USA
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in USA, 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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | -2.64% | N/A |
USA | 0.88% | 4.18% | 8.59% | 13.59% | -1.88% | N/A |
Portfolio components: | ||||||
WFSPX iShares S&P 500 Index Fund | 0.20% | 12.70% | 16.03% | 16.10% | -1.04% | N/A |
SUES.L iShares MSCI EM SRI UCITS ETF | -0.17% | -0.35% | -2.18% | 0.42% | -13.14% | N/A |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 1.80% | 5.66% | 11.53% | 26.75% | 2.70% | N/A |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.34% | 4.03% | 5.87% | 9.65% | -5.55% | N/A |
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 1.70% | 7.84% | 15.06% | 18.78% | -1.72% | N/A |
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | 0.34% | 10.07% | 10.18% | 25.91% | 0.07% | N/A |
XMJP.L Xtrackers MSCI Japan UCITS ETF 1C | 6.34% | 11.57% | 15.84% | 24.46% | 2.20% | N/A |
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 0.27% | -1.61% | 1.11% | -0.17% | -2.85% | N/A |
SGLP.L Invesco Physical Gold A | 2.29% | -0.94% | 5.88% | 16.43% | 0.10% | N/A |
BBGE.L JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) | -2.28% | -2.87% | -0.15% | 4.06% | -10.80% | N/A |
SOXX iShares PHLX Semiconductor ETF | -4.77% | 10.84% | 35.85% | 35.67% | 0.80% | N/A |
Returns over 1 year are annualized |
Asset Correlations Table
TIPX | SGLP.L | HEAE.L | BBGE.L | SOXX | WFSPX | SUES.L | XMJP.L | SUSW.L | IEFV.L | WLDS.L | |
---|---|---|---|---|---|---|---|---|---|---|---|
TIPX | 1.00 | 0.42 | 0.27 | 0.53 | 0.21 | 0.27 | 0.23 | 0.31 | 0.29 | 0.28 | 0.31 |
SGLP.L | 0.42 | 1.00 | 0.37 | 0.60 | 0.18 | 0.19 | 0.40 | 0.44 | 0.23 | 0.36 | 0.33 |
HEAE.L | 0.27 | 0.37 | 1.00 | 0.46 | 0.26 | 0.41 | 0.45 | 0.47 | 0.54 | 0.63 | 0.52 |
BBGE.L | 0.53 | 0.60 | 0.46 | 1.00 | 0.34 | 0.36 | 0.39 | 0.47 | 0.39 | 0.48 | 0.43 |
SOXX | 0.21 | 0.18 | 0.26 | 0.34 | 1.00 | 0.84 | 0.54 | 0.51 | 0.58 | 0.51 | 0.59 |
WFSPX | 0.27 | 0.19 | 0.41 | 0.36 | 0.84 | 1.00 | 0.52 | 0.52 | 0.64 | 0.57 | 0.65 |
SUES.L | 0.23 | 0.40 | 0.45 | 0.39 | 0.54 | 0.52 | 1.00 | 0.64 | 0.66 | 0.71 | 0.73 |
XMJP.L | 0.31 | 0.44 | 0.47 | 0.47 | 0.51 | 0.52 | 0.64 | 1.00 | 0.66 | 0.66 | 0.70 |
SUSW.L | 0.29 | 0.23 | 0.54 | 0.39 | 0.58 | 0.64 | 0.66 | 0.66 | 1.00 | 0.79 | 0.89 |
IEFV.L | 0.28 | 0.36 | 0.63 | 0.48 | 0.51 | 0.57 | 0.71 | 0.66 | 0.79 | 1.00 | 0.84 |
WLDS.L | 0.31 | 0.33 | 0.52 | 0.43 | 0.59 | 0.65 | 0.73 | 0.70 | 0.89 | 0.84 | 1.00 |
Dividend yield
USA granted a 0.92% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
USA | 0.92% | 1.73% | 1.28% | 0.68% | 0.97% | 0.90% | 1.09% | 0.67% | 0.42% | 0.77% | 0.37% | 0.34% |
Portfolio components: | ||||||||||||
WFSPX iShares S&P 500 Index Fund | 1.58% | 2.03% | 1.57% | 1.73% | 2.12% | 2.73% | 2.23% | 2.70% | 2.90% | 2.20% | 2.08% | 2.36% |
SUES.L iShares MSCI EM SRI 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% |
IEFV.L iShares Edge MSCI Europe Value 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% |
WLDS.L iShares MSCI World Small Cap 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% |
SUSW.L iShares MSCI World SRI UCITS ETF EUR (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% |
HEAE.L SPDR MSCI Europe Health Care 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% |
XMJP.L Xtrackers MSCI Japan 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% |
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 2.99% | 6.24% | 4.63% | 1.91% | 2.91% | 2.25% | 3.42% | 1.29% | 0.08% | 1.91% | 0.32% | 0.00% |
SGLP.L Invesco Physical Gold A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BBGE.L JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (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% |
SOXX iShares PHLX Semiconductor ETF | 0.97% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
Expense Ratio
The USA features an expense ratio of 0.17%, 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
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 | Ulcer Index | |
---|---|---|---|---|---|
WFSPX iShares S&P 500 Index Fund | 0.85 | ||||
SUES.L iShares MSCI EM SRI UCITS ETF | -0.45 | ||||
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 1.15 | ||||
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.07 | ||||
SUSW.L iShares MSCI World SRI UCITS ETF EUR (Acc) | 0.99 | ||||
HEAE.L SPDR MSCI Europe Health Care UCITS ETF | 1.11 | ||||
XMJP.L Xtrackers MSCI Japan UCITS ETF 1C | 1.06 | ||||
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | -0.06 | ||||
SGLP.L Invesco Physical Gold A | 0.62 | ||||
BBGE.L JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc) | -0.62 | ||||
SOXX iShares PHLX Semiconductor ETF | 0.99 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the USA. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the USA is 18.74%, recorded on Oct 11, 2022. It took 198 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.74% | Apr 5, 2022 | 135 | Oct 11, 2022 | 198 | Jul 18, 2023 | 333 |
-4.26% | Jul 20, 2023 | 22 | Aug 18, 2023 | — | — | — |
Volatility Chart
The current USA volatility is 2.08%, 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.