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

AP ETF Portfolio

Last updated Dec 22, 2024

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/SectorWeight
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%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AP 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

25.00%30.00%35.00%40.00%45.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
45.54%
42.87%
AP ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2023, corresponding to the inception date of WH2E.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		24.34%0.23%8.53%24.95%13.01%11.06%
AP ETF Portfolio26.11%-0.77%6.12%26.89%N/AN/A
Portfolio components:
SPMO
Invesco S&P 500® Momentum ETF		46.40%0.00%9.58%47.42%19.45%N/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		13.31%-0.40%-0.11%14.00%9.05%N/A
DBXD.DE
Xtrackers DAX UCITS ETF 1C		11.75%3.13%6.84%12.32%7.76%6.69%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		-0.04%-3.68%-4.31%1.47%7.10%8.18%
VVSM.DE
VanEck Semiconductor UCITS ETF		23.41%1.56%-11.20%25.08%N/AN/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		38.34%3.44%6.77%39.39%24.61%N/A
DFEN.DE
VanEck Defense UCITS ETF A		43.43%-3.99%17.37%43.39%N/AN/A
GVIP
Goldman Sachs Hedge Industry VIP ETF		30.79%-1.81%12.98%31.14%14.86%N/A
IMTM
iShares MSCI Intl Momentum Factor ETF		11.93%-2.34%-0.68%12.88%6.78%N/A
MAGS
Roundhill Magnificent Seven ETF		67.14%9.54%25.90%66.92%N/AN/A
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		1.76%-3.88%-6.86%2.75%N/AN/A
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		38.93%1.55%16.74%39.78%12.42%N/A
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		17.47%-2.94%8.68%17.96%N/AN/A
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		26.84%-3.24%15.74%27.88%11.81%N/A
SBT.TO
Silver Bullion Trust ETF Currency Hedged		11.07%-7.81%-10.00%11.29%9.42%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
20242.04%5.51%4.79%-2.78%5.78%2.44%0.71%3.24%2.47%-0.69%2.04%26.11%
20230.31%0.05%4.67%3.62%-1.87%-4.56%-1.29%9.71%4.53%15.41%

Expense Ratio

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

DFEN.DE
VanEck Defense UCITS ETF A
Expense ratio chart for DFEN.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
GVIP
Goldman Sachs Hedge Industry VIP ETF
Expense ratio chart for GVIP: current value at 0.45% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.45%
VVSM.DE
VanEck Semiconductor UCITS ETF
Expense ratio chart for VVSM.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC
Expense ratio chart for 8PSE.DE: current value at 0.34% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.34%
IMTM
iShares MSCI Intl Momentum Factor ETF
Expense ratio chart for IMTM: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
Expense ratio chart for CEMR.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
Expense ratio chart for C030.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C
Expense ratio chart for XDWF.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
Expense ratio chart for WH2E.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
Expense ratio chart for XLCP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
SPMO
Invesco S&P 500® Momentum ETF
Expense ratio chart for SPMO: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
Expense ratio chart for DBXD.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 78, AP ETF Portfolio is among the top 22% 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 7878
Overall Rank
The Sharpe Ratio Rank of AP ETF Portfolio is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of AP ETF Portfolio is 8383
Sortino Ratio Rank
The Omega Ratio Rank of AP ETF Portfolio is 8181
Omega Ratio Rank
The Calmar Ratio Rank of AP ETF Portfolio is 6767
Calmar Ratio Rank
The Martin Ratio Rank of AP ETF Portfolio is 7777
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.

Sharpe ratio
The chart of Sharpe ratio for AP ETF Portfolio, currently valued at 2.29, compared to the broader market-6.00-4.00-2.000.002.004.002.292.10
The chart of Sortino ratio for AP ETF Portfolio, currently valued at 3.10, compared to the broader market-6.00-4.00-2.000.002.004.006.003.102.80
The chart of Omega ratio for AP ETF Portfolio, currently valued at 1.41, compared to the broader market0.400.600.801.001.201.401.601.801.411.39
The chart of Calmar ratio for AP ETF Portfolio, currently valued at 3.04, compared to the broader market0.002.004.006.008.0010.0012.003.043.09
The chart of Martin ratio for AP ETF Portfolio, currently valued at 13.50, compared to the broader market0.0010.0020.0030.0040.0050.0013.5013.49
AP ETF Portfolio
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500® Momentum ETF		2.643.461.483.6314.89
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		0.991.421.171.534.48
DBXD.DE
Xtrackers DAX UCITS ETF 1C		0.881.271.151.603.91
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.030.161.020.040.13
VVSM.DE
VanEck Semiconductor UCITS ETF		0.901.361.171.172.57
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		2.052.721.362.899.63
DFEN.DE
VanEck Defense UCITS ETF A		2.433.101.423.5112.12
GVIP
Goldman Sachs Hedge Industry VIP ETF		2.112.891.393.1615.07
IMTM
iShares MSCI Intl Momentum Factor ETF		0.851.221.161.113.76
MAGS
Roundhill Magnificent Seven ETF		2.813.421.473.9312.68
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		0.050.151.020.040.12
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		2.963.991.555.5318.94
8PSE.DE
Invesco Physical Gold (EUR Hedged) ETC		0.761.171.191.164.50
XDWF.DE
Xtrackers MSCI World Financials UCITS ETF 1C		2.192.951.393.4914.15
SBT.TO
Silver Bullion Trust ETF Currency Hedged		0.410.791.100.661.63

The current AP ETF Portfolio Sharpe ratio is 2.29. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.28 to 2.10, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of AP ETF Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
2.29
2.10
AP ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AP ETF Portfolio provided a 0.34% dividend yield over the last twelve months.

TTM202320222021202020192018201720162015
Portfolio0.34%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		0.28%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%
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%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.00%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%
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%
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%
GVIP
Goldman Sachs Hedge Industry VIP ETF		0.59%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		2.94%2.29%2.68%5.41%0.97%2.13%2.36%1.91%2.75%1.56%
MAGS
Roundhill Magnificent Seven ETF		0.26%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%
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%
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%
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%
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%

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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.29%
-2.62%
AP ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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 9.04%, occurring on Aug 5, 2024. Recovery took 14 trading sessions.

The current AP ETF Portfolio drawdown is 3.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.04%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-8.59%Aug 1, 202364Oct 27, 202315Nov 17, 202379
-4.55%Aug 26, 202410Sep 6, 20249Sep 19, 202419
-4.42%Apr 9, 202410Apr 22, 202413May 9, 202423
-4%Dec 9, 20249Dec 19, 2024———

Volatility

Volatility Chart

The current AP ETF Portfolio volatility is 3.16%, 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.

2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.16%
3.79%
AP 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.
SBT.TO8PSE.DEWH2E.DEMAGSXLCP.LIUIT.LSPMODFEN.DEVVSM.DEC030.DEXDWF.DEGVIPDBXD.DEIMTMCEMR.DE
SBT.TO1.000.360.110.170.190.120.140.180.170.190.190.200.230.220.22
8PSE.DE0.361.000.230.090.190.060.090.210.100.350.310.150.380.350.37
WH2E.DE0.110.231.000.140.300.200.360.390.220.560.530.340.470.450.56
MAGS0.170.090.141.000.480.530.650.290.480.190.190.720.330.520.32
XLCP.L0.190.190.300.481.000.510.350.410.440.380.410.480.420.390.41
IUIT.L0.120.060.200.530.511.000.460.380.850.300.310.490.410.340.43
SPMO0.140.090.360.650.350.461.000.380.480.300.370.790.350.620.44
DFEN.DE0.180.210.390.290.410.380.381.000.430.430.590.510.530.510.57
VVSM.DE0.170.100.220.480.440.850.480.431.000.350.370.540.500.430.51
C030.DE0.190.350.560.190.380.300.300.430.351.000.670.380.750.590.78
XDWF.DE0.190.310.530.190.410.310.370.590.370.671.000.490.720.620.75
GVIP0.200.150.340.720.480.490.790.510.540.380.491.000.460.680.51
DBXD.DE0.230.380.470.330.420.410.350.530.500.750.720.461.000.720.92
IMTM0.220.350.450.520.390.340.620.510.430.590.620.680.721.000.78
CEMR.DE0.220.370.560.320.410.430.440.570.510.780.750.510.920.781.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2023
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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