Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | Dividend, Global Equities | 50% |
ACWI.L SPDR MSCI ACWI UCITS ETF | Global Equities | 50% |
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Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025 Idea, 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.
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Returns By Period
As of Jun 13, 2026, the 2025 Idea returned 11.32% Year-To-Date and 4.03% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 2025 Idea | 1.79% | 1.25% | 11.32% | 12.95% | 27.18% | 19.33% | -3.92% | 4.03% |
| Portfolio components: | ||||||||
ACWI.L SPDR MSCI ACWI UCITS ETF | 1.58% | 0.42% | 10.08% | 11.54% | 26.76% | 19.84% | -58.78% | -31.20% |
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.02% | 2.64% | 12.32% | 14.12% | 26.88% | 18.58% | 10.72% | 10.48% |
Monthly Returns
Based on dividend-adjusted daily data since May 21, 2013, 2025 Idea's average daily return is +0.02%, while the average monthly return is +0.47%. At this rate, an investment would double in approximately 12.3 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +14.7%, while the worst month was Dec 2021 at -47.2%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 4 months.
On a daily basis, 2025 Idea closed higher 54% of trading days. The best single day was Nov 16, 2023 with a return of +11.7%, while the worst single day was Dec 29, 2021 at -49.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | 3.56% | -7.26% | 8.08% | 3.61% | -0.05% | 11.32% | ||||||
| 2025 | 4.15% | -0.45% | -1.69% | 0.22% | 5.16% | 4.06% | 1.01% | 2.98% | 2.37% | 1.68% | 1.04% | 2.31% | 25.12% |
| 2024 | 0.58% | 2.42% | 3.79% | -2.45% | 2.56% | 1.85% | 2.48% | 1.75% | 2.36% | -1.91% | 2.79% | -3.19% | 13.49% |
| 2023 | 5.57% | -2.85% | 1.31% | 2.33% | -2.92% | 5.52% | 3.74% | -2.78% | -3.10% | -3.71% | 7.90% | 5.37% | 16.51% |
| 2022 | -2.98% | -1.22% | 2.29% | -5.79% | 0.05% | -8.46% | 4.42% | -2.56% | -8.10% | 5.48% | 7.20% | -1.60% | -12.01% |
| 2021 | -0.13% | 4.00% | 3.37% | 3.29% | 4.06% | -1.66% | 0.61% | 1.52% | -4.08% | 4.57% | -4.46% | -47.15% | -41.30% |
Benchmark Metrics
2025 Idea has an annualized alpha of -1.76%, beta of 0.61, and R2 of 0.25 versus S&P 500 Index. Calculated based on daily prices since May 21, 2013.
- This portfolio participated in 99.03% of S&P 500 Index downside but only 65.17% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.61 may look defensive, but with R2 of 0.25 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 0.25 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- -1.76%
- Beta
- 0.61
- R²
- 0.25
- Upside Capture
- 65.17%
- Downside Capture
- 99.03%
Expense Ratio
2025 Idea has an expense ratio of 0.35%, 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.
Return for Risk
Risk / Return Rank
2025 Idea ranks 75 for risk / return — better than 75% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 2025 Idea 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 | 2.41 | 1.86 | +0.55 |
| Sortino ratioReturn per unit of downside risk | 3.56 | 2.53 | +1.02 |
| Omega ratioGain probability vs. loss probability | 1.45 | 1.34 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.22 | 2.53 | +0.69 |
| Martin ratioReturn relative to average drawdown | 12.74 | 11.37 | +1.37 |
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 |
|---|---|---|---|---|---|---|
ACWI.L SPDR MSCI ACWI UCITS ETF | 71 | 2.08 | 3.05 | 1.37 | 2.79 | 11.82 |
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 82 | 2.48 | 3.58 | 1.45 | 3.46 | 12.46 |
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Dividends
Dividend yield
2025 Idea provided a 1.23% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.23% | 1.39% | 1.57% | 1.66% | 1.86% | 1.57% | 1.45% | 1.61% | 1.88% | 1.48% | 1.58% | 1.66% |
| Portfolio components: | ||||||||||||
ACWI.L SPDR MSCI ACWI 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% |
VHYD.L Vanguard FTSE All-World High Dividend Yield UCITS ETF USD Distributing | 2.46% | 2.77% | 3.15% | 3.31% | 3.72% | 3.14% | 2.90% | 3.23% | 3.77% | 2.96% | 3.16% | 3.32% |
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 2025 Idea. 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 2025 Idea was 61.01%, occurring on Oct 11, 2022. The portfolio has not yet recovered.
The current 2025 Idea drawdown is 19.00%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -61.01%Oct 2022 | 11mo 6d | — | 4y 7moNov 2021 - now |
COVID crash2020 | -38.85%Mar 2020 | 2mo 3d | 7mo 28d | 10mo 1dJan 2020 - Nov 2020 |
2016 bear market2016 | -25.51%Jan 2016 | 1y 6mo | 1y 6mo | 3y 28dJul 2014 - Jul 2017 |
Rate-hike selloffLate 2018 | -23.15%Dec 2018 | 10mo 29d | 11mo 27d | 1y 10moJan 2018 - Dec 2019 |
2013 pullback2013 | -7.43%Jun 2013 | 1mo 4d | 28d | 2mo 2dMay 2013 - Jul 2013 |
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 2 assets, with an effective number of assets of 2.00, 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 | 1.06 | 1.16 | 1.17 | 1.17 | 1.17 |
The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
2025 Idea correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.65 |
Correlation (All Time) Calculated using the full available price history since May 21, 2013 | 0.65 |
Benchmark Correlations
Correlation vs. S&P 500 Index. ACWI.L has the highest benchmark correlation at 0.69, while VHYD.L has the lowest at 0.52.
Asset Correlations Table
Find what 2025 Idea is missing
See which holdings overlap, where 2025 Idea is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification