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Marc's ETF Portfolio Momentum 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Marc's ETF Portfolio Momentum 2024

Currency in USD · Last updated May 23, 2025

Best Momentium Portfolio

Asset Allocation

XRH0.L 7.5%ETLX.DE 5%CEMR.DE 10%CSPX.L 10%COPX 7.5%M7ES.DE 7.5%AKWA.DE 7.5%URNP.L 7.5%TUR 7.5%SPYV.DE 5%PMLP.L 5%XWTS.DE 5%ISF.L 5%FLXC.DE 5%S7XE.DE 5%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
AKWA.DE
Global X Clean Water UCITS ETF		Water Equities
7.50%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
10%
COPX
Global X Copper Miners ETF		Materials
7.50%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Growth Equities
10%
ETLX.DE
L&G Gold Mining UCITS ETF		Precious Metals
5%
FLXC.DE
Franklin FTSE China UCITS ETF		China Equities
5%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		Europe Equities
5%
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF		Industrials Equities
7.50%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
5%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		Financials Equities
5%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		Emerging Markets Equities
5%
TUR
iShares MSCI Turkey ETF		Emerging Markets Equities
7.50%
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc		Commodity Producers Equities
7.50%
XRH0.L
Xtrackers Physical Rhodium ETC		Metals
7.50%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		Communications Equities
5%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Mar 20, 2023, corresponding to the inception date of M7ES.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
Marc's ETF Portfolio Momentum 202413.32%7.18%8.60%4.98%N/AN/A
Portfolio components:
COPX
Global X Copper Miners ETF		5.32%7.83%-4.74%-15.26%24.64%7.65%
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF		0.00%0.00%0.00%-13.73%N/AN/A
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		8.06%7.61%6.37%7.51%8.74%2.11%
AKWA.DE
Global X Clean Water UCITS ETF		7.45%7.08%0.89%-2.67%N/AN/A
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		1.11%0.93%-6.91%19.33%N/AN/A
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		6.92%14.26%11.23%22.46%13.44%N/A
XRH0.L
Xtrackers Physical Rhodium ETC		43.29%0.47%18.13%-7.88%-6.69%17.93%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		17.10%5.92%16.86%14.55%11.78%6.10%
FLXC.DE
Franklin FTSE China UCITS ETF		15.18%8.92%16.58%21.98%-0.21%N/A
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc		-7.58%19.83%-21.39%-33.18%N/AN/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		26.02%10.72%25.77%23.89%13.78%8.56%
TUR
iShares MSCI Turkey ETF		-11.60%0.13%-9.84%-26.82%11.37%-1.62%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		55.91%16.02%58.25%51.82%36.78%6.25%
ETLX.DE
L&G Gold Mining UCITS ETF		54.76%-4.35%40.74%58.46%10.52%12.25%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		-0.96%11.10%-1.10%11.12%16.19%12.27%
*Annualized

Monthly Returns

The table below presents the monthly returns of Marc's ETF Portfolio Momentum 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.70%-0.83%3.61%0.75%4.55%13.32%
2024-0.50%0.89%5.97%4.65%5.34%-4.12%0.34%-0.85%5.56%-2.48%1.23%-5.05%10.69%
20232.62%1.46%-4.53%3.28%4.44%-2.12%-0.87%-3.93%6.63%3.62%10.41%

Expense Ratio

Marc's ETF Portfolio Momentum 2024 has an expense ratio of 0.47%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

XRH0.L
Xtrackers Physical Rhodium ETC
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF
COPX
Global X Copper Miners ETF
ETLX.DE
L&G Gold Mining UCITS ETF
TUR
iShares MSCI Turkey ETF
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
AKWA.DE
Global X Clean Water UCITS ETF
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
FLXC.DE
Franklin FTSE China UCITS ETF
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Marc's ETF Portfolio Momentum 2024 is 20, meaning it’s performing worse than 80% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Marc's ETF Portfolio Momentum 2024 is 2020
Overall Rank
The Sharpe Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1818
Sortino Ratio Rank
The Omega Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1818
Omega Ratio Rank
The Calmar Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 2424
Calmar Ratio Rank
The Martin Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 2424
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COPX
Global X Copper Miners ETF		-0.40-0.370.96-0.39-1.06
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF		-0.63-0.670.88-0.33-0.95
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		0.360.791.100.571.71
AKWA.DE
Global X Clean Water UCITS ETF		-0.140.431.050.210.70
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		0.881.341.201.214.01
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		1.151.791.251.194.24
XRH0.L
Xtrackers Physical Rhodium ETC		-0.140.191.03-0.15-0.36
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		0.901.391.211.234.21
FLXC.DE
Franklin FTSE China UCITS ETF		0.701.331.181.162.30
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc		-0.88-1.200.87-0.64-1.24
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.171.731.241.675.96
TUR
iShares MSCI Turkey ETF		-0.97-1.060.86-0.78-1.27
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		1.842.411.342.589.16
ETLX.DE
L&G Gold Mining UCITS ETF		1.532.071.262.566.17
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.631.061.160.682.59

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.

Marc's ETF Portfolio Momentum 2024 Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.31
  • All Time: 1.08

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 0.47 to 0.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Marc's ETF Portfolio Momentum 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Marc's ETF Portfolio Momentum 2024 provided a 0.71% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.71%0.82%1.28%1.11%1.10%0.69%0.75%0.90%0.66%0.67%0.82%0.70%
Portfolio components:
COPX
Global X Copper Miners ETF		1.71%1.80%2.39%3.14%1.48%1.30%1.37%2.58%1.56%0.59%1.20%2.31%
M7ES.DE
HANetf Sprott Energy Transition Materials 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%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		1.94%4.01%4.96%4.71%3.20%3.29%3.59%3.58%2.95%4.34%5.98%4.73%
AKWA.DE
Global X Clean Water 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%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.33%3.37%6.48%6.12%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XRH0.L
Xtrackers Physical Rhodium ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		3.42%3.71%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%3.41%
FLXC.DE
Franklin FTSE China 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%
URNP.L
HANetf Sprott Uranium Miners UCITS ETF 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%
CEMR.DE
iShares Edge MSCI Europe Momentum 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%
TUR
iShares MSCI Turkey ETF		2.02%1.79%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%
S7XE.DE
Invesco EURO STOXX Optimised Banks 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%
ETLX.DE
L&G Gold Mining 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%
CSPX.L
iShares Core S&P 500 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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Marc's ETF Portfolio Momentum 2024. 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 Marc's ETF Portfolio Momentum 2024 was 14.84%, occurring on Aug 5, 2024. Recovery took 197 trading sessions.

The current Marc's ETF Portfolio Momentum 2024 drawdown is 0.38%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.84%May 20, 202456Aug 5, 2024197May 12, 2025253
-7.31%Aug 1, 202363Oct 26, 202326Dec 1, 202389
-5.88%Apr 19, 202331May 31, 202331Jul 13, 202362
-3.32%Apr 10, 20245Apr 16, 20248Apr 26, 202413
-3.2%Dec 28, 202317Jan 22, 202419Feb 16, 202436

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 15 assets, with an effective number of assets of 14.04, 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.
^GSPCXRH0.LTURETLX.DEPMLP.LURNP.LXWTS.DEFLXC.DEM7ES.DES7XE.DEAKWA.DECSPX.LCOPXSPYV.DEISF.LCEMR.DEPortfolio
^GSPC1.000.000.200.110.250.300.450.260.280.250.370.550.470.370.390.450.46
XRH0.L0.001.00-0.050.06-0.00-0.000.060.010.04-0.00-0.060.020.060.010.020.050.34
TUR0.20-0.051.000.070.080.070.170.130.100.120.120.170.190.200.160.150.28
ETLX.DE0.110.060.071.000.270.300.210.260.450.250.280.200.460.360.440.380.53
PMLP.L0.25-0.000.080.271.000.400.250.250.290.380.430.390.330.320.470.410.47
URNP.L0.30-0.000.070.300.401.000.300.280.390.310.320.410.410.370.400.420.59
XWTS.DE0.450.060.170.210.250.301.000.330.280.330.450.710.300.450.420.520.53
FLXC.DE0.260.010.130.260.250.280.331.000.430.430.330.310.540.740.480.430.57
M7ES.DE0.280.040.100.450.290.390.280.431.000.410.370.370.630.500.520.470.64
S7XE.DE0.25-0.000.120.250.380.310.330.430.411.000.460.430.450.470.670.760.61
AKWA.DE0.37-0.060.120.280.430.320.450.330.370.461.000.580.340.480.600.600.56
CSPX.L0.550.020.170.200.390.410.710.310.370.430.581.000.330.490.530.620.61
COPX0.470.060.190.460.330.410.300.540.630.450.340.331.000.580.570.490.70
SPYV.DE0.370.010.200.360.320.370.450.740.500.470.480.490.581.000.610.590.68
ISF.L0.390.020.160.440.470.400.420.480.520.670.600.530.570.611.000.820.74
CEMR.DE0.450.050.150.380.410.420.520.430.470.760.600.620.490.590.821.000.75
Portfolio0.460.340.280.530.470.590.530.570.640.610.560.610.700.680.740.751.00
The correlation results are calculated based on daily price changes starting from Mar 21, 2023