Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
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The earliest data available for this chart is May 30, 2013, corresponding to the inception date of WDIV
Returns By Period
As of Apr 2, 2026, the MOAT stocks portfolio returned -3.46% Year-To-Date and 11.04% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio MOAT stocks portfolio | 0.05% | -6.50% | -3.46% | 0.33% | 15.93% | 12.64% | 6.89% | 11.04% |
| Portfolio components: | ||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.11% | -8.33% | -6.76% | -2.71% | 10.87% | 10.84% | 7.95% | 13.46% |
WDIV SPDR S&P Global Dividend ETF | -0.18% | -2.98% | 2.99% | 7.77% | 23.52% | 14.50% | 7.95% | 7.32% |
IPRP.L iShares European Property Yield UCITS ETF | 3.73% | -9.37% | 0.22% | 0.62% | 18.28% | 14.72% | -1.97% | 1.55% |
SEMA.L iShares MSCI EM UCITS ETF (Acc) | 4.03% | -6.25% | 4.82% | 8.93% | 34.90% | 16.84% | 4.32% | 8.16% |
Monthly Returns
Based on dividend-adjusted daily data since May 31, 2013, MOAT stocks portfolio's average daily return is +0.04%, while the average monthly return is +0.89%. At this rate, your investment would double in approximately 6.5 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Mar 2020 at -15.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, MOAT stocks portfolio closed higher 54% 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 -9.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.66% | 3.59% | -9.84% | 0.68% | -3.46% | ||||||||
| 2025 | 2.56% | -2.03% | -2.28% | 0.30% | 4.10% | 4.77% | 1.59% | 2.17% | 1.13% | 1.95% | 1.45% | 1.59% | 18.46% |
| 2024 | -2.52% | 2.19% | 3.80% | -3.73% | 2.45% | -0.41% | 5.01% | 4.42% | 2.61% | -3.44% | 2.81% | -4.47% | 8.39% |
| 2023 | 10.36% | -3.75% | 2.39% | 1.63% | -2.04% | 5.70% | 5.10% | -3.59% | -5.08% | -4.18% | 10.08% | 7.81% | 25.17% |
| 2022 | -1.78% | -1.63% | 0.82% | -7.21% | 0.36% | -8.14% | 7.29% | -5.01% | -10.56% | 4.69% | 9.59% | -3.70% | -16.09% |
| 2021 | -0.60% | 4.36% | 4.76% | 4.04% | 2.36% | 0.20% | 1.16% | 1.24% | -4.56% | 3.19% | -3.45% | 4.13% | 17.58% |
Benchmark Metrics
MOAT stocks portfolio has an annualized alpha of 0.69%, beta of 0.83, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 31, 2013.
- This portfolio participated in 101.68% of S&P 500 Index downside but only 95.84% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 0.69%
- Beta
- 0.83
- R²
- 0.82
- Upside Capture
- 95.84%
- Downside Capture
- 101.68%
Expense Ratio
MOAT stocks portfolio has an expense ratio of 0.43%, 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
MOAT stocks portfolio ranks 50 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.04 | 0.88 | +0.16 |
Sortino ratioReturn per unit of downside risk | 1.53 | 1.37 | +0.16 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.98 | 1.39 | +0.59 |
Martin ratioReturn relative to average drawdown | 8.70 | 6.43 | +2.27 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 28 | 0.55 | 0.93 | 1.12 | 0.88 | 3.23 |
WDIV SPDR S&P Global Dividend ETF | 86 | 1.96 | 2.68 | 1.38 | 2.75 | 10.25 |
IPRP.L iShares European Property Yield UCITS ETF | 42 | 0.97 | 1.44 | 1.19 | 1.05 | 3.41 |
SEMA.L iShares MSCI EM UCITS ETF (Acc) | 84 | 1.83 | 2.36 | 1.34 | 2.68 | 10.01 |
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Dividends
Dividend yield
MOAT stocks portfolio provided a 1.91% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.91% | 1.85% | 1.91% | 1.57% | 2.07% | 1.57% | 2.07% | 1.79% | 2.20% | 1.56% | 1.72% | 2.50% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.45% | 1.36% | 1.37% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% |
WDIV SPDR S&P Global Dividend ETF | 4.24% | 4.27% | 4.63% | 4.73% | 5.12% | 4.15% | 5.55% | 3.99% | 4.42% | 3.62% | 4.32% | 5.03% |
IPRP.L iShares European Property Yield UCITS ETF | 3.28% | 3.32% | 3.30% | 3.05% | 4.90% | 2.47% | 2.96% | 3.46% | 3.70% | 3.20% | 3.07% | 3.60% |
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.
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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 34.83%, occurring on Mar 23, 2020. Recovery took 168 trading sessions.
The current MOAT stocks portfolio drawdown is 9.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.83% | Feb 17, 2020 | 26 | Mar 23, 2020 | 168 | Nov 16, 2020 | 194 |
| -27.21% | Nov 8, 2021 | 244 | Oct 14, 2022 | 300 | Dec 14, 2023 | 544 |
| -17.12% | Sep 30, 2024 | 135 | Apr 8, 2025 | 43 | Jun 10, 2025 | 178 |
| -17.11% | May 18, 2015 | 175 | Jan 20, 2016 | 63 | Apr 19, 2016 | 238 |
| -14.94% | Jan 29, 2018 | 234 | Dec 24, 2018 | 58 | Mar 18, 2019 | 292 |
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 4 assets, with an effective number of assets of 2.15, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | IPRP.L | SEMA.L | MOAT | WDIV | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.33 | 0.50 | 0.87 | 0.71 | 0.86 |
| IPRP.L | 0.33 | 1.00 | 0.46 | 0.33 | 0.51 | 0.51 |
| SEMA.L | 0.50 | 0.46 | 1.00 | 0.46 | 0.58 | 0.62 |
| MOAT | 0.87 | 0.33 | 0.46 | 1.00 | 0.72 | 0.96 |
| WDIV | 0.71 | 0.51 | 0.58 | 0.72 | 1.00 | 0.83 |
| Portfolio | 0.86 | 0.51 | 0.62 | 0.96 | 0.83 | 1.00 |