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IE Vanguard ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VHYL.AS 24%VWCE.DE 23%VEUR.AS 22%VUSA.DE 18%VFEM.DE 12%VWRL.AS 1%EquityEquity
PositionCategory/SectorWeight
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
Europe Equities

22%

VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
Emerging Markets Equities

12%

VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
Global Equities, Dividend

24%

VUSA.DE
Vanguard S&P 500 UCITS ETF
Large Cap Blend Equities

18%

VWCE.DE
Vanguard FTSE All-World UCITS ETF
Global Equities

23%

VWRL.AS
Vanguard FTSE All-World UCITS ETF
Global Equities

1%

S&P 500

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


20.00%30.00%40.00%50.00%60.00%70.00%NovemberDecember2024FebruaryMarchApril
44.13%
65.37%
IE Vanguard ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VWCE.DE

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
IE Vanguard ETF Portfolio2.75%-3.36%15.52%12.08%N/AN/A
VUSA.DE
Vanguard S&P 500 UCITS ETF
4.81%-4.58%18.56%22.46%14.35%N/A
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
0.59%-1.68%10.01%5.49%2.25%N/A
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
1.84%-3.06%16.79%6.55%7.68%6.81%
VWRL.AS
Vanguard FTSE All-World UCITS ETF
3.49%-4.19%16.79%16.06%10.22%10.67%
VWCE.DE
Vanguard FTSE All-World UCITS ETF
3.03%-4.20%16.75%16.10%N/AN/A
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
2.75%-2.71%13.54%8.94%7.31%7.72%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.45%2.65%3.67%
2023-3.40%-3.59%8.23%4.87%

Expense Ratio

The IE Vanguard ETF Portfolio features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.29%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.22%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

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.


IE Vanguard ETF Portfolio
Sharpe ratio
The chart of Sharpe ratio for IE Vanguard ETF Portfolio, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.001.25
Sortino ratio
The chart of Sortino ratio for IE Vanguard ETF Portfolio, currently valued at 1.88, compared to the broader market-2.000.002.004.006.001.88
Omega ratio
The chart of Omega ratio for IE Vanguard ETF Portfolio, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for IE Vanguard ETF Portfolio, currently valued at 0.99, compared to the broader market0.002.004.006.008.000.99
Martin ratio
The chart of Martin ratio for IE Vanguard ETF Portfolio, currently valued at 3.78, compared to the broader market0.0010.0020.0030.0040.003.78
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUSA.DE
Vanguard S&P 500 UCITS ETF
2.213.201.391.718.63
VFEM.DE
Vanguard FTSE Emerging Markets UCITS ETF Distributing
0.520.861.100.251.48
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
0.550.901.100.511.65
VWRL.AS
Vanguard FTSE All-World UCITS ETF
1.632.411.291.225.34
VWCE.DE
Vanguard FTSE All-World UCITS ETF
1.622.391.291.225.33
VHYL.AS
Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing
0.921.361.170.882.94

Sharpe Ratio

The current IE Vanguard ETF Portfolio Sharpe ratio is 1.25. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.25

The Sharpe ratio of IE Vanguard ETF Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.25
1.66
IE Vanguard ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Vanguard ETF Portfolio granted a 1.91% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IE Vanguard ETF Portfolio1.91%2.06%2.34%1.81%1.78%2.21%2.71%2.12%2.05%2.18%1.69%0.56%
VUSA.DE
Vanguard S&P 500 UCITS ETF
1.26%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
2.51%2.66%3.38%2.26%1.93%2.32%2.79%2.24%2.33%2.76%0.00%0.00%
VEUR.AS
Vanguard FTSE Developed Europe UCITS ETF
2.80%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
1.60%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
3.13%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.05%
-5.46%
IE Vanguard ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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 4.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.53%Jan 21, 202045Mar 23, 2020162Nov 9, 2020207
-25.48%Jan 13, 2022193Oct 12, 2022330Jan 26, 2024523
-6.44%Jul 29, 201914Aug 15, 201945Oct 17, 201959
-5.7%Sep 7, 202120Oct 4, 202123Nov 4, 202143
-4.74%Nov 9, 202130Dec 20, 202110Jan 3, 202240

Volatility

Volatility Chart

The current IE Vanguard ETF Portfolio volatility is 2.71%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.71%
3.15%
IE Vanguard ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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.

VFEM.DEVUSA.DEVEUR.ASVHYL.ASVWCE.DEVWRL.AS
VFEM.DE1.000.640.710.710.770.77
VUSA.DE0.641.000.790.820.960.95
VEUR.AS0.710.791.000.900.890.89
VHYL.AS0.710.820.901.000.890.89
VWCE.DE0.770.960.890.891.000.99
VWRL.AS0.770.950.890.890.991.00