ih-cspx-vuaa
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Growth Equities | 50% |
VUAA.L Vanguard S&P 500 UCITS ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ih-cspx-vuaa, 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 Nov 20, 2023, corresponding to the inception date of CSPX.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.00% | -0.84% | 7.20% | 24.88% | 12.77% | 10.96% |
| ih-cspx-vuaa | 26.39% | 2.10% | 9.52% | 27.09% | N/A | N/A |
| Portfolio components: | ||||||
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 24.86% | 1.45% | 8.24% | 25.70% | N/A | N/A |
VUAA.L Vanguard S&P 500 UCITS ETF | 27.91% | 2.75% | 10.81% | 28.47% | 14.96% | N/A |
Monthly Returns
The table below presents the monthly returns of ih-cspx-vuaa, 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 | 2.03% | 3.89% | 3.68% | -3.10% | 2.67% | 5.58% | 0.23% | 1.80% | 2.46% | -0.01% | 5.28% | 26.39% | |
| 2023 | 0.56% | 5.42% | 6.01% |
Expense Ratio
ih-cspx-vuaa has an expense ratio of 0.07%, 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
With an overall rank of 83, ih-cspx-vuaa is among the top 17% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
CSPX.L iShares Core S&P 500 UCITS ETF USD (Acc) | 2.13 | 2.82 | 1.41 | 2.80 | 13.75 |
VUAA.L Vanguard S&P 500 UCITS ETF | 2.55 | 3.56 | 1.48 | 3.83 | 16.35 |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ih-cspx-vuaa. 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 ih-cspx-vuaa was 8.60%, occurring on Aug 5, 2024. Recovery took 19 trading sessions.
The current ih-cspx-vuaa drawdown is 0.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.6% | Jul 16, 2024 | 15 | Aug 5, 2024 | 19 | Sep 2, 2024 | 34 |
| -5.18% | Mar 22, 2024 | 20 | Apr 22, 2024 | 16 | May 15, 2024 | 36 |
| -3.79% | Sep 3, 2024 | 7 | Sep 11, 2024 | 4 | Sep 17, 2024 | 11 |
| -2.32% | Oct 18, 2024 | 12 | Nov 4, 2024 | 2 | Nov 6, 2024 | 14 |
| -2.29% | Nov 12, 2024 | 7 | Nov 20, 2024 | 6 | Nov 28, 2024 | 13 |
Volatility
Volatility Chart
The current ih-cspx-vuaa volatility is 2.09%, 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
| CSPX.L | VUAA.L | |
|---|---|---|
| CSPX.L | 1.00 | 0.77 |
| VUAA.L | 0.77 | 1.00 |