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Portfolio 09 (6 ETF EU)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portfolio 09 (6 ETF EU)

Last updated Sep 18, 2024

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/SectorWeight
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

The chart shows the growth of an initial investment of $10,000 in Portfolio 09 (6 ETF EU), 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 Quarterly

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
7.58%
7.85%
Portfolio 09 (6 ETF EU)
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.13%1.45%8.81%26.52%13.43%10.88%
Portfolio 09 (6 ETF EU)15.87%0.46%7.58%27.89%N/AN/A
Portfolio components:
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		17.03%1.13%7.94%26.08%12.01%11.11%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		9.82%-0.80%8.00%16.37%3.69%5.27%
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		16.28%0.07%8.76%30.05%18.91%20.00%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		10.96%0.06%1.17%22.91%9.34%7.18%
VVSM.DE
VanEck Semiconductor UCITS ETF		21.79%-4.21%2.53%50.39%N/AN/A
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		8.21%2.85%9.57%23.91%13.17%N/A

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
20241.05%4.23%3.47%-3.12%3.22%4.40%0.56%0.85%15.87%
20238.67%-1.67%3.91%0.72%2.04%6.21%3.79%-2.50%-4.41%-3.68%9.90%6.58%32.27%
2022-7.20%-2.79%2.61%-8.34%-1.47%-9.14%7.93%-3.81%-8.62%4.14%6.83%-3.68%-22.79%
20211.30%2.65%2.59%4.26%1.25%2.25%1.06%2.73%-3.84%4.80%0.13%4.60%26.18%
20202.65%2.65%

Expense Ratio

Portfolio 09 (6 ETF EU) has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for CNX1.L: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
VVSM.DE
VanEck Semiconductor UCITS ETF
Expense ratio chart for VVSM.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF
Expense ratio chart for ZPRV.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for IWDA.AS: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Expense ratio chart for EMIM.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C
Expense ratio chart for XESC.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio 09 (6 ETF EU) is 71, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Portfolio 09 (6 ETF EU) is 7171
Portfolio 09 (6 ETF EU)
The Sharpe Ratio Rank of Portfolio 09 (6 ETF EU) is 7171Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio 09 (6 ETF EU) is 7474Sortino Ratio Rank
The Omega Ratio Rank of Portfolio 09 (6 ETF EU) is 7474Omega Ratio Rank
The Calmar Ratio Rank of Portfolio 09 (6 ETF EU) is 6363Calmar Ratio Rank
The Martin Ratio Rank of Portfolio 09 (6 ETF EU) is 7171Martin 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 09 (6 ETF EU)
Sharpe ratio
The chart of Sharpe ratio for Portfolio 09 (6 ETF EU), currently valued at 2.24, compared to the broader market-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for Portfolio 09 (6 ETF EU), currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for Portfolio 09 (6 ETF EU), currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Portfolio 09 (6 ETF EU), currently valued at 2.22, compared to the broader market0.002.004.006.008.002.22
Martin ratio
The chart of Martin ratio for Portfolio 09 (6 ETF EU), currently valued at 11.99, compared to the broader market0.0010.0020.0030.0011.99
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		2.453.441.452.1514.68
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		1.191.811.210.576.42
CNX1.L
iShares NASDAQ 100 UCITS ETF USD (Acc)		1.892.521.342.378.49
XESC.DE
Xtrackers EURO STOXX 50 UCITS ETF 1C		1.592.271.271.728.52
VVSM.DE
VanEck Semiconductor UCITS ETF		1.822.381.312.156.61
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		1.312.021.251.636.84

Sharpe Ratio

The current Portfolio 09 (6 ETF EU) Sharpe ratio is 2.24. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.73 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Portfolio 09 (6 ETF EU) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
2.24
2.10
Portfolio 09 (6 ETF EU)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

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

TTM202320222021202020192018201720162015
Portfolio 09 (6 ETF EU)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%
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%
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%
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%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%
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%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-1.63%
-0.58%
Portfolio 09 (6 ETF EU)
Benchmark (^GSPC)
Portfolio components

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 29.71%, occurring on Oct 11, 2022. Recovery took 303 trading sessions.

The current Portfolio 09 (6 ETF EU) drawdown is 1.63%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.71%Jan 3, 2022200Oct 11, 2022303Dec 14, 2023503
-9.61%Jul 15, 202416Aug 5, 2024———
-7.12%Feb 16, 202114Mar 5, 202120Apr 6, 202134
-6.54%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-6.08%Mar 22, 202419Apr 19, 202418May 15, 202437

Volatility

Volatility Chart

The current Portfolio 09 (6 ETF EU) volatility is 4.61%, 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.

2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
4.61%
4.08%
Portfolio 09 (6 ETF EU)
Benchmark (^GSPC)
Portfolio components

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.
EMIM.LZPRV.DEVVSM.DECNX1.LXESC.DEIWDA.AS
EMIM.L1.000.540.600.630.640.68
ZPRV.DE0.541.000.570.540.690.79
VVSM.DE0.600.571.000.800.640.78
CNX1.L0.630.540.801.000.630.84
XESC.DE0.640.690.640.631.000.84
IWDA.AS0.680.790.780.840.841.00
The correlation results are calculated based on daily price changes starting from Dec 4, 2020