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AP ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AP ETF Portfolio

Currency in USD · Last updated May 23, 2025

Asset Allocation

8PSE.DE 10%SPMO 10%GVIP 10%IMTM 8%CEMR.DE 7.5%VVSM.DE 6.5%IUIT.L 6.5%DFEN.DE 6.5%DBXD.DE 5%C030.DE 5%MAGS 5%WH2E.DE 5%XLCP.L 5%XDWF.DE 5%SBT.TO 5%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		Precious Metals
10%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		Europe Equities
5%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
7.50%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		Europe Equities
5%
DFEN.DE
VanEck Defense UCITS ETF A		Industrials Equities
6.50%
GVIP
Goldman Sachs Hedge Industry VIP ETF		Large Cap Growth Equities
10%
IMTM
iShares MSCI Intl Momentum Factor ETF		Foreign Large Cap Equities
8%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
6.50%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
5%
SBT.TO
Silver Bullion Trust ETF Currency Hedged
5%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
10%
VVSM.DE
VanEck Semiconductor UCITS ETF		Technology Equities
6.50%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		Health & Biotech Equities
5%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		Financials Equities
5%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		Communications Equities
5%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 19, 2023, corresponding to the inception date of DFEN.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
AP ETF Portfolio14.78%10.62%13.94%23.25%N/AN/A
Portfolio components:
SPMO
Invesco S&P 500® Momentum ETF		8.82%16.74%8.45%27.59%21.41%N/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		26.02%10.72%25.77%23.89%13.78%8.56%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		30.34%11.83%34.72%33.40%16.14%6.85%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		17.99%6.73%15.77%17.37%11.31%6.64%
VVSM.DE
VanEck Semiconductor UCITS ETF		-1.53%26.09%0.55%-3.60%N/AN/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		-3.70%20.21%-0.75%13.71%22.39%N/A
DFEN.DE
VanEck Defense UCITS ETF A		46.81%12.86%41.24%68.51%N/AN/A
GVIP
Goldman Sachs Hedge Industry VIP ETF		4.19%14.17%1.99%17.31%15.91%N/A
IMTM
iShares MSCI Intl Momentum Factor ETF		17.91%7.80%16.15%16.47%11.61%7.13%
MAGS
Roundhill Magnificent Seven ETF		-4.67%22.33%2.33%27.53%N/AN/A
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		-3.48%-1.06%-5.90%-9.19%N/AN/A
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		8.26%12.83%9.47%28.16%11.83%N/A
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		34.45%-4.66%31.12%39.93%N/AN/A
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		11.70%9.88%8.54%26.03%20.55%N/A
SBT.TO
Silver Bullion Trust ETF Currency Hedged		17.27%0.34%5.66%-0.89%10.96%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of AP ETF Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.35%-2.95%2.17%3.81%5.86%14.78%
20241.97%5.59%4.79%-2.79%5.80%2.41%0.69%3.25%2.48%-0.70%2.04%-2.01%25.72%
2023-0.10%3.64%-1.89%-4.55%-1.29%9.73%4.51%9.75%

Expense Ratio

AP ETF Portfolio has an expense ratio of 0.26%, 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.

DFEN.DE
VanEck Defense UCITS ETF A
GVIP
Goldman Sachs Hedge Industry VIP ETF
VVSM.DE
VanEck Semiconductor UCITS ETF
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
IMTM
iShares MSCI Intl Momentum Factor ETF
MAGS
Roundhill Magnificent Seven ETF
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
SPMO
Invesco S&P 500® Momentum ETF
DBXD.DE
Xtrackers DAX UCITS ETF 1C

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 89, AP ETF Portfolio is among the top 11% 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.

The Risk-Adjusted Performance Rank of AP ETF Portfolio is 8989
Overall Rank
The Sharpe Ratio Rank of AP ETF Portfolio is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of AP ETF Portfolio is 8686
Sortino Ratio Rank
The Omega Ratio Rank of AP ETF Portfolio is 8989
Omega Ratio Rank
The Calmar Ratio Rank of AP ETF Portfolio is 9090
Calmar Ratio Rank
The Martin Ratio Rank of AP ETF Portfolio is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500® Momentum ETF		1.091.631.241.384.97
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.171.731.241.675.96
DBXD.DE
Xtrackers DAX UCITS ETF 1C		1.582.371.312.199.02
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.981.391.201.153.27
VVSM.DE
VanEck Semiconductor UCITS ETF		-0.100.071.01-0.12-0.27
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.510.821.110.481.53
DFEN.DE
VanEck Defense UCITS ETF A		2.783.701.545.8315.16
GVIP
Goldman Sachs Hedge Industry VIP ETF		0.701.151.170.782.81
IMTM
iShares MSCI Intl Momentum Factor ETF		0.821.231.171.313.78
MAGS
Roundhill Magnificent Seven ETF		0.801.281.170.882.40
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		-0.56-0.460.93-0.32-0.70
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		1.592.281.331.615.91
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		0.551.431.371.425.86
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		1.311.941.311.728.52
SBT.TO
Silver Bullion Trust ETF Currency Hedged		-0.030.311.040.100.21

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

AP ETF Portfolio Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.40
  • All Time: 1.89

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of AP ETF Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

AP ETF Portfolio provided a 0.39% dividend yield over the last twelve months.

TTM2024202320222021202020192018201720162015
Portfolio0.39%0.43%0.44%0.49%0.57%0.32%0.51%0.48%0.41%0.42%0.16%
Portfolio components:
SPMO
Invesco S&P 500® Momentum ETF		0.49%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		1.40%1.52%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%
VVSM.DE
VanEck Semiconductor UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEN.DE
VanEck Defense UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GVIP
Goldman Sachs Hedge Industry VIP ETF		0.27%0.29%0.77%0.02%0.00%0.12%0.77%0.44%0.45%0.08%0.00%
IMTM
iShares MSCI Intl Momentum Factor ETF		2.49%2.93%2.29%2.68%5.41%0.97%2.13%2.36%1.91%2.75%1.56%
MAGS
Roundhill Magnificent Seven ETF		0.85%0.81%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBT.TO
Silver Bullion Trust ETF Currency Hedged		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 AP 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 AP ETF Portfolio was 13.24%, occurring on Apr 7, 2025. Recovery took 17 trading sessions.

The current AP ETF Portfolio drawdown is 0.79%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.24%Feb 19, 202534Apr 7, 202517May 1, 202551
-9.07%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-8.61%Aug 1, 202364Oct 27, 202315Nov 17, 202379
-4.55%Aug 26, 202410Sep 6, 20249Sep 19, 202419
-4.44%Apr 9, 202410Apr 22, 202414May 10, 202424

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 15 assets, with an effective number of assets of 13.85, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCSBT.TO8PSE.DEWH2E.DEMAGSXLCP.LDFEN.DEIUIT.LC030.DESPMOVVSM.DEXDWF.DEGVIPDBXD.DEIMTMCEMR.DEPortfolio
^GSPC1.000.180.130.280.810.440.400.500.340.870.510.420.900.410.710.460.76
SBT.TO0.181.000.390.090.150.210.170.120.220.110.170.170.190.230.220.220.37
8PSE.DE0.130.391.000.220.050.190.240.050.370.040.100.280.110.380.340.370.44
WH2E.DE0.280.090.221.000.100.290.380.200.560.250.240.510.240.410.360.490.43
MAGS0.810.150.050.101.000.460.240.540.170.740.480.200.750.290.520.310.64
XLCP.L0.440.210.190.290.461.000.410.570.390.350.520.480.440.470.370.460.64
DFEN.DE0.400.170.240.380.240.411.000.410.440.330.470.600.440.530.450.590.64
IUIT.L0.500.120.050.200.540.570.411.000.310.490.850.380.480.450.330.480.68
C030.DE0.340.220.370.560.170.390.440.311.000.240.380.640.300.750.580.780.59
SPMO0.870.110.040.250.740.350.330.490.241.000.510.340.850.310.620.400.69
VVSM.DE0.510.170.100.240.480.520.470.850.380.511.000.440.530.520.420.550.74
XDWF.DE0.420.170.280.510.200.480.600.380.640.340.441.000.450.710.540.750.67
GVIP0.900.190.110.240.750.440.440.480.300.850.530.451.000.400.670.460.76
DBXD.DE0.410.230.380.410.290.470.530.450.750.310.520.710.401.000.670.910.72
IMTM0.710.220.340.360.520.370.450.330.580.620.420.540.670.671.000.740.75
CEMR.DE0.460.220.370.490.310.460.590.480.780.400.550.750.460.910.741.000.77
Portfolio0.760.370.440.430.640.640.640.680.590.690.740.670.760.720.750.771.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2023