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Retirement base

Currency in USD · Last updated May 30, 2025

Asset Allocation

SGLN.L 5%XDWE.L 50%DBAW 30%VHYL.AS 15%CommodityCommodityEquityEquity
PositionCategory/SectorTarget 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%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Aug 27, 2014, corresponding to the inception date of XDWE.L

Returns By Period

As of May 30, 2025, the Retirement base returned 5.57% Year-To-Date and 8.50% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
Retirement base 5.57%4.28%1.52%12.52%13.14%8.50%
Portfolio components:
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF		7.23%4.44%7.69%11.44%12.03%6.93%
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C		1.00%4.79%-5.36%9.71%13.51%9.45%
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		10.49%3.77%5.68%14.34%13.00%6.65%
SGLN.L
iShares Physical Gold ETC		27.34%0.22%25.45%41.85%13.72%10.54%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.30%-0.30%-1.44%-1.45%4.51%5.57%
20240.05%2.87%4.48%-2.50%1.90%0.57%3.43%1.28%2.59%-0.79%3.24%-4.33%13.12%
20236.24%-2.48%0.04%1.25%-3.05%5.51%3.26%-2.53%-3.50%-3.50%7.25%5.52%13.85%
2022-3.39%-0.59%2.25%-4.24%-0.55%-7.57%5.13%-2.38%-7.12%5.67%6.79%-2.68%-9.51%
20210.59%3.84%4.58%3.00%2.51%-0.21%0.45%1.78%-2.44%3.32%-2.01%4.44%21.38%
2020-1.62%-8.59%-13.58%9.81%3.27%2.86%3.03%4.29%-2.04%-1.78%12.48%3.77%9.39%
20197.97%3.13%0.99%2.83%-5.21%5.77%0.85%-2.64%2.93%1.42%2.75%2.62%25.30%
20183.43%-3.76%-1.85%2.04%-0.23%0.08%2.53%0.17%0.37%-6.25%1.32%-6.82%-9.18%
20171.30%2.86%1.08%0.81%0.90%0.98%1.52%0.08%1.97%1.76%1.89%1.62%18.10%
2016-5.03%0.71%5.43%0.84%1.11%-0.20%3.79%0.82%0.19%-0.97%2.78%1.78%11.44%
2015-1.19%4.52%-0.62%1.24%0.39%-2.71%0.54%-5.61%-4.16%7.11%-0.13%-2.19%-3.42%
20140.30%-2.34%1.23%2.31%-0.34%1.10%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Retirement base is 60, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Retirement base is 6060
Overall Rank
The Sharpe Ratio Rank of Retirement base is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of Retirement base is 4949
Sortino Ratio Rank
The Omega Ratio Rank of Retirement base is 5858
Omega Ratio Rank
The Calmar Ratio Rank of Retirement base is 5555
Calmar Ratio Rank
The Martin Ratio Rank of Retirement base is 6565
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
DBAW
Xtrackers MSCI All World ex US Hedged Equity ETF		0.700.931.140.703.01
XDWE.L
Xtrackers S&P 500 Equal Weight UCITS ETF 1C		0.610.791.110.441.54
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing		0.931.151.180.894.23
SGLN.L
iShares Physical Gold ETC		2.272.881.405.1214.33

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Retirement base Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 0.99
  • 5-Year: 0.96
  • 10-Year: 0.59
  • All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Retirement base compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Retirement base provided a 0.92% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.92%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		1.58%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		2.93%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.

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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 33.44%, occurring on Mar 23, 2020. Recovery took 164 trading sessions.

The current Retirement base drawdown is 1.28%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.44%Jan 20, 202046Mar 23, 2020164Nov 9, 2020210
-19.13%Jan 5, 2022199Oct 11, 2022305Dec 14, 2023504
-18.63%Apr 28, 2015206Feb 11, 2016213Dec 7, 2016419
-15.89%Jan 30, 2018234Dec 24, 201883Apr 23, 2019317
-12.93%Feb 19, 202534Apr 7, 202525May 13, 202559
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 2.74, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSGLN.LVHYL.ASDBAWXDWE.LPortfolio
^GSPC1.000.030.500.790.550.70
SGLN.L0.031.00-0.03-0.000.060.09
VHYL.AS0.50-0.031.000.610.690.82
DBAW0.79-0.000.611.000.540.78
XDWE.L0.550.060.690.541.000.92
Portfolio0.700.090.820.780.921.00
The correlation results are calculated based on daily price changes starting from Aug 28, 2014
Go to the full Correlations tool for more customization options