PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
IT 60% + HEALTH 30%+ QUALITY 10%
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

IT 60% + HEALTH 30%+ QUALITY 10%

Currency in EUR · Last updated Jun 6, 2026

Asset Allocation

XDWT.DE 60.00%XDWH.DE 30.00%IWFQ.L 10.00%EquityEquity
PositionCategory/SectorTarget Weight
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		Technology Equities
60%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C		Health & Biotech Equities
30%
IWFQ.L
iShares MSCI World Quality Factor UCITS		Global Equities
10%

S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for IT 60% + HEALTH 30%+ QUALITY 10%

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 IT 60% + HEALTH 30%+ QUALITY 10%, 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 6, 2026, the IT 60% + HEALTH 30%+ QUALITY 10% returned 16.01% Year-To-Date and 18.13% of annualized return in the last 10 years.

Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-1.86%2.09%9.98%8.94%21.69%16.96%13.01%13.17%
Portfolio
IT 60% + HEALTH 30%+ QUALITY 10%
-0.03%8.28%16.01%15.00%33.88%20.57%16.91%18.13%
Portfolio components:
IWFQ.L
iShares MSCI World Quality Factor UCITS		-0.35%3.07%9.30%9.27%17.95%14.95%11.29%11.97%
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C		2.85%5.50%-1.98%-1.51%8.93%2.67%5.50%7.61%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		-2.03%10.09%25.23%23.47%47.87%29.29%22.52%24.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Apr 4, 2016, IT 60% + HEALTH 30%+ QUALITY 10%'s average daily return is +0.07%, while the average monthly return is +1.48%. At this rate, an investment would double in approximately 3.9 years.

Historically, 63% of months were positive and 37% were negative. The best month was May 2026 with a return of +11.7%, while the worst month was Mar 2025 at -9.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 5 months.

On a daily basis, IT 60% + HEALTH 30%+ QUALITY 10% closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 12, 2020 at -7.7%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2026-1.59%-0.67%-5.18%10.64%11.66%1.31%16.01%
20252.32%-3.22%-9.76%-4.06%6.39%2.85%5.67%-1.37%4.29%7.31%-1.03%-0.54%7.71%
20245.52%4.39%2.62%-3.24%2.92%9.44%-2.11%0.08%-0.14%0.88%6.00%0.11%29.02%
20234.51%1.65%4.30%-0.28%7.39%2.89%1.38%0.47%-2.93%-2.76%7.55%3.77%31.01%
2022-8.68%-2.30%5.79%-3.67%-4.68%-5.10%11.38%-3.14%-5.47%4.65%-1.42%-6.25%-18.89%
20211.02%0.74%4.37%2.36%-1.66%8.55%3.34%4.12%-3.25%5.43%3.27%4.56%37.53%

Benchmark Metrics

IT 60% + HEALTH 30%+ QUALITY 10% has an annualized alpha of 10.71%, beta of 0.54, and R2 of 0.34 versus S&P 500 Index. Calculated based on daily prices since April 04, 2016.

  • This portfolio captured 109.59% of S&P 500 Index gains but only 88.74% of its losses - a favorable profile for investors.
  • Beta of 0.54 may look defensive, but with R2 of 0.34 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R2 of 0.34 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
10.71%
Beta
0.54
R²
0.34
Upside Capture
109.59%
Downside Capture
88.74%

Expense Ratio

IT 60% + HEALTH 30%+ QUALITY 10% has an expense ratio of 0.26%, 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.

IWFQ.L
iShares MSCI World Quality Factor UCITS
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C

Return for Risk

Risk / Return Rank

IT 60% + HEALTH 30%+ QUALITY 10% ranks 55 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

IT 60% + HEALTH 30%+ QUALITY 10% Risk / Return Rank: 5555
Overall Rank
IT 60% + HEALTH 30%+ QUALITY 10% Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
IT 60% + HEALTH 30%+ QUALITY 10% Sortino Ratio Rank: 5555
Sortino Ratio Rank
IT 60% + HEALTH 30%+ QUALITY 10% Omega Ratio Rank: 4949
Omega Ratio Rank
IT 60% + HEALTH 30%+ QUALITY 10% Calmar Ratio Rank: 6868
Calmar Ratio Rank
IT 60% + HEALTH 30%+ QUALITY 10% Martin Ratio Rank: 4949
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 IT 60% + HEALTH 30%+ QUALITY 10% and compares them with S&P 500 Index.

PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.38

1.90

+0.48

Sortino ratioReturn per unit of downside risk

3.29

2.48

+0.81

Omega ratioGain probability vs. loss probability

1.42

1.35

+0.07

Calmar ratioReturn relative to maximum drawdown

3.67

3.12

+0.55

Martin ratioReturn relative to average drawdown

12.72

11.62

+1.09

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.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWFQ.L
iShares MSCI World Quality Factor UCITS		621.792.581.342.8611.52
XDWH.DE
Xtrackers MSCI World Health Care UCITS ETF 1C		220.701.141.130.932.28
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		702.383.101.383.128.24

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.

IT 60% + HEALTH 30%+ QUALITY 10% Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

  • 1-Year: 2.38
  • 5-Year: 0.98
  • 10-Year: 1.04
  • All Time: 1.03

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 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of IT 60% + HEALTH 30%+ QUALITY 10% compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading charts...

Dividends

Dividend yield

IT 60% + HEALTH 30%+ QUALITY 10% doesn't pay dividends

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 IT 60% + HEALTH 30%+ QUALITY 10%. 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 IT 60% + HEALTH 30%+ QUALITY 10% was 30.02%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current IT 60% + HEALTH 30%+ QUALITY 10% drawdown is 0.88%.

Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-30.02%Mar 2020
1mo 2d5mo 1d
6mo 3dFeb 2020 - Aug 2020
2025 selloff2025
-24.34%Apr 2025
1mo 18d5mo 25d
7mo 13dFeb 2025 - Oct 2025
Bear market2022
-21.35%Jun 2022
5mo 17d1y 1mo
1y 6moDec 2021 - Jul 2023
Rate-hike selloffLate 2018
-17.02%Dec 2018
2mo 26d2mo 24d
5mo 20dOct 2018 - Mar 2019
2024 correction2024
-10.53%Aug 2024
25d2mo 10d
3mo 5dJul 2024 - Oct 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading charts...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 2.17, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio
1Y
3Y
5Y
10Y
All Time
Diversification Ratio

1.23

1.20

1.15

1.10

1.10

The portfolio has a diversification ratio of 1.10, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

IT 60% + HEALTH 30%+ QUALITY 10% correlation to the S&P 500 Index

IT 60% + HEALTH 30%+ QUALITY 10% has a 0.63 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.60

Correlation (5Y)
Calculated over the trailing 5-year period

0.58

Correlation (10Y)
Calculated over the trailing 10-year period

0.59

Correlation (All Time)
Calculated using the full available price history since Apr 4, 2016

0.59

Benchmark Correlations

Correlation vs. S&P 500 Index. IWFQ.L has the highest benchmark correlation at 0.63, while XDWH.DE has the lowest at 0.43.

XDWH.DE
0.43
XDWT.DE
0.56
IWFQ.L
0.63

Portfolio Correlations

Correlation vs. IT 60% + HEALTH 30%+ QUALITY 10%. XDWT.DE has the highest portfolio correlation at 0.96, while XDWH.DE has the lowest at 0.71.

XDWH.DE
0.71
IWFQ.L
0.86
XDWT.DE
0.96

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
XDWH.DEXDWT.DEIWFQ.L
XDWH.DE1.000.530.68
XDWT.DE0.531.000.79
IWFQ.L0.680.791.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2016
Diversification Analysis

Find what IT 60% + HEALTH 30%+ QUALITY 10% is missing

See which holdings overlap, where IT 60% + HEALTH 30%+ QUALITY 10% is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification