ggrg vuas
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | Global Equities, Dividend | 20% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ggrg vuas, 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
The earliest data available for this chart is Jun 8, 2016, corresponding to the inception date of GGRG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| ggrg vuas | 23.77% | 2.90% | 13.65% | 35.68% | 15.09% | N/A |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 26.43% | 3.64% | 15.26% | 38.37% | 16.10% | 15.92% |
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 13.42% | -0.13% | 7.26% | 25.12% | 11.01% | N/A |
Monthly Returns
The table below presents the monthly returns of ggrg vuas, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.81% | 3.76% | 3.38% | -3.37% | 3.07% | 5.13% | 0.96% | 1.45% | 1.84% | -0.13% | 23.77% | ||
| 2023 | 4.99% | -2.31% | 3.38% | 2.22% | 0.27% | 6.15% | 3.04% | -1.22% | -4.62% | -2.99% | 8.73% | 5.52% | 24.64% |
| 2022 | -6.58% | -1.67% | 4.68% | -7.46% | -2.31% | -7.91% | 7.87% | -3.07% | -7.57% | 5.51% | 4.38% | -3.14% | -17.48% |
| 2021 | -0.35% | 2.45% | 4.02% | 4.84% | 1.15% | 1.94% | 2.37% | 2.77% | -3.90% | 5.37% | 0.21% | 4.54% | 28.11% |
| 2020 | -0.11% | -9.44% | -9.41% | 10.23% | 3.83% | 2.73% | 4.48% | 8.13% | -2.80% | -3.35% | 10.06% | 4.30% | 17.39% |
| 2019 | 7.58% | 3.78% | 1.96% | 3.78% | -5.31% | 5.90% | 2.19% | -2.61% | 2.52% | 2.22% | 3.99% | 3.23% | 32.64% |
| 2018 | 4.53% | -3.16% | -3.33% | 1.51% | 1.74% | 0.74% | 3.10% | 2.70% | 0.75% | -6.84% | 0.52% | -7.89% | -6.32% |
| 2017 | 0.81% | 3.90% | 1.23% | 1.05% | 1.36% | 0.92% | 2.04% | 0.36% | 1.69% | 2.66% | 2.84% | 2.27% | 23.22% |
| 2016 | -0.93% | 3.87% | 0.35% | 0.02% | -1.39% | 3.12% | 2.48% | 7.63% |
Expense Ratio
ggrg vuas has an expense ratio of 0.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of ggrg vuas is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 3.42 | 4.69 | 1.65 | 5.08 | 21.74 |
GGRG.L WisdomTree Global Quality Dividend Growth UCITS ETF - USD Acc | 2.58 | 3.72 | 1.47 | 3.17 | 14.63 |
Dividends
Dividend yield
ggrg vuas provided a 0.60% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.60% | 1.00% | 1.12% | 0.84% | 1.17% | 1.18% | 1.36% | 1.28% | 1.24% | 1.38% | 1.20% | 1.30% |
| Portfolio components: | ||||||||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 0.75% | 1.25% | 1.41% | 1.05% | 1.46% | 1.48% | 1.70% | 1.60% | 1.55% | 1.73% | 1.50% | 1.62% |
GGRG.L WisdomTree Global Quality Dividend Growth 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% |
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 ggrg vuas. 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 ggrg vuas was 32.86%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.86% | Feb 18, 2020 | 25 | Mar 23, 2020 | 97 | Aug 11, 2020 | 122 |
| -25.09% | Dec 31, 2021 | 195 | Oct 11, 2022 | 297 | Dec 13, 2023 | 492 |
| -17.39% | Sep 24, 2018 | 66 | Dec 24, 2018 | 76 | Apr 12, 2019 | 142 |
| -9.4% | Jan 30, 2018 | 9 | Feb 9, 2018 | 123 | Aug 7, 2018 | 132 |
| -8.37% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current ggrg vuas volatility is 3.10%, 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
Asset Correlations Table
| GGRG.L | VUSA.L | |
|---|---|---|
| GGRG.L | 1.00 | 0.90 |
| VUSA.L | 0.90 | 1.00 |