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60/40 BABInv*01
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

60/40 BABInv*01

Currency in EUR · Last updated Jul 18, 2026

60/40 equity part having as benchmark (50% GDP 50% Mkt Cap & 2,5x EA)

Asset Allocation

EUN5.DE 9.14%EUNH.DE 6.00%4 positions 12.28%4 positions 6.65%IUSA.DE 10.53%LYP6.DE 6.87%IS3N.DE 5.58%IUSE.L 5.09%17 positions 37.83%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
IUSA.DE
iShares Core S&P 500 UCITS ETF USD Dist		S&P 500
10.53%
EUN5.DE
iShares Core EUR Corporate Bond UCITS ETF (Dist)		European Corporate Bonds
9.14%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		Europe Equities
6.87%
EUNH.DE
iShares Core Euro Government Bond UCITS ETF (Dist)		European Government Bonds
6%
IS3N.DE
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		Emerging Markets Equities
5.58%
IUSE.L
iShares S&P 500 EUR Hedged UCITS ETF Acc		S&P 500
5.09%
LYQ7.DE
Amundi Euro Government Inflation-Linked Bond UCITS ETF Acc		Inflation-Protected Bonds
4.86%
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc		Money Market
4.75%
UBU5.DE
UBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis		Large Cap Value Equities
3.74%
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc		Emerging Markets Equities
3.70%
ISP6.L
iShares S&P SmallCap 600 UCITS ETF		Small Cap Blend Equities
3.31%
EUNN.DE
iShares Core MSCI Japan IMI UCITS ETF		Japan Equities, Asia Pacific Equities
3.29%
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF		Technology Equities
2.70%
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF		Emerging Markets Bonds
2.67%
XDEW.DE
Xtrackers S&P 500 Equal Weight UCITS ETF 1C		S&P 500, Equal Weight
2.66%
SXRW.DE
iShares Core FTSE 100 UCITS ETF GBP (Acc)		Europe Equities
2.65%
PPFB.DE
iShares Physical Gold ETC		Gold, Precious Metals
2.51%
C024.DE
Amundi MSCI China A II UCITS ETF Dist		China Equities, Asia Pacific Equities
2.04%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		Europe Equities
1.97%
DEAM.DE
Invesco MDAX UCITS ETF A		Europe Equities
1.94%
PHSP.L
WisdomTree Physical Silver		Silver, Precious Metals
1.64%
NQSE.DE
iShares NASDAQ 100 UCITS ETF		Nasdaq-100
1.57%
CC1U.L
Amundi MSCI China UCITS ETF-C USD		China Equities, Asia Pacific Equities
1.50%
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating		Copper
1.48%
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund		Alternative Energy Equities
1.47%
AIGI.L
WisdomTree Industrial Metals		Metals
1.32%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A		Uranium, Alternative Energy Equities
1.29%
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc		Technology Equities
1.27%
MVOL.L
iShares Edge MSCI World Minimum Volatility UCITS		Global Equities
1.25%
ETLX.DE
L&G Gold Mining UCITS ETF		Gold, Precious Metals
1.18%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc		Inflation-Protected Bonds
0%

S&P 500 Index

Transactions

DateTypeSymbolQuantityPrice
Jun 23, 2026BuyUBS ETF (IE) MSCI USA Value UCITS ETF (USD) A-dis9€118.06
Jun 23, 2026SelliShares NASDAQ 100 UCITS ETF66€17.05
Jun 23, 2026BuyAmundi Euro Government Inflation-Linked Bond UCITS ETF Acc30€171.30
Jun 23, 2026SellAmundi Euro Inflation Expectations 2-10Y UCITS ETF Acc43€119.41
May 10, 2026BuyiShares Physical Gold ETC39€77.67
Apr 17, 2026SellWisdomTree Artificial Intelligence UCITS ETF USD Acc20€83.05
Apr 17, 2026BuyiShares Edge MSCI World Minimum Volatility UCITS20$74.84
Mar 3, 2026SelliShares Core EUR Corporate Bond UCITS ETF (Dist)17€119.70
Mar 3, 2026SelliShares Core Euro Government Bond UCITS ETF (Dist)27€110.32
Mar 3, 2026BuyAmundi Euro Inflation Expectations 2-10Y UCITS ETF Acc43€117.98

1–10 of 37

Portfolio Optimizer

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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in **60/40 BABInv*01**, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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Returns By Period

Position1D1M6MYTD1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.98%1.06%8.97%11.87%20.04%17.14%12.21%12.75%
Portfolio
60/40 BABInv*01
-0.88%-3.06%3.03%6.88%————
Portfolio components:
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating		-3.07%-17.47%-7.51%3.65%74.13%24.85%——
AIGI.L
WisdomTree Industrial Metals		-1.26%-4.47%4.82%10.04%18.06%9.45%4.99%6.29%
C024.DE
Amundi MSCI China A II UCITS ETF Dist		-3.37%-6.98%2.17%6.31%28.34%11.58%0.96%6.36%
CC1U.L
Amundi MSCI China UCITS ETF-C USD		-3.41%-9.45%-14.77%-8.64%6.65%0.83%-0.05%—
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc		0.00%0.20%1.04%1.05%2.03%2.92%1.94%0.68%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		-0.34%-0.45%-2.21%0.89%1.42%14.95%9.27%9.03%
DEAM.DE
Invesco MDAX UCITS ETF A		0.06%-2.40%-0.55%3.71%2.32%3.87%-1.95%—
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc		-1.60%-10.29%21.10%30.36%48.18%21.90%11.87%—
ETLX.DE
L&G Gold Mining UCITS ETF		-1.41%-19.56%-25.07%-17.69%46.06%37.92%22.00%11.24%
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc		0.00%1.02%3.28%3.67%3.98%2.24%4.45%1.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 30, 2025, 60/40 BABInv*01's average daily return is +0.04%, while the average monthly return is +0.78%. At this rate, an investment would double in approximately 7.4 years.

Historically, 50% of months were positive and 50% were negative. The best month was Apr 2026 with a return of +6.4%, while the worst month was Mar 2026 at -6.2%. The longest winning streak lasted 2 consecutive months, and the longest losing streak was 2 months.

On a daily basis, 60/40 BABInv*01 closed higher 51% of trading days. The best single day was Apr 8, 2026 with a return of +2.9%, while the worst single day was Mar 3, 2026 at -2.1%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20262.98%2.53%-6.19%6.43%4.12%-0.27%-2.36%6.88%
2025-0.96%-0.96%

Benchmark Metrics

60/40 BABInv*01 has an annualized alpha of -2.09%, beta of 0.60, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since December 30, 2025.

  • This portfolio participated in 149.27% of S&P 500 Index downside but only 78.27% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.60 may look defensive, but with R2 of 0.38 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R2 of 0.38 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
Alpha
-2.09%
Beta
0.60
R²
0.38
Upside Capture
78.27%
Downside Capture
149.27%
See how alpha, beta & R² have trended over time →

Expense Ratio

**60/40 BABInv*01 has an expense ratio of 0.00%**, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings
IROB.DE
L&G ROBO Global Robotics and Automation UCITS ETF
GRID
First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund
ETLX.DE
L&G Gold Mining UCITS ETF
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
SEML.L
iShares J.P. Morgan EM Local Government Bond UCITS ETF
PHSP.L
WisdomTree Physical Silver
AIGI.L
WisdomTree Industrial Metals
CC1U.L
Amundi MSCI China UCITS ETF-C USD
WTI2.DE
WisdomTree Artificial Intelligence UCITS ETF USD Acc

Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for **60/40 BABInv*01 and compares them with S&P 500 Index**.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

—

1.59

—

Sortino ratioReturn per unit of downside risk

—

2.11

—

Omega ratioGain probability vs. loss probability

—

1.29

—

Calmar ratioReturn relative to maximum drawdown

—

2.66

—

Martin ratioReturn relative to average drawdown

—

9.82

—

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
4COP.DE
Global X Copper Miners UCITS ETF USD Accumulating
66
1.762.311.282.837.53
AIGI.L
WisdomTree Industrial Metals
34
0.901.221.181.593.41
C024.DE
Amundi MSCI China A II UCITS ETF Dist
63
1.552.111.272.6610.41
CC1U.L
Amundi MSCI China UCITS ETF-C USD
15
0.280.551.070.360.77
CSH.PA
Amundi EUR Overnight Return UCITS ETF Acc
96
2.834.391.865.7734.47
DBXD.DE
Xtrackers DAX UCITS ETF 1C
11
0.090.241.030.120.36
DEAM.DE
Invesco MDAX UCITS ETF A
12
0.120.311.040.150.43
EMXC.DE
Lyxor MSCI Emerging Markets Ex China UCITS ETF - Acc
81
2.092.731.373.5112.15
ETLX.DE
L&G Gold Mining UCITS ETF
31
0.951.451.181.252.92
EUIN.DE
Amundi Euro Inflation Expectations 2-10Y UCITS ETF Acc
56
1.311.991.292.217.74

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for **60/40 BABInv*01**. This metric is based on the past 12 months of trading data. Please check back later for updated information.

Loading charts...

Dividends

Dividend yield

**60/40 BABInv*01 provided a 0.46%** dividend yield over the last twelve months.

PositionTTM
Portfolio0.46%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026€83.34€17.95€25.81€36.08€0.00€31.27€298.10€492.53
2025€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 charts...

Worst Drawdowns

The table below displays the maximum drawdowns of the **60/40 BABInv*01**. 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 **60/40 BABInv*01 was 7.03%, occurring on Mar 27, 2026**. Recovery took 14 trading sessions.

The current 60/40 BABInv*01 drawdown is 3.48%.

Drawdown

Fall

Recovery

Underwater

Related event

-7.03%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
—
-3.90%Jun 2026
7d12d
19dJun 2026 - Jun 2026
—
-3.48%Jul 2026
24d—
25dJun 2026 - now
—
-2.35%May 2026
4d6d
10dMay 2026 - May 2026
—
-2.14%Feb 2026
7d13d
20dJan 2026 - Feb 2026
—

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 31 assets, with an effective number of assets of 20.13, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio
All Time
Diversification Ratio

1.35

The portfolio has a diversification ratio of 1.35, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

60/40 BABInv*01 correlation to the S&P 500 Index

60/40 BABInv*01 has a 0.65 correlation to S&P 500 Index over the full available history. This section compares each holding's correlation to the benchmark and to the portfolio.
Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 30, 2025

0.65

Benchmark Correlations

Correlation vs. S&P 500 Index. IUSA.DE has the highest benchmark correlation at 0.74, while EUIN.DE has the lowest at -0.25.

EUIN.DE
-0.25
CSH.PA
-0.11
MVOL.L
-0.02
PHSP.L
0.25
LYQ7.DE
0.28
ETLX.DE
0.29
PPFB.DE
0.29
EUNH.DE
0.35
SXRW.DE
0.36
AIGI.L
0.36

Portfolio Correlations

Correlation vs. 60/40 BABInv*01. IS3N.DE has the highest portfolio correlation at 0.87, while EUIN.DE has the lowest at -0.40.

EUIN.DE
-0.40
CSH.PA
-0.07
MVOL.L
0.08
LYQ7.DE
0.45
UBU5.DE
0.54
AIGI.L
0.56
XDEW.DE
0.56
SXRW.DE
0.57
ISP6.L
0.57
SEML.L
0.59

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
CSH.PAMVOL.LEUIN.DELYQ7.DEAIGI.LPHSP.LC024.DEPPFB.DEUBU5.DESEML.LISP6.LXDEW.DEEUNH.DESXRW.DECC1U.LGRIDDEAM.DEEUN5.DEETLX.DEWTI2.DENUKL.DEIUSA.DENQSE.DE4COP.DEEUNN.DEIUSE.LLYP6.DEDBXD.DEIROB.DEEMXC.DEIS3N.DE
CSH.PA1.000.070.05-0.13-0.00-0.10-0.100.000.04-0.080.040.03-0.03-0.01-0.03-0.13-0.02-0.01-0.04-0.070.03-0.03-0.10-0.070.06-0.08-0.000.02-0.01-0.04-0.05
MVOL.L0.071.00-0.190.170.000.04-0.030.110.500.140.260.540.230.390.03-0.220.060.310.11-0.120.050.20-0.07-0.050.180.110.240.240.04-0.06-0.05
EUIN.DE0.05-0.191.00-0.140.00-0.20-0.24-0.26-0.27-0.37-0.33-0.33-0.57-0.33-0.24-0.23-0.42-0.56-0.34-0.27-0.34-0.27-0.28-0.27-0.36-0.37-0.44-0.43-0.34-0.35-0.36
LYQ7.DE-0.130.17-0.141.000.170.300.260.320.240.210.220.240.690.410.260.300.320.630.380.210.280.210.340.350.400.300.410.420.260.360.33
AIGI.L-0.000.000.000.171.000.630.480.530.220.310.160.240.200.320.540.390.210.170.510.400.470.320.330.660.350.290.330.320.370.480.52
PHSP.L-0.100.04-0.200.300.631.000.440.800.190.360.120.170.360.370.570.330.360.370.810.310.600.240.390.770.390.420.400.400.370.450.49
C024.DE-0.10-0.03-0.240.260.480.441.000.460.320.360.290.290.320.340.770.490.280.310.440.480.480.400.400.540.540.320.400.380.520.550.60
PPFB.DE0.000.11-0.260.320.530.800.461.000.360.360.200.290.410.360.480.310.350.470.860.300.590.300.370.700.390.370.400.420.370.400.43
UBU5.DE0.040.50-0.270.240.220.190.320.361.000.390.720.890.310.580.300.310.360.400.310.370.450.700.400.280.470.520.510.460.510.380.39
SEML.L-0.080.14-0.370.210.310.360.360.360.391.000.470.400.420.410.410.420.420.500.480.390.490.440.400.550.520.450.450.470.500.520.54
ISP6.L0.040.26-0.330.220.160.120.290.200.720.471.000.780.380.490.330.400.420.440.270.490.410.650.490.270.510.580.530.510.590.450.47
XDEW.DE0.030.54-0.330.240.240.170.290.290.890.400.781.000.360.570.320.290.370.430.310.430.450.680.380.290.510.500.530.480.570.420.45
EUNH.DE-0.030.23-0.570.690.200.360.320.410.310.420.380.361.000.530.290.380.440.870.520.300.340.310.400.480.560.430.610.610.380.480.48
SXRW.DE-0.010.39-0.330.410.320.370.340.360.580.410.490.570.531.000.350.380.530.570.440.240.370.420.300.460.540.450.840.690.390.410.43
CC1U.L-0.030.03-0.240.260.540.570.770.480.300.410.330.320.290.351.000.470.370.310.500.540.540.470.490.610.530.480.440.420.610.640.72
GRID-0.13-0.22-0.230.300.390.330.490.310.310.420.400.290.380.380.471.000.470.330.350.610.500.460.560.560.560.490.510.460.630.700.71
DEAM.DE-0.020.06-0.420.320.210.360.280.350.360.420.420.370.440.530.370.471.000.490.460.500.480.490.560.500.540.630.720.770.620.580.56
EUN5.DE-0.010.31-0.560.630.170.370.310.470.400.500.440.430.870.570.310.330.491.000.570.350.420.400.440.520.560.500.660.670.440.480.49
ETLX.DE-0.040.11-0.340.380.510.810.440.860.310.480.270.310.520.440.500.350.460.571.000.340.620.320.440.810.510.460.530.560.490.510.53
WTI2.DE-0.07-0.12-0.270.210.400.310.480.300.370.390.490.430.300.240.540.610.500.350.341.000.600.750.870.480.520.720.460.550.800.780.78
NUKL.DE0.030.05-0.340.280.470.600.480.590.450.490.410.450.340.370.540.500.480.420.620.601.000.570.580.660.570.590.480.520.690.610.64
IUSA.DE-0.030.20-0.270.210.320.240.400.300.700.440.650.680.310.420.470.460.490.400.320.750.571.000.810.410.540.830.550.570.770.610.65
NQSE.DE-0.10-0.07-0.280.340.330.390.400.370.400.400.490.380.400.300.490.560.560.440.440.870.580.811.000.530.550.890.530.600.760.740.73
4COP.DE-0.07-0.05-0.270.350.660.770.540.700.280.550.270.290.480.460.610.560.500.520.810.480.660.410.531.000.580.530.580.530.580.660.69
EUNN.DE0.060.18-0.360.400.350.390.540.390.470.520.510.510.560.540.530.560.540.560.510.520.570.540.550.581.000.570.670.670.740.670.67
IUSE.L-0.080.11-0.370.300.290.420.320.370.520.450.580.500.430.450.480.490.630.500.460.720.590.830.890.530.571.000.640.650.720.630.64
LYP6.DE-0.000.24-0.440.410.330.400.400.400.510.450.530.530.610.840.440.510.720.660.530.460.480.550.530.580.670.641.000.890.600.620.62
DBXD.DE0.020.24-0.430.420.320.400.380.420.460.470.510.480.610.690.420.460.770.670.560.550.520.570.600.530.670.650.891.000.650.620.62
IROB.DE-0.010.04-0.340.260.370.370.520.370.510.500.590.570.380.390.610.630.620.440.490.800.690.770.760.580.740.720.600.651.000.790.80
EMXC.DE-0.04-0.06-0.350.360.480.450.550.400.380.520.450.420.480.410.640.700.580.480.510.780.610.610.740.660.670.630.620.620.791.000.97
IS3N.DE-0.05-0.05-0.360.330.520.490.600.430.390.540.470.450.480.430.720.710.560.490.530.780.640.650.730.690.670.640.620.620.800.971.00
The correlation results are calculated based on daily price changes starting from Dec 30, 2025
Diversification Analysis

Find what **60/40 BABInv*01** is missing

See which holdings overlap, where 60/40 BABInv*01 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification