PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Portfolio 09 (6 ETF EU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portfolio 09 (6 ETF EU)

Currency in USD · Last updated May 18, 2025

IWDA + EMIM + US SC Value + Stoxx 50 + Nasdaq 100 + VVSM

Asset Allocation

IWDA.AS 50%CNX1.L 20%EMIM.L 8%VVSM.DE 8%ZPRV.DE 8%XESC.DE 6%EquityEquity
PositionCategory/SectorTarget 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
8%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
50%
VVSM.DE
VanEck Semiconductor UCITS ETF		Technology Equities
8%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		Europe Equities
6%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		Small Cap Value Equities
8%

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of VVSM.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.12%10.89%
Portfolio 09 (6 ETF EU)4.36%13.31%5.14%11.54%N/AN/A
Portfolio components:
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		4.48%10.98%4.65%12.67%14.12%9.61%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		9.18%9.49%8.67%7.45%6.51%5.44%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		0.65%16.95%4.68%15.54%16.46%19.38%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		21.57%9.32%22.61%13.28%16.39%7.41%
VVSM.DE
VanEck Semiconductor UCITS ETF		0.42%26.75%3.47%0.16%N/AN/A
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		-2.24%13.04%-7.00%3.29%18.71%9.10%
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio 09 (6 ETF EU), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.64%-3.10%-4.42%0.40%8.29%4.36%
20240.95%4.33%3.48%-3.30%3.45%4.33%0.54%0.85%2.55%-1.44%3.68%-1.95%18.52%
20238.89%-1.65%3.92%0.68%2.10%6.16%3.81%-2.52%-4.39%-3.69%9.93%6.55%32.57%
2022-7.14%-2.00%2.70%-8.36%-1.50%-9.17%8.02%-4.00%-8.49%4.15%6.94%-4.04%-22.28%
20211.26%2.66%2.58%4.28%1.05%2.45%1.06%2.74%-3.90%4.82%0.11%3.38%24.61%
20202.84%2.84%

Expense Ratio

Portfolio 09 (6 ETF EU) has an expense ratio of 0.24%, 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.

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
VVSM.DE
VanEck Semiconductor UCITS ETF
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio 09 (6 ETF EU) is 26, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Portfolio 09 (6 ETF EU) is 2626
Overall Rank
The Sharpe Ratio Rank of Portfolio 09 (6 ETF EU) is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio 09 (6 ETF EU) is 2222
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio 09 (6 ETF EU) is 2323
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio 09 (6 ETF EU) is 2525
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio 09 (6 ETF EU) is 2929
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
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.691.101.160.713.18
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		0.440.781.100.381.43
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		0.671.031.140.632.12
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		0.621.091.140.922.55
VVSM.DE
VanEck Semiconductor UCITS ETF		-0.020.181.02-0.05-0.10
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		0.130.411.050.150.47

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.

Portfolio 09 (6 ETF EU) Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.58
  • All Time: 0.65

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 0.57 to 1.05, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Portfolio 09 (6 ETF EU) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Portfolio 09 (6 ETF EU) provided a 0.00% dividend yield over the last twelve months.

TTM2024202320222021202020192018201720162015
Portfolio0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%
Portfolio components:
IWDA.AS
iShares Core MSCI World 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%
EMIM.L
iShares Core MSCI Emerging Markets IMI 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%
CNX1.L
iShares NASDAQ 100 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%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%3.19%
VVSM.DE
VanEck Semiconductor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio 09 (6 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 09 (6 ETF EU) was 29.10%, occurring on Oct 11, 2022. Recovery took 302 trading sessions.

The current Portfolio 09 (6 ETF EU) drawdown is 1.01%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.1%Dec 31, 2021201Oct 11, 2022302Dec 13, 2023503
-19.14%Feb 18, 202537Apr 9, 2025———
-9.62%Jul 15, 202416Aug 5, 202436Sep 24, 202452
-7.15%Feb 16, 202114Mar 5, 202120Apr 6, 202134
-6.6%Sep 7, 202120Oct 4, 202120Nov 1, 202140

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 3.20, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCEMIM.LZPRV.DEVVSM.DEXESC.DECNX1.LIWDA.ASPortfolio
^GSPC1.000.480.470.540.530.610.640.64
EMIM.L0.481.000.530.600.670.620.670.73
ZPRV.DE0.470.531.000.570.690.560.780.77
VVSM.DE0.540.600.571.000.670.820.800.87
XESC.DE0.530.670.690.671.000.650.850.84
CNX1.L0.610.620.560.820.651.000.850.91
IWDA.AS0.640.670.780.800.850.851.000.98
Portfolio0.640.730.770.870.840.910.981.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2020