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

Marc's ETF Portfolio Momentum 2024

Last updated Dec 3, 2024

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/SectorWeight
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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marc's ETF Portfolio Momentum 2024, 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

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-1.22%
14.45%
Marc's ETF Portfolio Momentum 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 20, 2023, corresponding to the inception date of CSPX.L

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		26.78%5.56%14.46%31.61%14.25%11.32%
Marc's ETF Portfolio Momentum 202415.95%0.19%-1.22%19.17%N/AN/A
Portfolio components:
COPX
Global X Copper Miners ETF		13.30%-4.27%-11.02%19.62%20.82%8.29%
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF		-7.03%-5.61%-12.68%0.31%N/AN/A
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		14.72%-2.88%3.05%19.07%3.38%3.12%
AKWA.DE
Global X Clean Water UCITS ETF		14.43%3.54%3.12%22.17%N/AN/A
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		39.98%9.56%25.33%36.87%N/AN/A
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		33.46%4.36%13.32%40.53%13.20%N/A
XRH0.L
Xtrackers Physical Rhodium ETC		6.31%1.20%-14.37%13.50%-0.88%15.58%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		10.47%-0.08%1.18%13.97%6.55%5.99%
FLXC.DE
Franklin FTSE China UCITS ETF		17.86%-5.00%8.67%15.75%-1.13%N/A
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc		-1.45%-0.88%-15.44%-1.64%N/AN/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		16.06%-0.34%-0.33%19.13%10.29%N/A
TUR
iShares MSCI Turkey ETF		14.16%8.79%-14.10%4.37%9.57%-1.55%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		18.82%-8.42%-7.59%22.33%12.51%3.23%
ETLX.DE
L&G Gold Mining UCITS ETF		28.28%-8.03%7.85%29.65%N/AN/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		27.00%5.45%14.39%33.71%N/AN/A

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
2024-0.40%0.75%5.98%4.74%5.29%-4.14%0.26%-0.74%5.51%-2.38%1.11%15.95%
2023-0.02%3.65%3.63%

Expense Ratio

Marc's ETF Portfolio Momentum 2024 features an expense ratio of 0.47%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

XRH0.L
Xtrackers Physical Rhodium ETC
Expense ratio chart for XRH0.L: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc
Expense ratio chart for URNP.L: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF
Expense ratio chart for M7ES.DE: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
COPX
Global X Copper Miners ETF
Expense ratio chart for COPX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
ETLX.DE
L&G Gold Mining UCITS ETF
Expense ratio chart for ETLX.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
TUR
iShares MSCI Turkey ETF
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)
Expense ratio chart for SPYV.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
AKWA.DE
Global X Clean Water UCITS ETF
Expense ratio chart for AKWA.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF
Expense ratio chart for S7XE.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C
Expense ratio chart for XWTS.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
Expense ratio chart for CEMR.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
FLXC.DE
Franklin FTSE China UCITS ETF
Expense ratio chart for FLXC.DE: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)
Expense ratio chart for ISF.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Marc's ETF Portfolio Momentum 2024 is 13, indicating that it is in the bottom 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.

The Risk-Adjusted Performance Rank of Marc's ETF Portfolio Momentum 2024 is 1313
Overall Rank
The Sharpe Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1515
Sortino Ratio Rank
The Omega Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1414
Omega Ratio Rank
The Calmar Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 1616
Calmar Ratio Rank
The Martin Ratio Rank of Marc's ETF Portfolio Momentum 2024 is 77
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.

Sharpe ratio
The chart of Sharpe ratio for Marc's ETF Portfolio Momentum 2024, currently valued at 1.45, compared to the broader market0.002.004.006.001.452.64
The chart of Sortino ratio for Marc's ETF Portfolio Momentum 2024, currently valued at 2.17, compared to the broader market-2.000.002.004.006.002.173.52
The chart of Omega ratio for Marc's ETF Portfolio Momentum 2024, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.802.001.271.49
The chart of Calmar ratio for Marc's ETF Portfolio Momentum 2024, currently valued at 1.38, compared to the broader market0.005.0010.0015.001.383.82
The chart of Martin ratio for Marc's ETF Portfolio Momentum 2024, currently valued at 3.52, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.5216.94
Marc's ETF Portfolio Momentum 2024
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
COPX
Global X Copper Miners ETF		0.691.141.140.861.80
M7ES.DE
HANetf Sprott Energy Transition Materials UCITS ETF		0.100.341.040.100.20
SPYV.DE
SPDR S&P Emerging Markets Dividend Aristocrats UCITS ETF (Dist)		1.131.711.202.156.21
AKWA.DE
Global X Clean Water UCITS ETF		1.392.071.241.744.30
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.994.011.556.3925.58
XWTS.DE
Xtrackers MSCI World Communication Services UCITS ETF 1C		2.703.671.524.4615.71
XRH0.L
Xtrackers Physical Rhodium ETC		0.160.691.100.250.39
ISF.L
iShares Core FTSE 100 UCITS ETF (Dist)		1.271.811.221.825.60
FLXC.DE
Franklin FTSE China UCITS ETF		0.691.191.140.962.09
URNP.L
HANetf Sprott Uranium Miners UCITS ETF Acc		0.010.301.030.010.03
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.341.861.232.056.41
TUR
iShares MSCI Turkey ETF		0.380.701.080.350.78
S7XE.DE
Invesco EURO STOXX Optimised Banks UCITS ETF		1.051.451.191.754.76
ETLX.DE
L&G Gold Mining UCITS ETF		1.151.711.211.964.43
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		2.683.551.514.1718.23

The current Marc's ETF Portfolio Momentum 2024 Sharpe ratio is 1.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.92 to 2.76, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Marc's ETF Portfolio Momentum 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.401.601.802.002.202.402.60Wed 13Fri 15Nov 17Tue 19Thu 21Sat 23Mon 25Wed 27Fri 29December
1.45
2.64
Marc's ETF Portfolio Momentum 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Marc's ETF Portfolio Momentum 2024 provided a 0.85% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.85%1.28%1.11%1.10%0.69%0.75%0.90%0.66%0.67%0.82%0.70%0.69%
Portfolio components:
COPX
Global X Copper Miners ETF		1.30%2.39%3.14%1.48%1.30%1.37%2.58%1.56%0.59%1.20%2.31%0.70%
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)		4.02%4.96%4.71%3.20%3.29%3.59%3.58%2.95%4.34%5.98%4.73%6.03%
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		3.74%6.48%6.12%6.57%4.17%0.00%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)		3.75%3.86%3.75%3.76%3.11%4.47%4.44%3.96%3.79%4.12%3.41%3.29%
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		2.33%4.43%1.97%4.22%0.87%3.29%4.05%2.63%2.89%3.04%1.63%2.34%
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.

-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.80%
0
Marc's ETF Portfolio Momentum 2024
Benchmark (^GSPC)
Portfolio components

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 14.86%, occurring on Aug 5, 2024. The portfolio has not yet recovered.

The current Marc's ETF Portfolio Momentum 2024 drawdown is 5.80%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.86%May 20, 202456Aug 5, 2024———
-3.39%Apr 10, 20245Apr 16, 20248Apr 26, 202413
-3.19%Dec 28, 202314Jan 17, 202422Feb 16, 202436
-1.75%Dec 4, 20234Dec 7, 20235Dec 14, 20239
-1.34%Feb 26, 20243Feb 28, 20245Mar 6, 20248

Volatility

Volatility Chart

The current Marc's ETF Portfolio Momentum 2024 volatility is 3.75%, 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.

2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.75%
3.39%
Marc's ETF Portfolio Momentum 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
XRH0.LCSPX.LTURPMLP.LXWTS.DEURNP.LFLXC.DEETLX.DES7XE.DEAKWA.DECOPXM7ES.DESPYV.DECEMR.DEISF.L
XRH0.L1.000.000.02-0.000.12-0.080.020.04-0.00-0.060.050.02-0.020.03-0.01
CSPX.L0.001.000.110.110.310.110.010.130.110.280.050.160.080.210.18
TUR0.020.111.000.170.200.140.100.150.170.230.180.170.290.270.27
PMLP.L-0.000.110.171.000.250.350.250.300.370.370.300.290.300.380.45
XWTS.DE0.120.310.200.251.000.220.240.230.240.400.280.280.380.420.33
URNP.L-0.080.110.140.350.221.000.240.410.250.320.420.450.360.390.39
FLXC.DE0.020.010.100.250.240.241.000.230.350.290.530.440.720.350.42
ETLX.DE0.040.130.150.300.230.410.231.000.310.320.540.590.380.410.45
S7XE.DE-0.000.110.170.370.240.250.350.311.000.420.420.460.420.750.64
AKWA.DE-0.060.280.230.370.400.320.290.320.421.000.330.410.450.610.58
COPX0.050.050.180.300.280.420.530.540.420.331.000.690.570.490.55
M7ES.DE0.020.160.170.290.280.450.440.590.460.410.691.000.510.550.58
SPYV.DE-0.020.080.290.300.380.360.720.380.420.450.570.511.000.540.60
CEMR.DE0.030.210.270.380.420.390.350.410.750.610.490.550.541.000.80
ISF.L-0.010.180.270.450.330.390.420.450.640.580.550.580.600.801.00
The correlation results are calculated based on daily price changes starting from Nov 21, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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