65 VWCE - 25 VUAA - 10 ZPRV
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 65% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | Small Cap Value Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 65 VWCE - 25 VUAA - 10 ZPRV, 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
The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.85% | 4.16% | 15.77% | 35.40% | 14.46% | 12.04% |
| 65 VWCE - 25 VUAA - 10 ZPRV | 19.21% | 3.95% | 15.47% | 32.22% | 13.11% | N/A |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | 18.79% | 3.84% | 14.86% | 30.94% | 11.74% | 10.10% |
VOO Vanguard S&P 500 ETF | 24.17% | 4.29% | 16.83% | 35.96% | 15.78% | 14.09% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 9.22% | 3.66% | 15.43% | 30.18% | 13.67% | N/A |
Monthly Returns
The table below presents the monthly returns of 65 VWCE - 25 VUAA - 10 ZPRV, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.03% | 4.36% | 3.40% | -3.92% | 4.59% | 1.75% | 2.69% | 1.89% | 2.20% | 19.21% | |||
| 2023 | 7.63% | -2.75% | 1.94% | 1.22% | -1.00% | 6.45% | 3.93% | -2.56% | -4.46% | -3.11% | 9.08% | 5.86% | 23.21% |
| 2022 | -4.84% | -2.21% | 2.31% | -7.97% | 0.36% | -8.38% | 7.81% | -3.83% | -9.39% | 7.19% | 7.06% | -4.80% | -17.30% |
| 2021 | 0.44% | 3.29% | 3.64% | 4.38% | 1.48% | 1.22% | 0.83% | 2.42% | -3.94% | 5.45% | -2.16% | 4.03% | 22.73% |
| 2020 | -1.59% | -7.83% | -15.16% | 11.44% | 4.95% | 2.81% | 5.09% | 6.46% | -3.32% | -1.61% | 13.09% | 4.77% | 16.69% |
| 2019 | 8.45% | 3.12% | 0.87% | 3.64% | -6.41% | 6.53% | 0.55% | -2.51% | 2.44% | 2.53% | 2.96% | 3.39% | 27.74% |
| 2018 | 5.04% | -4.27% | -1.62% | 0.73% | 1.46% | -0.06% | 2.83% | 1.61% | 0.02% | -7.66% | 1.62% | -8.21% | -9.05% |
| 2017 | 2.29% | 2.95% | 0.84% | 1.37% | 1.22% | 0.89% | 2.35% | 0.14% | 2.48% | 1.96% | 2.34% | 1.51% | 22.31% |
| 2016 | -6.33% | -0.27% | 7.90% | 1.14% | 0.84% | -0.64% | 4.69% | 0.38% | 0.55% | -2.10% | 2.91% | 2.03% | 10.96% |
| 2015 | -0.10% | -1.20% | 1.97% | 0.47% | -2.08% | 0.74% | -6.93% | -3.02% | 7.32% | 0.42% | -2.30% | -5.18% |
Expense Ratio
65 VWCE - 25 VUAA - 10 ZPRV has an expense ratio of 0.08%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 65 VWCE - 25 VUAA - 10 ZPRV is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 3.03 | 4.13 | 1.56 | 2.41 | 20.35 |
VOO Vanguard S&P 500 ETF | 3.36 | 4.44 | 1.63 | 3.53 | 22.18 |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF | 1.71 | 2.59 | 1.32 | 2.09 | 9.46 |
Dividends
Dividend yield
65 VWCE - 25 VUAA - 10 ZPRV granted a 1.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 65 VWCE - 25 VUAA - 10 ZPRV | 1.51% | 1.72% | 1.85% | 1.49% | 1.46% | 1.98% | 2.16% | 1.82% | 2.06% | 2.12% | 2.05% | 1.80% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted 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% |
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 65 VWCE - 25 VUAA - 10 ZPRV. 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 65 VWCE - 25 VUAA - 10 ZPRV was 35.24%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.24% | Feb 13, 2020 | 28 | Mar 23, 2020 | 111 | Aug 26, 2020 | 139 |
| -25% | Jan 5, 2022 | 200 | Oct 12, 2022 | 307 | Dec 19, 2023 | 507 |
| -19.04% | Jan 29, 2018 | 235 | Dec 24, 2018 | 133 | Jul 2, 2019 | 368 |
| -18.41% | May 22, 2015 | 185 | Feb 11, 2016 | 130 | Aug 15, 2016 | 315 |
| -8.04% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
Volatility
Volatility Chart
The current 65 VWCE - 25 VUAA - 10 ZPRV volatility is 2.85%, 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
| ZPRV.DE | VOO | VT | |
|---|---|---|---|
| ZPRV.DE | 1.00 | 0.44 | 0.49 |
| VOO | 0.44 | 1.00 | 0.95 |
| VT | 0.49 | 0.95 | 1.00 |