70 VUAA + 25 QDVE + 5 VVSM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 25% |
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | Large Cap Blend Equities | 70% |
VVSM.DE VanEck Semiconductor UCITS ETF | Technology Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70 VUAA + 25 QDVE + 5 VVSM, 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.
The earliest data available for this chart is Dec 3, 2020, corresponding to the inception date of VVSM.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| 70 VUAA + 25 QDVE + 5 VVSM | -13.25% | -8.07% | -12.28% | 5.83% | N/A | N/A |
| Portfolio components: | ||||||
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | -10.07% | -6.82% | -9.39% | 7.08% | 13.27% | N/A |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | -18.72% | -9.53% | -16.54% | 6.52% | 18.52% | N/A |
VVSM.DE VanEck Semiconductor UCITS ETF | -20.84% | -15.43% | -22.96% | -10.88% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 70 VUAA + 25 QDVE + 5 VVSM, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.84% | -4.10% | -6.40% | -5.09% | -13.25% | ||||||||
| 2024 | 2.70% | 5.06% | 3.41% | -3.57% | 4.24% | 7.87% | -1.16% | 0.88% | 2.53% | 0.05% | 4.76% | -1.00% | 28.34% |
| 2023 | 7.06% | -0.97% | 4.82% | 0.99% | 4.48% | 6.16% | 3.01% | -1.00% | -5.23% | -2.82% | 10.44% | 5.58% | 36.30% |
| 2022 | -7.78% | -2.95% | 4.39% | -8.43% | -2.44% | -8.68% | 9.55% | -3.60% | -8.65% | 5.51% | 3.35% | -4.41% | -23.36% |
| 2021 | -0.03% | 2.58% | 3.07% | 4.95% | 0.16% | 3.71% | 2.61% | 3.43% | -4.35% | 5.91% | 2.17% | 4.91% | 32.80% |
| 2020 | 2.66% | 2.66% |
Expense Ratio
70 VUAA + 25 QDVE + 5 VVSM has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 70 VUAA + 25 QDVE + 5 VVSM is 35, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VUAA.DE Vanguard S&P 500 UCITS USD Acc ETF | 0.42 | 0.67 | 1.10 | 0.37 | 1.71 |
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 0.29 | 0.57 | 1.08 | 0.29 | 1.04 |
VVSM.DE VanEck Semiconductor UCITS ETF | -0.28 | -0.16 | 0.98 | -0.27 | -0.65 |
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 70 VUAA + 25 QDVE + 5 VVSM. 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 70 VUAA + 25 QDVE + 5 VVSM was 28.42%, occurring on Oct 12, 2022. Recovery took 298 trading sessions.
The current 70 VUAA + 25 QDVE + 5 VVSM drawdown is 15.84%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.42% | Jan 3, 2022 | 201 | Oct 12, 2022 | 298 | Dec 8, 2023 | 499 |
| -21.73% | Feb 20, 2025 | 35 | Apr 9, 2025 | — | — | — |
| -10.7% | Jul 16, 2024 | 15 | Aug 5, 2024 | 47 | Oct 9, 2024 | 62 |
| -6.91% | Feb 16, 2021 | 14 | Mar 5, 2021 | 19 | Apr 1, 2021 | 33 |
| -6.8% | Mar 22, 2024 | 20 | Apr 22, 2024 | 16 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current 70 VUAA + 25 QDVE + 5 VVSM volatility is 13.46%, 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
| VVSM.DE | VUAA.DE | QDVE.DE | |
|---|---|---|---|
| VVSM.DE | 1.00 | 0.78 | 0.87 |
| VUAA.DE | 0.78 | 1.00 | 0.89 |
| QDVE.DE | 0.87 | 0.89 | 1.00 |