Asset Allocation
Benchmark: S&P 500 Index · Rebalance: Every 3 months
Find the right asset allocation for Low Carbon
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in Low Carbon, 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.
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Compare your portfolio against anything
Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.69% | -1.16% | 10.94% | 11.48% | 16.94% | 16.08% | 11.89% | 12.95% | 10.27% |
Portfolio Low Carbon | -0.14% | -1.10% | — | — | — | — | — | — | — |
| Portfolio components: | |||||||||
AXQT.DE AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 0.00% | -4.86% | 22.59% | 35.23% | 54.86% | — | — | — | 47.93% |
EEAU.DE BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation | 0.00% | 2.46% | — | — | — | — | — | — | — |
ENTR.DE L&G New Energy Commodities UCITS ETF USD Accumulating | 0.00% | 1.79% | 5.25% | 9.03% | 32.51% | — | — | — | 13.67% |
ESAE.DE BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc | 0.00% | 1.45% | 10.98% | 12.72% | 18.34% | — | — | — | 17.66% |
LOWD.DE BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc | 0.00% | -5.75% | 9.87% | 8.75% | 11.96% | 14.49% | 13.08% | — | 13.79% |
RMAU.L The Royal Mint Physical Gold ETC Securities | -1.42% | -2.15% | -16.96% | -4.56% | 21.07% | 25.41% | 17.65% | — | 14.25% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 29, 2026, Low Carbon's average daily return is -0.01%, while the average monthly return is -0.19%.
Historically, 50% of months were positive and 50% were negative. The best month was Jun 2026 with a return of +0.6%, while the worst month was Jul 2026 at -1.0%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 1 months.
On a daily basis, Low Carbon closed higher 36% of trading days. The best single day was Jul 9, 2026 with a return of +1.3%, while the worst single day was Jul 7, 2026 at -1.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.58% | -0.96% | -0.39% |
Expense Ratio
Low Carbon has an expense ratio of 0.36%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Metrics
The table below presents risk-adjusted performance metrics for Low Carbon and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.33 | — |
| Sortino ratioReturn per unit of downside risk | — | 1.77 | — |
| Omega ratioGain probability vs. loss probability | — | 1.25 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.25 | — |
| Martin ratioReturn relative to average drawdown | — | 8.33 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AXQT.DE AXA IM MSCI Emerging Markets ex-China Equity PAB UCITS ETF USD Acc | 90 | 2.50 | 3.12 | 1.44 | 4.03 | 12.77 |
EEAU.DE BNP Paribas Easy - Managed Futures UCITS ETF EUR Capitalisation | — | — | — | — | — | — |
ENTR.DE L&G New Energy Commodities UCITS ETF USD Accumulating | 81 | 1.92 | 2.65 | 1.35 | 3.36 | 9.40 |
ESAE.DE BNP Paribas Easy MSCI World Equal Weight Select UCITS ETF EUR Acc | 75 | 1.62 | 2.34 | 1.32 | 2.73 | 10.60 |
LOWD.DE BNP Paribas Easy Low Carbon 300 World PAB UCITS ETF Acc | 38 | 0.90 | 1.37 | 1.16 | 1.51 | 4.30 |
RMAU.L The Royal Mint Physical Gold ETC Securities | 30 | 0.81 | 1.19 | 1.16 | 0.91 | 1.97 |
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Dividends
Dividend yield
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 Low Carbon. 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 Low Carbon was 2.24%, occurring on Jul 17, 2026. The portfolio has not yet recovered.
The current Low Carbon drawdown is 1.66%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-2.24%Jul 2026 | 10d | — | 25dJul 2026 - now | — |
-0.39%Jul 2026 | 0s | 1d | 1dJul 2026 - Jul 2026 | — |
-0.37%Jun 2026 | 0s | 1d | 1dJun 2026 - Jun 2026 | — |
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 6 assets, with an effective number of assets of 5.13, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.52 |
The portfolio has a diversification ratio of 1.52, in line with the typical range across portfolios.
Low Carbon correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jun 29, 2026 | 0.58 |
Benchmark Correlations
Correlation vs. S&P 500 Index. LOWD.DE has the highest benchmark correlation at 0.73, while ENTR.DE has the lowest at -0.03.
Asset Correlations Table
Find what Low Carbon is missing
See which holdings overlap, where Low Carbon is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification