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Boring ETF strategy USD v5
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Boring ETF strategy USD v5, 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 never rebalanced.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.05%-2.98%7.43%6.12%19.13%18.87%11.43%13.70%
Portfolio
Boring ETF strategy USD v5
-0.02%-2.59%19.04%18.97%
FLCH
Franklin FTSE China ETF
-0.24%-7.16%-14.24%-15.93%-4.56%7.33%-6.67%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
0.00%-9.85%-0.91%-3.09%20.24%40.43%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
0.00%8.57%106.23%109.56%178.96%62.50%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%-1.56%9.01%9.45%22.87%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
0.00%-11.22%21.22%21.68%54.40%5.11%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
0.00%-4.50%10.01%9.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 11, 2025, Boring ETF strategy USD v5's average daily return is +0.14%, while the average monthly return is +2.85%. At this rate, an investment would double in approximately 2.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +15.6%, while the worst month was Mar 2026 at -7.8%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Boring ETF strategy USD v5 closed higher 54% of trading days. The best single day was Oct 24, 2025 with a return of +8.4%, while the worst single day was Oct 27, 2025 at -5.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20266.24%-0.70%-7.82%15.60%8.71%-2.59%19.04%
20251.42%7.01%6.03%-3.64%1.11%12.11%

Benchmark Metrics

Boring ETF strategy USD v5 has an annualized alpha of 17.67%, beta of 1.01, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since August 11, 2025.

  • This portfolio captured 185.18% of S&P 500 Index gains and 112.48% of its losses - amplifying both gains and losses, but participating more in upside than downside.
  • R2 of 0.36 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
17.67%
Beta
1.01
0.36
Upside Capture
185.18%
Downside Capture
112.48%

Expense Ratio

Boring ETF strategy USD v5 has an expense ratio of 0.23%, 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.


Return for Risk

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Boring ETF strategy USD v5 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

2.19

Omega ratioGain probability vs. loss probability

1.29

Calmar ratioReturn relative to maximum drawdown

2.18

Martin ratioReturn relative to average drawdown

9.54


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

Sharpe Ratio

There isn't enough data available to calculate the Sharpe ratio for Boring ETF strategy USD v5. This metric is based on the past 12 months of trading data. Please check back later for updated information.


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Dividends

Dividend yield

Boring ETF strategy USD v5 provided a 0.25% dividend yield over the last twelve months.


PositionTTM202520242023202220212020201920182017
Portfolio0.25%0.24%0.29%0.35%0.27%0.15%0.09%0.20%0.19%0.00%
FLCH
Franklin FTSE China ETF
2.52%2.36%2.87%3.47%2.69%1.48%0.91%1.98%1.92%0.01%
NUKL.DE
VanEck Uranium and Nuclear Technologies UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WEBN.DE
Amundi Prime All Country World UCITS ETF Acc EUR
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDG7.DE
Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XNGI.DE
Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C
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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Boring ETF strategy USD v5. 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 Boring ETF strategy USD v5 was 13.11%, occurring on Nov 21, 2025. Recovery took 46 trading sessions.

The current Boring ETF strategy USD v5 drawdown is 4.69%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 correction2025
-13.11%Nov 2025
25d2mo 8d
3mo 3dOct 2025 - Jan 2026
2026 correction2026
-10.98%Mar 2026
2mo17d
2mo 17dJan 2026 - Apr 2026
2026 pullback2026
-8.16%Jun 2026
7d
26d 9hJun 2026 - now
2026 pullback2026
-5.26%May 2026
7d6d
13dMay 2026 - May 2026
2025 pullback2025
-2.82%Oct 2025
5d2d
7dOct 2025 - Oct 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 6 assets, with an effective number of assets of 4.17, 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

1.33

The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Boring ETF strategy USD v5 correlation to the S&P 500 Index

Boring ETF strategy USD v5 has a 0.70 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 Aug 11, 2025

0.70


Benchmark Correlations

Correlation vs. S&P 500 Index. WEBN.DE has the highest benchmark correlation at 0.68, while NUKL.DE has the lowest at 0.50.

Portfolio Correlations

Correlation vs. Boring ETF strategy USD v5. WEBN.DE has the highest portfolio correlation at 0.89, while FLCH has the lowest at 0.52.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FLCHNUKL.DEXDG7.DESEC0.DEXNGI.DEWEBN.DE
FLCH1.000.360.470.400.420.39
NUKL.DE0.361.000.630.610.600.61
XDG7.DE0.470.631.000.650.610.71
SEC0.DE0.400.610.651.000.760.70
XNGI.DE0.420.600.610.761.000.78
WEBN.DE0.390.610.710.700.781.00
The correlation results are calculated based on daily price changes starting from Aug 11, 2025
Diversification Analysis

Find what Boring ETF strategy USD v5 is missing

See which holdings overlap, where Boring ETF strategy USD v5 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification