ETORO AlessioBava - simplified +

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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 graphics...

The earliest data available for this chart is Mar 24, 2016, corresponding to the inception date of XDW0.L

Returns By Period

As of Apr 2, 2026, the ETORO AlessioBava - simplified + returned 5.16% Year-To-Date and 27.74% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.56%	-2.80%	-2.10%	-0.42%	8.95%	14.67%	10.82%	12.14%
Portfolio ETORO AlessioBava - simplified +	-0.24%	-1.40%	5.16%	13.10%	30.42%	31.12%	25.11%	27.74%
Portfolio components:
BTC-USD Bitcoin	0.00%	0.05%	-20.96%	-42.79%	-22.71%	32.15%	3.26%	66.10%
GOOGL Alphabet Inc Class A	-0.10%	-1.87%	-3.73%	22.45%	77.39%	39.25%	23.38%	22.64%
NVDA NVIDIA Corporation	0.00%	-2.01%	-4.31%	-5.72%	49.03%	80.98%	66.99%	69.65%
AMZN Amazon.com, Inc	0.00%	1.27%	-7.37%	-4.08%	0.56%	24.67%	6.28%	21.46%
LLY Eli Lilly and Company	0.00%	-4.92%	-9.66%	18.33%	10.01%	37.89%	40.70%	31.25%
ASML ASML Holding N.V.	-2.69%	-2.58%	25.52%	30.29%	86.87%	23.95%	17.31%	30.37%
MSFT Microsoft Corporation	0.00%	-8.21%	-22.27%	-27.14%	-8.83%	7.45%	10.09%	22.25%
JNJ Johnson & Johnson	0.01%	-0.86%	20.20%	34.30%	50.92%	16.98%	11.90%	11.27%
MRK Merck & Co., Inc.	0.48%	2.28%	17.77%	39.37%	35.76%	4.77%	14.44%	12.08%
META Meta Platforms, Inc.	-0.38%	-11.66%	-11.32%	-19.60%	-7.38%	36.93%	14.62%	17.64%

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

Monthly Returns

Based on dividend-adjusted daily data since Mar 25, 2016, ETORO AlessioBava - simplified +'s average daily return is +0.07%, while the average monthly return is +2.10%. At this rate, your investment would double in approximately 2.8 years.

Historically, 75% of months were positive and 25% were negative. The best month was Apr 2020 with a return of +12.9%, 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%	1.01%									5.16%
2025	5.70%	1.08%	-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%	1.05%	35.59%
2023	9.56%	2.21%	4.53%	3.51%	5.03%	4.16%	1.60%	0.97%	-1.73%	1.87%	4.57%	2.68%	46.16%
2022	-1.54%	-1.68%	3.11%	-2.63%	1.14%	-7.85%	9.29%	-4.20%	-4.28%	4.96%	3.83%	-5.54%	-6.55%
2021	1.60%	4.88%	7.31%	1.61%	0.81%	4.35%	2.81%	4.65%	-2.69%	8.44%	-0.08%	2.90%	42.69%

Benchmark Metrics

ETORO AlessioBava - simplified + has an annualized alpha of 16.89%, beta of 0.75, and R² of 0.77 versus S&P 500 Index. Calculated based on daily prices since March 25, 2016.

This portfolio captured 118.77% of S&P 500 Index gains but only 40.20% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 16.89% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 16.89%

Beta: 0.75

R²: 0.77

Upside Capture: 118.77%

Downside Capture: 40.20%

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.10	0.43	+1.67
Sortino ratio Return per unit of downside risk	2.78	0.73	+2.05
Omega ratio Gain probability vs. loss probability	1.42	1.12	+0.30
Calmar ratio Return relative to maximum drawdown	5.04	0.65	+4.39
Martin ratio Return relative to average drawdown	20.24	2.68	+17.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BTC-USD Bitcoin	39	-0.51	-0.49	0.94	-1.08	-1.96
GOOGL Alphabet Inc Class A	92	2.42	3.23	1.41	4.23	14.38
NVDA NVIDIA Corporation	75	1.13	1.76	1.23	2.48	5.42
AMZN Amazon.com, Inc	38	0.02	0.29	1.04	0.09	0.22
LLY Eli Lilly and Company	46	0.23	0.62	1.09	0.36	0.83
ASML ASML Holding N.V.	89	2.03	2.62	1.34	5.34	13.27
MSFT Microsoft Corporation	26	-0.32	-0.27	0.96	-0.27	-0.69
JNJ Johnson & Johnson	94	2.85	3.83	1.51	5.47	14.15
MRK Merck & Co., Inc.	73	1.20	1.77	1.23	1.94	3.89
META Meta Platforms, Inc.	30	-0.18	0.03	1.00	-0.25	-0.59

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.

ETORO AlessioBava - simplified + Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 2.10
5-Year: 1.83
10-Year: 1.74
All Time: 1.74

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.68, 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 graphics...

Dividends

Dividend yield

ETORO AlessioBava - simplified + provided a 1.59% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.59%	1.72%	2.05%	1.66%	1.58%	1.17%	1.26%	1.44%	1.94%	1.25%	1.70%	1.83%
Portfolio components:
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%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
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%
LLY Eli Lilly and Company	0.67%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
ASML ASML Holding N.V.	0.71%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
MRK Merck & Co., Inc.	2.75%	3.12%	3.14%	2.72%	2.52%	3.41%	3.03%	2.48%	2.60%	3.36%	3.14%	3.43%
META Meta Platforms, Inc.	0.37%	0.32%	0.34%	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.

Loading graphics...

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 170 trading sessions.

The current ETORO AlessioBava - simplified + drawdown is 2.61%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.22%	Feb 20, 2020	26	Mar 16, 2020	170	Sep 2, 2020	196
-15.82%	Jul 26, 2018	153	Dec 25, 2018	86	Mar 21, 2019	239
-14.08%	Mar 3, 2025	37	Apr 8, 2025	62	Jun 9, 2025	99
-12%	Nov 16, 2021	213	Jun 16, 2022	60	Aug 15, 2022	273
-11.41%	Aug 16, 2022	46	Sep 30, 2022	124	Feb 1, 2023	170

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading graphics...

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	IAU	BTC-USD	RWE.DE	ENGI.PA	UCG.MI	XDW0.L	KO	MRK	BNP.PA	JNJ	LLY	NVDA	META	AMZN	ASML	IS3S.DE	V	GOOGL	MSFT	Portfolio
Benchmark	1.00	0.00	0.21	0.18	0.17	0.22	0.31	0.43	0.37	0.25	0.39	0.42	0.63	0.62	0.65	0.62	0.52	0.68	0.70	0.76	0.82
IAU	0.00	1.00	0.06	0.11	0.04	-0.12	0.03	0.06	0.02	-0.12	0.04	0.06	0.00	0.02	0.02	-0.01	-0.01	-0.00	0.03	0.01	0.09
BTC-USD	0.21	0.06	1.00	0.08	0.02	0.08	0.04	0.01	0.04	0.06	0.03	0.06	0.17	0.15	0.16	0.16	0.09	0.11	0.16	0.14	0.42
RWE.DE	0.18	0.11	0.08	1.00	0.50	0.16	0.17	0.11	0.08	0.18	0.08	0.04	0.12	0.08	0.11	0.17	0.30	0.13	0.13	0.13	0.32
ENGI.PA	0.17	0.04	0.02	0.50	1.00	0.25	0.24	0.14	0.10	0.32	0.10	0.04	0.06	0.05	0.06	0.14	0.35	0.14	0.08	0.09	0.32
UCG.MI	0.22	-0.12	0.08	0.16	0.25	1.00	0.24	0.01	0.03	0.65	0.01	0.02	0.13	0.12	0.09	0.18	0.46	0.14	0.13	0.09	0.37
XDW0.L	0.31	0.03	0.04	0.17	0.24	0.24	1.00	0.11	0.16	0.35	0.15	0.11	0.11	0.09	0.08	0.12	0.53	0.19	0.14	0.10	0.32
KO	0.43	0.06	0.01	0.11	0.14	0.01	0.11	1.00	0.37	0.04	0.45	0.28	0.07	0.13	0.14	0.11	0.18	0.37	0.22	0.26	0.28
MRK	0.37	0.02	0.04	0.08	0.10	0.03	0.16	0.37	1.00	0.05	0.50	0.46	0.07	0.14	0.13	0.12	0.18	0.31	0.19	0.22	0.30
BNP.PA	0.25	-0.12	0.06	0.18	0.32	0.65	0.35	0.04	0.05	1.00	0.04	0.01	0.13	0.13	0.08	0.21	0.57	0.17	0.14	0.10	0.38
JNJ	0.39	0.04	0.03	0.08	0.10	0.01	0.15	0.45	0.50	0.04	1.00	0.43	0.08	0.11	0.13	0.13	0.19	0.34	0.22	0.24	0.31
LLY	0.42	0.06	0.06	0.04	0.04	0.02	0.11	0.28	0.46	0.01	0.43	1.00	0.19	0.23	0.23	0.19	0.15	0.28	0.26	0.29	0.37
NVDA	0.63	0.00	0.17	0.12	0.06	0.13	0.11	0.07	0.07	0.13	0.08	0.19	1.00	0.48	0.52	0.58	0.27	0.36	0.48	0.54	0.58
META	0.62	0.02	0.15	0.08	0.05	0.12	0.09	0.13	0.14	0.13	0.11	0.23	0.48	1.00	0.57	0.42	0.23	0.42	0.59	0.55	0.56
AMZN	0.65	0.02	0.16	0.11	0.06	0.09	0.08	0.14	0.13	0.08	0.13	0.23	0.52	0.57	1.00	0.45	0.23	0.43	0.61	0.62	0.57
ASML	0.62	-0.01	0.16	0.17	0.14	0.18	0.12	0.11	0.12	0.21	0.13	0.19	0.58	0.42	0.45	1.00	0.36	0.40	0.46	0.50	0.59
IS3S.DE	0.52	-0.01	0.09	0.30	0.35	0.46	0.53	0.18	0.18	0.57	0.19	0.15	0.27	0.23	0.23	0.36	1.00	0.33	0.28	0.26	0.53
V	0.68	-0.00	0.11	0.13	0.14	0.14	0.19	0.37	0.31	0.17	0.34	0.28	0.36	0.42	0.43	0.40	0.33	1.00	0.48	0.53	0.56
GOOGL	0.70	0.03	0.16	0.13	0.08	0.13	0.14	0.22	0.19	0.14	0.22	0.26	0.48	0.59	0.61	0.46	0.28	0.48	1.00	0.62	0.61
MSFT	0.76	0.01	0.14	0.13	0.09	0.09	0.10	0.26	0.22	0.10	0.24	0.29	0.54	0.55	0.62	0.50	0.26	0.53	0.62	1.00	0.62
Portfolio	0.82	0.09	0.42	0.32	0.32	0.37	0.32	0.28	0.30	0.38	0.31	0.37	0.58	0.56	0.57	0.59	0.53	0.56	0.61	0.62	1.00

The correlation results are calculated based on daily price changes starting from Mar 25, 2016

ETORO AlessioBava - simplified +

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table