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USA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

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 Every 3 months.


10.00%15.00%20.00%25.00%30.00%35.00%December2025FebruaryMarchAprilMay
19.63%
23.60%
USA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 4, 2022, corresponding to the inception date of HEAE.L

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
USA6.87%8.90%3.91%10.93%N/AN/A
WFSPX
iShares S&P 500 Index Fund
-3.29%13.75%-4.65%10.44%15.56%12.08%
SUES.L
iShares MSCI EM SRI UCITS ETF
4.91%14.15%-3.44%8.95%5.72%N/A
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
20.09%15.84%15.72%17.46%14.98%6.98%
WLDS.L
iShares MSCI World Small Cap UCITS ETF
-0.84%12.53%-5.62%4.73%9.98%N/A
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
-0.33%10.48%-2.94%8.02%11.86%N/A
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
3.27%6.45%-4.49%-5.61%N/AN/A
XMJP.L
Xtrackers MSCI Japan UCITS ETF 1C
7.30%13.19%4.97%8.58%7.53%6.93%
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
3.81%0.37%3.35%7.10%2.86%2.81%
SGLP.L
Invesco Physical Gold A
27.70%10.57%23.51%43.37%12.51%12.48%
BBGE.L
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
9.49%5.11%6.74%8.94%-2.61%N/A
SOXX
iShares PHLX Semiconductor ETF
-10.91%23.82%-17.51%-11.84%20.12%21.07%
*Annualized

Monthly Returns

The table below presents the monthly returns of USA, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.92%0.70%0.05%2.43%0.61%6.87%
2024-0.07%1.62%3.07%-2.00%2.93%0.62%2.57%1.85%1.32%-2.16%0.81%-2.41%8.23%
20235.15%-2.84%4.03%1.04%-0.96%2.82%2.43%-2.00%-3.37%-1.42%5.90%4.40%15.62%
2022-5.53%-0.05%-6.17%4.21%-4.24%-7.06%2.86%7.57%-1.59%-10.54%

Expense Ratio

USA has an expense ratio of 0.17%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 76, USA is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of USA is 7676
Overall Rank
The Sharpe Ratio Rank of USA is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of USA is 7272
Sortino Ratio Rank
The Omega Ratio Rank of USA is 7272
Omega Ratio Rank
The Calmar Ratio Rank of USA is 7979
Calmar Ratio Rank
The Martin Ratio Rank of USA is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WFSPX
iShares S&P 500 Index Fund
0.540.721.110.431.67
SUES.L
iShares MSCI EM SRI UCITS ETF
0.490.521.070.230.74
IEFV.L
iShares Edge MSCI Europe Value Factor UCITS ETF
0.931.081.140.812.56
WLDS.L
iShares MSCI World Small Cap UCITS ETF
0.260.311.040.130.45
SUSW.L
iShares MSCI World SRI UCITS ETF EUR (Acc)
0.460.551.080.301.14
HEAE.L
SPDR MSCI Europe Health Care UCITS ETF
-0.31-0.540.93-0.33-0.71
XMJP.L
Xtrackers MSCI Japan UCITS ETF 1C
0.420.641.090.501.58
TIPX
SPDR Bloomberg Barclays 1-10 Year TIPS ETF
2.062.751.382.816.85
SGLP.L
Invesco Physical Gold A
2.453.061.415.1413.59
BBGE.L
JPMorgan BetaBuilders EUR Government Bond UCITS ETF EUR (Acc)
0.971.331.160.541.76
SOXX
iShares PHLX Semiconductor ETF
-0.27-0.270.96-0.38-0.87

The current USA Sharpe ratio is 1.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of USA with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
1.15
0.48
USA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

USA provided a 0.96% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.96%1.00%1.02%1.65%1.15%0.62%0.87%0.74%0.90%0.53%0.30%0.63%
WFSPX
iShares S&P 500 Index Fund
1.27%1.25%1.44%1.69%1.25%1.55%1.99%2.03%1.74%2.07%1.95%1.84%
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
3.38%3.57%3.57%6.08%4.26%1.73%2.52%1.90%2.84%1.04%0.06%1.52%
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
0.77%0.67%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-0.44%
-7.82%
USA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the USA. 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 USA was 18.76%, occurring on Oct 11, 2022. Recovery took 198 trading sessions.

The current USA drawdown is 0.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.76%Apr 5, 2022135Oct 11, 2022198Jul 18, 2023333
-7.88%Mar 20, 202513Apr 7, 202512Apr 24, 202525
-7.44%Jul 20, 202372Oct 27, 202333Dec 13, 2023105
-5.17%Sep 27, 202475Jan 13, 202523Feb 13, 202598
-4.72%Jul 17, 202415Aug 6, 20249Aug 19, 202424

Volatility

Volatility Chart

The current USA volatility is 2.58%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
2.58%
11.21%
USA
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 8.04, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCTIPXSGLP.LHEAE.LBBGE.LSOXXWFSPXSUES.LXMJP.LIEFV.LSUSW.LWLDS.LPortfolio
^GSPC1.000.220.150.350.290.821.000.490.460.470.610.580.73
TIPX0.221.000.360.220.530.150.220.190.270.230.240.260.44
SGLP.L0.150.361.000.280.490.130.150.350.340.290.200.270.50
HEAE.L0.350.220.281.000.410.220.340.420.420.600.500.470.60
BBGE.L0.290.530.490.411.000.250.290.370.400.470.340.390.63
SOXX0.820.150.130.220.251.000.810.480.430.390.520.500.65
WFSPX1.000.220.150.340.290.811.000.470.450.460.600.570.72
SUES.L0.490.190.350.420.370.480.471.000.600.680.650.680.72
XMJP.L0.460.270.340.420.400.430.450.601.000.630.650.680.78
IEFV.L0.470.230.290.600.470.390.460.680.631.000.730.780.78
SUSW.L0.610.240.200.500.340.520.600.650.650.731.000.850.77
WLDS.L0.580.260.270.470.390.500.570.680.680.780.851.000.81
Portfolio0.730.440.500.600.630.650.720.720.780.780.770.811.00
The correlation results are calculated based on daily price changes starting from Apr 5, 2022