 2.84% | 6.39% | 3.06% | 2.45% | 2.98% | 2.40% | -5.02% | 6.95% | -0.89% | 4.89% | 28.54% |
| 2020 | 0.77% | -8.45% | -6.30% | 9.15% | 3.47% | 3.13% | 3.73% | 6.82% | -2.97% | -7.24% | 11.91% | 4.30% | 17.18% |
| 2019 | 0.45% | 0.45% |
Expense Ratio
VUSA-IITU-Europe has an expense ratio of 0.05%, 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 VUSA-IITU-Europe is 12, meaning it’s performing worse than 88% of other 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 | |
|---|---|---|---|---|---|
BSP.DE BAE Systems plc | 1.03 | 1.82 | 1.22 | 1.70 | 3.69 |
GSK GlaxoSmithKline plc | -0.34 | -0.30 | 0.96 | -0.31 | -0.54 |
NVO Novo Nordisk A/S | -1.29 | -2.00 | 0.74 | -0.89 | -1.81 |
AZN AstraZeneca PLC | -0.44 | -0.44 | 0.94 | -0.34 | -0.63 |
SAP SAP SE | 1.39 | 2.01 | 1.26 | 1.99 | 8.46 |
NVS Novartis AG | 0.95 | 1.35 | 1.19 | 0.90 | 1.91 |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | -0.99 | -1.51 | 0.82 | -0.76 | -1.80 |
VUSA.L Vanguard S&P 500 UCITS ETF | 0.29 | 0.50 | 1.07 | 0.26 | 1.12 |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.13 | 0.34 | 1.04 | 0.12 | 0.43 |
OR.PA L'Oréal S.A. | -0.65 | -0.82 | 0.91 | -0.52 | -0.82 |
Dividends
Dividend yield
VUSA-IITU-Europe provided a 1.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.63% | 1.53% | 1.83% | 1.69% | 2.15% | 1.54% | 1.92% | 1.80% | 2.14% | 2.54% | 1.95% |
| Portfolio components: | ||||||||||||
BSP.DE BAE Systems plc | 2.24% | 3.06% | 2.85% | 3.59% | 4.98% | 8.63% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GSK GlaxoSmithKline plc | 4.26% | 4.60% | 3.75% | 4.78% | 4.92% | 5.49% | 4.28% | 5.55% | 5.72% | 7.06% | 5.96% | 6.09% |
NVO Novo Nordisk A/S | 2.77% | 1.68% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% |
AZN AstraZeneca PLC | 2.29% | 2.27% | 2.15% | 2.14% | 2.40% | 2.80% | 2.81% | 3.61% | 3.95% | 5.01% | 4.06% | 3.98% |
SAP SAP SE | 0.95% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.39% |
NVS Novartis AG | 3.50% | 3.88% | 3.44% | 3.91% | 4.08% | 3.40% | 2.87% | 3.72% | 3.50% | 4.06% | 3.51% | 3.14% |
LVMUY LVMH Moët Hennessy - Louis Vuitton, Société Européenne | 1.09% | 2.14% | 1.65% | 1.78% | 0.99% | 1.64% | 1.49% | 2.21% | 1.60% | 2.10% | 12.91% | 2.40% |
VUSA.L Vanguard S&P 500 UCITS ETF | 1.20% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
IITU.L iShares S&P 500 USD Information Technology Sector UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OR.PA L'Oréal S.A. | 1.93% | 1.93% | 1.33% | 1.44% | 0.96% | 1.24% | 1.46% | 1.76% | 1.78% | 1.79% | 1.74% | 1.79% |
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 VUSA-IITU-Europe. 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 VUSA-IITU-Europe was 29.50%, occurring on Mar 23, 2020. Recovery took 81 trading sessions.
The current VUSA-IITU-Europe drawdown is 9.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.5% | Feb 13, 2020 | 28 | Mar 23, 2020 | 81 | Jul 15, 2020 | 109 |
| -23.08% | Dec 31, 2021 | 191 | Sep 26, 2022 | 132 | Mar 30, 2023 | 323 |
| -17.89% | Aug 30, 2024 | 155 | Apr 7, 2025 | — | — | — |
| -11.48% | Sep 3, 2020 | 42 | Oct 30, 2020 | 22 | Dec 1, 2020 | 64 |
| -8.19% | Jul 15, 2024 | 16 | Aug 5, 2024 | 14 | Aug 23, 2024 | 30 |
Volatility
Volatility Chart
The current VUSA-IITU-Europe volatility is 8.90%, 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 10 assets, with an effective number of assets of 5.67, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| BSP.DE | NVO | AZN | IITU.L | GSK | NVS | LVMUY | OR.PA | VUSA.L | SAP | |
|---|---|---|---|---|---|---|---|---|---|---|
| BSP.DE | 1.00 | 0.15 | 0.17 | 0.20 | 0.23 | 0.23 | 0.17 | 0.26 | 0.28 | 0.20 |
| NVO | 0.15 | 1.00 | 0.45 | 0.21 | 0.38 | 0.40 | 0.28 | 0.27 | 0.21 | 0.33 |
| AZN | 0.17 | 0.45 | 1.00 | 0.14 | 0.56 | 0.55 | 0.27 | 0.30 | 0.19 | 0.31 |
| IITU.L | 0.20 | 0.21 | 0.14 | 1.00 | 0.13 | 0.13 | 0.38 | 0.44 | 0.88 | 0.45 |
| GSK | 0.23 | 0.38 | 0.56 | 0.13 | 1.00 | 0.56 | 0.29 | 0.31 | 0.22 | 0.32 |
| NVS | 0.23 | 0.40 | 0.55 | 0.13 | 0.56 | 1.00 | 0.31 | 0.29 | 0.21 | 0.37 |
| LVMUY | 0.17 | 0.28 | 0.27 | 0.38 | 0.29 | 0.31 | 1.00 | 0.57 | 0.45 | 0.55 |
| OR.PA | 0.26 | 0.27 | 0.30 | 0.44 | 0.31 | 0.29 | 0.57 | 1.00 | 0.51 | 0.44 |
| VUSA.L | 0.28 | 0.21 | 0.19 | 0.88 | 0.22 | 0.21 | 0.45 | 0.51 | 1.00 | 0.46 |
| SAP | 0.20 | 0.33 | 0.31 | 0.45 | 0.32 | 0.37 | 0.55 | 0.44 | 0.46 | 1.00 |