IE Vanguard ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IE Vanguard ETF Portfolio, 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 Jul 25, 2019, corresponding to the inception date of VWCE.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| IE Vanguard ETF Portfolio | 10.06% | 0.71% | 9.40% | 13.07% | 8.84% | N/A |
| Portfolio components: | ||||||
VUSA.DE Vanguard S&P 500 UCITS ETF | 14.76% | -0.22% | 11.94% | 20.42% | 13.94% | N/A |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 7.91% | -0.19% | 9.20% | 6.72% | 3.04% | N/A |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 7.20% | 0.46% | 7.57% | 9.88% | 7.54% | 6.87% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 11.58% | 0.14% | 9.85% | 15.42% | 10.17% | 10.50% |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 11.11% | 0.16% | 9.87% | 15.41% | 10.19% | N/A |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 9.05% | 2.64% | 8.63% | 11.31% | 7.34% | 7.49% |
Monthly Returns
The table below presents the monthly returns of IE Vanguard ETF Portfolio, 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 | 0.45% | 2.65% | 3.67% | -2.07% | 3.03% | 1.79% | 10.06% | ||||||
| 2023 | 6.25% | -2.62% | 2.06% | 2.14% | -2.61% | 5.31% | 3.55% | -2.92% | -3.40% | -3.59% | 8.23% | 4.87% | 17.55% |
| 2022 | -3.26% | -2.40% | 1.37% | -5.66% | -0.14% | -8.27% | 4.64% | -3.25% | -8.47% | 4.77% | 8.77% | -1.92% | -14.34% |
| 2021 | 0.16% | 2.62% | 3.07% | 3.58% | 2.66% | 0.03% | 0.48% | 2.01% | -3.57% | 3.82% | -2.53% | 4.38% | 17.65% |
| 2020 | -2.44% | -8.82% | -12.47% | 7.53% | 2.68% | 3.88% | 4.45% | 5.52% | -2.83% | -2.88% | 12.51% | 4.91% | 9.64% |
| 2019 | -0.97% | -2.78% | 2.74% | 2.59% | 2.23% | 4.11% | 8.01% |
Expense Ratio
IE Vanguard ETF Portfolio has an expense ratio of 0.18%, 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 rank of IE Vanguard ETF Portfolio is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VUSA.DE Vanguard S&P 500 UCITS ETF | 1.94 | 2.83 | 1.35 | 1.80 | 7.38 |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 0.38 | 0.64 | 1.07 | 0.18 | 1.19 |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 0.79 | 1.24 | 1.14 | 0.73 | 2.71 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.49 | 2.21 | 1.27 | 1.10 | 5.00 |
VWCE.DE Vanguard FTSE All-World UCITS ETF | 1.48 | 2.20 | 1.27 | 1.10 | 4.98 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 1.14 | 1.69 | 1.20 | 1.05 | 4.01 |
Dividends
Dividend yield
IE Vanguard ETF Portfolio granted a 1.94% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IE Vanguard ETF Portfolio | 1.94% | 2.06% | 2.34% | 1.81% | 1.78% | 2.21% | 2.71% | 1.87% | 1.77% | 1.85% | 1.69% | 0.56% |
| Portfolio components: | ||||||||||||
VUSA.DE Vanguard S&P 500 UCITS ETF | 1.17% | 1.35% | 1.53% | 1.21% | 1.65% | 2.34% | 3.76% | 2.26% | 1.78% | 2.00% | 0.00% | 0.00% |
VFEM.DE Vanguard FTSE Emerging Markets UCITS ETF Distributing | 2.52% | 2.66% | 3.38% | 2.26% | 1.93% | 2.32% | 2.79% | 0.20% | 0.00% | 0.00% | 0.00% | 0.00% |
VEUR.AS Vanguard FTSE Developed Europe UCITS ETF | 3.03% | 3.00% | 3.32% | 2.66% | 2.24% | 3.24% | 3.62% | 3.05% | 3.19% | 3.13% | 3.79% | 0.94% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.57% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% | 1.57% |
VWCE.DE Vanguard FTSE All-World 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% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 3.11% | 3.40% | 3.78% | 3.03% | 3.08% | 3.24% | 3.68% | 3.13% | 3.02% | 3.25% | 3.47% | 1.40% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the IE Vanguard ETF Portfolio. 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 IE Vanguard ETF Portfolio was 34.53%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current IE Vanguard ETF Portfolio drawdown is 2.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.53% | Jan 21, 2020 | 45 | Mar 23, 2020 | 162 | Nov 9, 2020 | 207 |
| -25.48% | Jan 13, 2022 | 193 | Oct 12, 2022 | 330 | Jan 26, 2024 | 523 |
| -6.44% | Jul 29, 2019 | 14 | Aug 15, 2019 | 45 | Oct 17, 2019 | 59 |
| -5.7% | Sep 7, 2021 | 20 | Oct 4, 2021 | 23 | Nov 4, 2021 | 43 |
| -4.74% | Nov 9, 2021 | 30 | Dec 20, 2021 | 10 | Jan 3, 2022 | 40 |
Volatility
Volatility Chart
The current IE Vanguard ETF Portfolio volatility is 2.64%, 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
| VFEM.DE | VUSA.DE | VEUR.AS | VHYL.AS | VWCE.DE | VWRL.AS | |
|---|---|---|---|---|---|---|
| VFEM.DE | 1.00 | 0.64 | 0.71 | 0.71 | 0.77 | 0.77 |
| VUSA.DE | 0.64 | 1.00 | 0.78 | 0.81 | 0.96 | 0.95 |
| VEUR.AS | 0.71 | 0.78 | 1.00 | 0.89 | 0.88 | 0.89 |
| VHYL.AS | 0.71 | 0.81 | 0.89 | 1.00 | 0.88 | 0.89 |
| VWCE.DE | 0.77 | 0.96 | 0.88 | 0.88 | 1.00 | 0.99 |
| VWRL.AS | 0.77 | 0.95 | 0.89 | 0.89 | 0.99 | 1.00 |