ETORO AlessioBava - simplified +

Asset Allocation

Position	Category/Sector	Target Weight
IAU iShares Gold Trust	Gold, Precious Metals	10%
BTC-USD Bitcoin		5%
GOOGL Alphabet Inc. Class A	Communication Services	5%
NVDA NVIDIA Corporation	Technology	5%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
LLY Eli Lilly and Company	Healthcare	5%
ASML ASML Holding N.V.	Technology	5%
MSFT Microsoft Corporation	Technology	5%
JNJ Johnson & Johnson	Healthcare	5%
MRK Merck & Co., Inc.	Healthcare	5%
META Meta Platforms, Inc.	Communication Services	5%
V Visa Inc.	Financial Services	5%
KO The Coca-Cola Company	Consumer Defensive	5%
ENGI.PA ENGIE SA	Utilities	5%
UCG.MI UniCredit S.p.A.	Financial Services	5%
BNP.PA BNP Paribas SA	Financial Services	5%
RWE.DE RWE AG	Utilities	5%
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF	Global Equities	5%
XDW0.L Xtrackers MSCI World Energy UCITS ETF 1C	Energy Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Portfolio Optimizer

Find the right asset allocation for ETORO AlessioBava - simplified +

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in ETORO AlessioBava - simplified +, 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 Every 3 months.

Loading charts...

Returns By Period

As of Jun 13, 2026, the ETORO AlessioBava - simplified + returned 13.87% Year-To-Date and 28.32% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.58%	-0.05%	10.23%	10.46%	24.15%	16.63%	12.86%	13.24%
Portfolio ETORO AlessioBava - simplified +	0.00%	-1.07%	13.87%	16.00%	35.37%	30.25%	25.74%	28.32%
Portfolio components:
AMZN Amazon.com, Inc	-1.15%	-9.94%	4.94%	7.02%	12.30%	20.66%	8.33%	20.44%
ASML ASML Holding N.V.	-1.81%	18.65%	77.49%	75.58%	146.44%	34.43%	24.10%	35.57%
BNP.PA BNP Paribas SA	5.17%	8.18%	23.23%	27.49%	36.77%	27.31%	19.64%	14.74%
BTC-USD Bitcoin	0.00%	-21.07%	-26.39%	-28.70%	-40.31%	33.21%	10.38%	56.54%
ENGI.PA ENGIE SA	0.36%	0.62%	28.95%	33.17%	45.36%	34.44%	27.00%	14.08%
GOOGL Alphabet Inc. Class A	0.62%	-9.47%	16.83%	18.17%	106.20%	39.81%	25.60%	25.36%
IAU iShares Gold Trust	0.16%	-8.74%	-0.94%	-0.78%	22.14%	26.10%	18.31%	11.95%
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF	2.88%	5.58%	34.68%	37.30%	63.13%	25.47%	17.18%	12.98%
JNJ Johnson & Johnson	1.15%	5.89%	19.49%	16.81%	56.92%	15.12%	11.96%	10.11%
KO The Coca-Cola Company	0.19%	3.61%	20.82%	19.71%	18.68%	11.71%	12.31%	9.20%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 6, 2014, ETORO AlessioBava - simplified +'s average daily return is +0.07%, while the average monthly return is +2.02%. At this rate, an investment would double in approximately 2.9 years.

Historically, 72% of months were positive and 28% were negative. The best month was Oct 2015 with a return of +13.2%, while the worst month was Mar 2020 at -12.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, ETORO AlessioBava - simplified + closed higher 42% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 12, 2020 at -10.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.30%	1.43%	-3.45%	6.48%	3.86%	-1.09%							13.87%
2025	5.70%	1.07%	-4.20%	-2.37%	5.20%	1.45%	5.05%	-0.96%	4.62%	4.72%	3.86%	0.71%	27.15%
2024	5.26%	8.23%	6.25%	-0.91%	4.00%	1.43%	-0.19%	0.14%	0.22%	0.76%	5.07%	1.04%	35.59%
2023	9.56%	2.21%	4.53%	3.52%	5.02%	4.17%	1.60%	0.97%	-1.73%	1.87%	4.57%	2.68%	46.17%
2022	-1.54%	-1.67%	3.10%	-2.63%	1.15%	-7.85%	9.28%	-4.20%	-4.28%	4.96%	3.83%	-5.54%	-6.55%
2021	1.60%	4.89%	7.31%	1.61%	0.81%	4.35%	2.82%	4.65%	-2.70%	8.45%	-0.08%	2.90%	42.69%

Benchmark Metrics

ETORO AlessioBava - simplified + has an annualized alpha of 14.50%, beta of 0.76, and R2 of 0.77 versus S&P 500 Index. Calculated based on daily prices since October 06, 2014.

This portfolio captured 112.09% of S&P 500 Index gains but only 48.55% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 14.50% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 14.50%

Beta: 0.76

R²: 0.77

Upside Capture: 112.09%

Downside Capture: 48.55%

See how alpha, beta & R² have trended over time →

Expense Ratio

ETORO AlessioBava - simplified + has an expense ratio of 0.05%, 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.

IS3S.DE

iShares Edge MSCI World Value Factor UCITS ETF

IAU

iShares Gold Trust

XDW0.L

Xtrackers MSCI World Energy UCITS ETF 1C

Return for Risk

Risk / Return Rank

ETORO AlessioBava - simplified + ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for ETORO AlessioBava - simplified + 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.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.14	1.87	+1.27
Sortino ratioReturn per unit of downside risk	4.27	2.42	+1.85
Omega ratioGain probability vs. loss probability	1.58	1.34	+0.23
Calmar ratioReturn relative to maximum drawdown	5.53	3.07	+2.46
Martin ratioReturn relative to average drawdown	24.23	11.40	+12.83

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AMZN Amazon.com, Inc	53	0.40	0.75	1.10	0.50	1.21
ASML ASML Holding N.V.	95	3.36	3.79	1.46	8.63	22.10
BNP.PA BNP Paribas SA	74	1.20	1.76	1.22	1.75	4.48
BTC-USD Bitcoin	27	-0.95	-1.32	0.86	-0.80	-1.38
ENGI.PA ENGIE SA	89	2.28	3.13	1.41	3.50	9.32
GOOGL Alphabet Inc. Class A	96	3.67	4.84	1.61	5.85	19.74
IAU iShares Gold Trust	28	0.95	1.32	1.20	1.08	3.12
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF	97	4.29	5.83	1.77	10.20	37.08
JNJ Johnson & Johnson	95	3.37	4.82	1.58	4.98	15.80
KO The Coca-Cola Company	72	1.03	1.72	1.19	2.12	4.58

Sharpe Ratio

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.

The current ETORO AlessioBava - simplified + Sharpe ratio is 3.14 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ETORO AlessioBava - simplified + compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

ETORO AlessioBava - simplified + provided a 1.35% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.35%	1.72%	2.05%	1.66%	1.58%	1.17%	0.74%	1.31%	1.68%	1.25%	1.53%	1.73%
Portfolio components:
AMZN Amazon.com, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ASML ASML Holding N.V.	0.47%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
BNP.PA BNP Paribas SA	5.34%	9.13%	7.77%	6.23%	6.89%	4.38%	0.00%	5.72%	7.65%	4.34%	3.82%	2.87%
BTC-USD Bitcoin	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ENGI.PA ENGIE SA	4.91%	6.60%	9.34%	8.79%	6.35%	4.07%	0.00%	2.57%	5.75%	5.93%	8.25%	6.12%
GOOGL Alphabet Inc. Class A	0.24%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IS3S.DE iShares Edge MSCI World Value Factor UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JNJ Johnson & Johnson	2.18%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KO The Coca-Cola Company	1.88%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%

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 ETORO AlessioBava - simplified +. 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 ETORO AlessioBava - simplified + was 31.22%, occurring on Mar 16, 2020. Recovery took 240 trading sessions.

The current ETORO AlessioBava - simplified + drawdown is 1.77%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-31.22%Mar 2020	25d	8mo	8mo 25dFeb 2020 - Nov 2020
2016 correction2016	-16.42%Feb 2016	2mo 11d	4mo 13d	6mo 24dDec 2015 - Jun 2016
Rate-hike selloffLate 2018	-15.82%Dec 2018	5mo 2d	2mo 26d	7mo 28dJul 2018 - Mar 2019
2015 correction2015	-15.03%Aug 2015	1mo 4d	2mo	3mo 4dJul 2015 - Oct 2015
2025 selloff2025	-14.08%Apr 2025	1mo 6d	2mo 2d	3mo 8dMar 2025 - Jun 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 19 assets, with an effective number of assets of 18.18, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.46	2.24	2.09	1.92	1.90

The portfolio has a diversification ratio of 1.90, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

ETORO AlessioBava - simplified + correlation to the S&P 500 Index

ETORO AlessioBava - simplified + has a 0.76 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.76
Correlation (3Y) Calculated over the trailing 3-year period	0.80
Correlation (5Y) Calculated over the trailing 5-year period	0.82
Correlation (10Y) Calculated over the trailing 10-year period	0.82
Correlation (All Time) Calculated using the full available price history since Oct 6, 2014	0.83

Benchmark Correlations

Correlation vs. S&P 500 Index. MSFT has the highest benchmark correlation at 0.76, while IAU has the lowest at 0.04.

0.04

0.20

0.20

0.21

0.26

0.29

0.35

0.43

0.45

0.45

0.46

IS3S.DE

0.55

Portfolio Correlations

Correlation vs. ETORO AlessioBava - simplified +. MSFT has the highest portfolio correlation at 0.62, while IAU has the lowest at 0.12.

IAU

0.12

0.33

0.34

0.34

0.35

0.35

0.36

0.40

0.40

0.41

0.41

0.56

Asset Correlations Table

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

	IAU	BTC-USD	RWE.DE	ENGI.PA	UCG.MI	XDW0.L	KO	BNP.PA	MRK	LLY	JNJ	NVDA	META	AMZN	ASML	IS3S.DE	V	GOOGL	MSFT
IAU	1.00	0.06	0.10	0.04	-0.09	0.05	0.07	-0.09	0.04	0.07	0.04	0.03	0.04	0.03	0.01	0.02	0.01	0.04	0.03
BTC-USD	0.06	1.00	0.08	0.02	0.09	0.05	0.01	0.07	0.05	0.07	0.04	0.16	0.14	0.16	0.15	0.09	0.11	0.15	0.14
RWE.DE	0.10	0.08	1.00	0.52	0.19	0.21	0.13	0.22	0.11	0.06	0.11	0.13	0.09	0.12	0.20	0.32	0.14	0.14	0.14
ENGI.PA	0.04	0.02	0.52	1.00	0.29	0.26	0.17	0.36	0.13	0.07	0.13	0.10	0.07	0.08	0.17	0.37	0.16	0.10	0.11
UCG.MI	-0.09	0.09	0.19	0.29	1.00	0.25	0.06	0.67	0.07	0.05	0.06	0.15	0.14	0.11	0.23	0.47	0.17	0.15	0.13
XDW0.L	0.05	0.05	0.21	0.26	0.25	1.00	0.15	0.34	0.18	0.13	0.18	0.14	0.12	0.11	0.16	0.52	0.22	0.17	0.14
KO	0.07	0.01	0.13	0.17	0.06	0.15	1.00	0.08	0.40	0.31	0.48	0.12	0.18	0.18	0.15	0.21	0.39	0.25	0.30
BNP.PA	-0.09	0.07	0.22	0.36	0.67	0.34	0.08	1.00	0.09	0.05	0.09	0.16	0.15	0.11	0.25	0.57	0.20	0.16	0.13
MRK	0.04	0.05	0.11	0.13	0.07	0.18	0.40	0.09	1.00	0.48	0.54	0.12	0.19	0.18	0.17	0.22	0.35	0.23	0.26
LLY	0.07	0.07	0.06	0.07	0.05	0.13	0.31	0.05	0.48	1.00	0.46	0.22	0.26	0.26	0.22	0.18	0.31	0.29	0.32
JNJ	0.04	0.04	0.11	0.13	0.06	0.18	0.48	0.09	0.54	0.46	1.00	0.13	0.18	0.19	0.19	0.24	0.39	0.27	0.28
NVDA	0.03	0.16	0.13	0.10	0.15	0.14	0.12	0.16	0.12	0.22	0.13	1.00	0.48	0.50	0.57	0.30	0.37	0.47	0.54
META	0.04	0.14	0.09	0.07	0.14	0.12	0.18	0.15	0.19	0.26	0.18	0.48	1.00	0.58	0.42	0.26	0.44	0.60	0.55
AMZN	0.03	0.16	0.12	0.08	0.11	0.11	0.18	0.11	0.18	0.26	0.19	0.50	0.58	1.00	0.44	0.26	0.44	0.62	0.61
ASML	0.01	0.15	0.20	0.17	0.23	0.16	0.15	0.25	0.17	0.22	0.19	0.57	0.42	0.44	1.00	0.38	0.40	0.45	0.49
IS3S.DE	0.02	0.09	0.32	0.37	0.47	0.52	0.21	0.57	0.22	0.18	0.24	0.30	0.26	0.26	0.38	1.00	0.35	0.30	0.29
V	0.01	0.11	0.14	0.16	0.17	0.22	0.39	0.20	0.35	0.31	0.39	0.37	0.44	0.44	0.40	0.35	1.00	0.49	0.55
GOOGL	0.04	0.15	0.14	0.10	0.15	0.17	0.25	0.16	0.23	0.29	0.27	0.47	0.60	0.62	0.45	0.30	0.49	1.00	0.61
MSFT	0.03	0.14	0.14	0.11	0.13	0.14	0.30	0.13	0.26	0.32	0.28	0.54	0.55	0.61	0.49	0.29	0.55	0.61	1.00

The correlation results are calculated based on daily price changes starting from Oct 6, 2014

Diversification Analysis

Find what ETORO AlessioBava - simplified + is missing

See which holdings overlap, where ETORO AlessioBava - simplified + is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification