Retirement base
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | Foreign Large Cap Equities | 30% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 5% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 15% |
XDWE.L Xtrackers S&P 500 Equal Weight UCITS ETF 1C | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retirement base , 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.
The earliest data available for this chart is Aug 27, 2014, corresponding to the inception date of XDWE.L
Returns By Period
As of Apr 20, 2025, the Retirement base returned -2.01% Year-To-Date and 7.46% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Retirement base | -2.01% | -5.76% | -5.41% | 7.16% | 12.62% | 7.46% |
| Portfolio components: | ||||||
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | -1.21% | -7.45% | -3.94% | 6.92% | 11.30% | 5.81% |
XDWE.L Xtrackers S&P 500 Equal Weight UCITS ETF 1C | -6.75% | -6.58% | -9.75% | 3.38% | 13.18% | 8.36% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 3.33% | -4.44% | -2.29% | 10.16% | 12.03% | 5.76% |
SGLN.L iShares Physical Gold ETC | 26.60% | 8.67% | 21.23% | 38.15% | 13.77% | 10.27% |
Monthly Returns
The table below presents the monthly returns of Retirement base , 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.30% | -0.31% | -1.44% | -4.38% | -2.01% | ||||||||
| 2024 | 0.07% | 2.85% | 4.48% | -2.50% | 1.90% | 0.57% | 3.42% | 1.29% | 2.59% | -0.81% | 3.24% | -4.32% | 13.13% |
| 2023 | 6.23% | -2.47% | 0.04% | 1.26% | -3.06% | 5.51% | 3.25% | -2.53% | -3.50% | -3.51% | 7.24% | 5.53% | 13.85% |
| 2022 | -3.46% | -0.60% | 2.25% | -4.24% | -0.54% | -7.57% | 5.11% | -2.34% | -7.15% | 5.67% | 6.77% | -2.65% | -9.59% |
| 2021 | 0.60% | 3.84% | 4.59% | 2.99% | 2.55% | -0.25% | 0.45% | 1.78% | -2.43% | 3.32% | -2.00% | 4.51% | 21.49% |
| 2020 | -1.55% | -8.64% | -13.61% | 9.92% | 3.18% | 2.82% | 2.92% | 4.45% | -2.09% | -1.79% | 12.47% | 3.82% | 9.37% |
| 2019 | 7.87% | 3.18% | 0.98% | 2.90% | -5.21% | 5.71% | 0.75% | -2.62% | 2.97% | 1.47% | 2.76% | 2.63% | 25.26% |
| 2018 | 3.37% | -3.82% | -1.82% | 2.00% | -0.14% | 0.20% | 2.35% | 0.11% | 0.41% | -6.27% | 1.27% | -6.69% | -9.21% |
| 2017 | 1.50% | 2.72% | 1.06% | 0.90% | 0.94% | 0.86% | 1.66% | -0.02% | 1.98% | 1.72% | 1.97% | 1.63% | 18.27% |
| 2016 | -5.06% | 0.77% | 5.57% | 0.91% | 0.95% | -0.19% | 3.95% | 0.69% | 0.21% | -1.01% | 2.70% | 1.78% | 11.47% |
| 2015 | -1.17% | 4.57% | -0.75% | 1.54% | 0.28% | -2.85% | 0.71% | -5.67% | -4.26% | 7.24% | -0.16% | -2.27% | -3.43% |
| 2014 | 0.21% | -2.35% | 1.20% | 2.40% | -0.41% | 1.00% |
Expense Ratio
Retirement base has an expense ratio of 0.27%, 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
The current rank of Retirement base is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 0.27 | 0.46 | 1.07 | 0.30 | 1.35 |
XDWE.L Xtrackers S&P 500 Equal Weight UCITS ETF 1C | 0.09 | 0.22 | 1.03 | 0.08 | 0.30 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.56 | 0.82 | 1.13 | 0.61 | 2.82 |
SGLN.L iShares Physical Gold ETC | 2.65 | 3.44 | 1.46 | 5.30 | 14.30 |
Dividends
Dividend yield
Retirement base provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.93% | 1.51% | 4.57% | 1.00% | 1.03% | 1.31% | 1.35% | 1.14% | 1.01% | 2.16% | 2.67% |
| Portfolio components: | ||||||||||||
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 1.72% | 1.70% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% |
XDWE.L Xtrackers S&P 500 Equal Weight 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% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 3.13% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
SGLN.L iShares Physical Gold ETC | 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 Retirement base . 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 Retirement base was 33.39%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.
The current Retirement base drawdown is 7.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.39% | Jan 21, 2020 | 45 | Mar 23, 2020 | 164 | Nov 9, 2020 | 209 |
| -19.12% | Jan 5, 2022 | 199 | Oct 11, 2022 | 305 | Dec 14, 2023 | 504 |
| -18.61% | Apr 28, 2015 | 206 | Feb 11, 2016 | 213 | Dec 7, 2016 | 419 |
| -15.89% | Jan 29, 2018 | 235 | Dec 24, 2018 | 83 | Apr 23, 2019 | 318 |
| -12.94% | Feb 19, 2025 | 34 | Apr 7, 2025 | — | — | — |
Volatility
Volatility Chart
The current Retirement base volatility is 8.20%, 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
| SGLN.L | DBAW | XDWE.L | VHYL.AS | |
|---|---|---|---|---|
| SGLN.L | 1.00 | -0.00 | 0.06 | 0.09 |
| DBAW | -0.00 | 1.00 | 0.54 | 0.64 |
| XDWE.L | 0.06 | 0.54 | 1.00 | 0.82 |
| VHYL.AS | 0.09 | 0.64 | 0.82 | 1.00 |