MOAT stocks portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IPRP.L iShares European Property Yield UCITS ETF | REIT | 10% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 65% |
SEMA.L iShares MSCI EM UCITS ETF (Acc) | Emerging Markets Equities | 10% |
WDIV SPDR S&P Global Dividend ETF | Global Equities, Dividend | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MOAT stocks portfolio, 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
The earliest data available for this chart is May 30, 2013, corresponding to the inception date of WDIV
Returns By Period
As of Aug 27, 2024, the MOAT stocks portfolio returned 10.33% Year-To-Date and 9.41% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| MOAT stocks portfolio | 10.33% | 4.35% | 10.62% | 21.62% | 11.16% | 9.41% |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 10.86% | 3.97% | 8.90% | 20.61% | 15.39% | 12.73% |
WDIV SPDR S&P Global Dividend ETF | 10.62% | 4.38% | 13.43% | 20.18% | 5.16% | 4.03% |
IPRP.L iShares European Property Yield UCITS ETF | 5.64% | 8.46% | 19.33% | 33.54% | -2.62% | 1.53% |
SEMA.L iShares MSCI EM UCITS ETF (Acc) | 9.84% | 2.57% | 8.86% | 16.10% | 4.88% | 2.17% |
Monthly Returns
The table below presents the monthly returns of MOAT stocks portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.53% | 2.19% | 3.79% | -3.61% | 2.31% | -0.39% | 5.01% | 10.33% | |||||
| 2023 | 10.34% | -3.75% | 2.39% | 1.64% | -2.05% | 5.73% | 5.08% | -3.59% | -5.09% | -4.17% | 10.08% | 7.82% | 25.17% |
| 2022 | -1.71% | -1.63% | 0.82% | -7.20% | 0.35% | -8.14% | 7.28% | -5.00% | -10.55% | 4.70% | 9.57% | -3.68% | -16.01% |
| 2021 | -0.60% | 4.35% | 4.75% | 4.04% | 2.37% | 0.19% | 1.15% | 1.24% | -4.56% | 3.20% | -3.46% | 4.06% | 17.47% |
| 2020 | -1.67% | -7.16% | -15.61% | 11.42% | 3.47% | 1.66% | 3.01% | 5.65% | -3.68% | -2.52% | 14.42% | 3.89% | 9.68% |
| 2019 | 8.81% | 2.13% | 0.51% | 3.39% | -6.52% | 5.77% | 1.52% | -2.10% | 3.66% | 3.91% | 2.87% | 3.09% | 29.62% |
| 2018 | 6.74% | -6.17% | -1.92% | 1.13% | -0.09% | 1.34% | 3.64% | 0.52% | 0.52% | -6.11% | 4.00% | -7.23% | -4.57% |
| 2017 | 2.73% | 3.87% | 0.51% | 2.22% | 1.58% | 2.12% | 1.77% | 0.08% | 1.14% | 0.59% | 3.58% | 2.13% | 24.66% |
| 2016 | -4.26% | 3.23% | 8.07% | 3.72% | 1.06% | -0.56% | 5.54% | 0.44% | -0.74% | -2.84% | 2.20% | 1.23% | 17.77% |
| 2015 | -3.47% | 5.74% | -2.43% | 3.92% | -1.91% | -1.97% | 1.35% | -6.18% | -3.52% | 7.21% | 0.03% | -3.32% | -5.35% |
| 2014 | -3.25% | 4.00% | 1.18% | 1.73% | 1.95% | 1.95% | -1.59% | 3.84% | -3.05% | 0.91% | 1.58% | -2.02% | 7.10% |
| 2013 | -1.18% | -2.94% | 6.28% | -2.10% | 5.75% | 2.28% | 0.36% | 3.14% | 11.74% |
Expense Ratio
MOAT stocks portfolio features an expense ratio of 0.43%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MOAT stocks portfolio is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.36 | 1.95 | 1.25 | 1.18 | 4.64 |
WDIV SPDR S&P Global Dividend ETF | 1.44 | 2.08 | 1.26 | 1.04 | 5.91 |
IPRP.L iShares European Property Yield UCITS ETF | 1.24 | 1.98 | 1.23 | 0.56 | 4.19 |
SEMA.L iShares MSCI EM UCITS ETF (Acc) | 0.93 | 1.46 | 1.17 | 0.42 | 4.34 |
Dividends
Dividend yield
MOAT stocks portfolio granted a 1.48% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MOAT stocks portfolio | 1.48% | 1.57% | 2.07% | 1.57% | 2.07% | 1.79% | 2.20% | 1.56% | 1.72% | 2.50% | 1.96% | 1.20% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
WDIV SPDR S&P Global Dividend ETF | 4.53% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% | 4.73% | 2.17% |
IPRP.L iShares European Property Yield UCITS ETF | 2.97% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% | 3.78% | 3.62% |
SEMA.L iShares MSCI EM 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MOAT stocks portfolio. 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 MOAT stocks portfolio was 34.82%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.82% | Feb 17, 2020 | 26 | Mar 23, 2020 | 168 | Nov 16, 2020 | 194 |
| -27.22% | Nov 8, 2021 | 244 | Oct 14, 2022 | 300 | Dec 14, 2023 | 544 |
| -17.1% | May 18, 2015 | 175 | Jan 20, 2016 | 63 | Apr 19, 2016 | 238 |
| -14.92% | Jan 29, 2018 | 234 | Dec 24, 2018 | 58 | Mar 18, 2019 | 292 |
| -7.66% | Sep 8, 2014 | 92 | Jan 15, 2015 | 63 | Apr 15, 2015 | 155 |
Volatility
Volatility Chart
The current MOAT stocks portfolio volatility is 4.11%, 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.
Diversification
Asset Correlations Table
| IPRP.L | MOAT | SEMA.L | WDIV | |
|---|---|---|---|---|
| IPRP.L | 1.00 | 0.35 | 0.48 | 0.51 |
| MOAT | 0.35 | 1.00 | 0.49 | 0.73 |
| SEMA.L | 0.48 | 0.49 | 1.00 | 0.60 |
| WDIV | 0.51 | 0.73 | 0.60 | 1.00 |