Degiro Top 15
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ASML ASML Holding N.V. | Technology | 24% |
CFR.SW Compagnie Financière Richemont SA | Consumer Cyclical | 2.40% |
DTE.DE Deutsche Telekom AG | Communication Services | 5.90% |
DTG.DE Daimler Truck Holding AG | Industrials | 1.50% |
EIX Edison International | Utilities | 0.40% |
IRM Iron Mountain Incorporated | Real Estate | 0.40% |
MBG.DE Mercedes-Benz Group AG | Consumer Cyclical | 5.40% |
MNST Monster Beverage Corporation | Consumer Defensive | 1.10% |
MSFT Microsoft Corporation | Technology | 4.30% |
NVDA NVIDIA Corporation | Technology | 16% |
NVO Novo Nordisk A/S | Healthcare | 8.20% |
RHM.DE Rheinmetall AG | Industrials | 2.90% |
SHELL.AS Shell plc | Energy | 6.60% |
SREN.SW Swiss Re AG | Financial Services | 13% |
ZURN.SW Zurich Insurance Group AG | Financial Services | 7.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Degiro Top 15, 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 Dec 10, 2021, corresponding to the inception date of DTG.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Degiro Top 15 | 33.91% | -5.46% | 2.92% | 54.88% | N/A | N/A |
| Portfolio components: | ||||||
ASML ASML Holding N.V. | 5.67% | -15.72% | -18.53% | 37.75% | 27.72% | 24.47% |
NVO Novo Nordisk A/S | 24.36% | -5.52% | -0.60% | 40.92% | 37.26% | 18.40% |
CFR.SW Compagnie Financière Richemont SA | 0.31% | -13.77% | -7.75% | 8.31% | 11.68% | 6.11% |
DTG.DE Daimler Truck Holding AG | 0.50% | -5.99% | -24.97% | 5.15% | N/A | N/A |
DTE.DE Deutsche Telekom AG | 25.47% | 4.35% | 27.54% | 37.04% | 16.19% | 12.72% |
EIX Edison International | 22.20% | 1.48% | 25.59% | 29.65% | 7.87% | 8.22% |
IRM Iron Mountain Incorporated | 68.46% | 3.54% | 47.16% | 92.89% | 36.61% | 20.81% |
MSFT Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 26.77% | 27.08% |
MNST Monster Beverage Corporation | -11.16% | 8.87% | -13.98% | -6.52% | 11.92% | 13.02% |
MBG.DE Mercedes-Benz Group AG | -4.15% | -11.04% | -16.68% | -7.93% | 12.93% | 6.74% |
NVDA NVIDIA Corporation | 134.29% | -9.72% | 23.05% | 182.90% | 93.52% | 74.43% |
RHM.DE Rheinmetall AG | 73.72% | -9.08% | 1.77% | 105.77% | 36.44% | 31.67% |
SHELL.AS Shell plc | 7.66% | -4.23% | 4.85% | 10.65% | 7.19% | 5.56% |
SREN.SW Swiss Re AG | 29.23% | 5.06% | 12.75% | 38.20% | 9.86% | 10.69% |
ZURN.SW Zurich Insurance Group AG | 21.26% | 5.34% | 17.25% | 33.12% | 11.95% | 12.30% |
Monthly Returns
The table below presents the monthly returns of Degiro Top 15, 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 | 8.86% | 11.10% | 6.52% | -5.59% | 11.26% | 3.98% | -3.10% | 2.70% | 33.91% | ||||
| 2023 | 15.25% | 2.48% | 8.83% | 1.00% | 7.15% | 4.13% | 2.16% | -1.59% | -4.88% | 0.61% | 10.10% | 4.50% | 60.34% |
| 2022 | -4.36% | -0.94% | 4.82% | -10.06% | 2.15% | -10.03% | 8.18% | -7.89% | -11.36% | 8.96% | 20.05% | -4.55% | -9.48% |
| 2021 | 0.43% | 0.43% |
Expense Ratio
Degiro Top 15 has an expense ratio of 0.00%, indicating no management fees are charged. 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
The current risk-adjusted rank of Degiro Top 15 is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
ASML ASML Holding N.V. | 0.88 | 1.38 | 1.18 | 1.14 | 3.26 |
NVO Novo Nordisk A/S | 1.34 | 1.99 | 1.25 | 2.20 | 7.44 |
CFR.SW Compagnie Financière Richemont SA | 0.45 | 0.88 | 1.10 | 0.38 | 1.53 |
DTG.DE Daimler Truck Holding AG | 0.28 | 0.69 | 1.09 | 0.26 | 0.61 |
DTE.DE Deutsche Telekom AG | 3.23 | 4.41 | 1.56 | 2.62 | 13.20 |
EIX Edison International | 2.01 | 2.86 | 1.36 | 2.42 | 8.79 |
IRM Iron Mountain Incorporated | 4.18 | 5.03 | 1.67 | 9.71 | 34.01 |
MSFT Microsoft Corporation | 1.98 | 2.56 | 1.34 | 2.51 | 7.60 |
MNST Monster Beverage Corporation | -0.14 | -0.04 | 0.99 | -0.13 | -0.28 |
MBG.DE Mercedes-Benz Group AG | -0.22 | -0.14 | 0.98 | -0.17 | -0.58 |
NVDA NVIDIA Corporation | 3.23 | 3.49 | 1.45 | 6.17 | 19.27 |
RHM.DE Rheinmetall AG | 3.55 | 3.89 | 1.54 | 6.20 | 18.47 |
SHELL.AS Shell plc | 0.63 | 0.97 | 1.12 | 1.06 | 2.58 |
SREN.SW Swiss Re AG | 2.13 | 2.72 | 1.38 | 3.12 | 9.12 |
ZURN.SW Zurich Insurance Group AG | 2.75 | 3.74 | 1.47 | 4.07 | 13.78 |
Dividends
Dividend yield
Degiro Top 15 granted a 2.56% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Degiro Top 15 | 2.56% | 2.62% | 2.75% | 2.10% | 2.75% | 2.73% | 2.99% | 2.36% | 2.59% | 2.45% | 2.47% | 2.75% |
| Portfolio components: | ||||||||||||
ASML ASML Holding N.V. | 0.83% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.78% | 0.75% |
NVO Novo Nordisk A/S | 0.80% | 0.71% | 0.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% |
CFR.SW Compagnie Financière Richemont SA | 2.40% | 3.02% | 2.71% | 1.46% | 1.67% | 2.63% | 3.02% | 2.04% | 2.52% | 2.22% | 1.58% | 1.13% |
DTG.DE Daimler Truck Holding AG | 5.89% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DTE.DE Deutsche Telekom AG | 2.95% | 3.22% | 3.43% | 3.68% | 8.02% | 4.80% | 4.39% | 4.06% | 3.36% | 3.00% | 3.77% | 5.63% |
EIX Edison International | 3.60% | 4.19% | 4.46% | 3.94% | 4.10% | 3.28% | 4.28% | 4.39% | 2.75% | 2.93% | 2.26% | 2.95% |
IRM Iron Mountain Incorporated | 2.31% | 3.63% | 4.96% | 4.73% | 8.39% | 7.69% | 7.32% | 5.93% | 6.17% | 7.07% | 6.00% | 4.39% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MBG.DE Mercedes-Benz Group AG | 9.58% | 8.31% | 8.14% | 2.00% | 1.87% | 7.91% | 9.56% | 5.52% | 5.53% | 3.80% | 3.92% | 4.21% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
RHM.DE Rheinmetall AG | 1.17% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% | 1.10% | 4.01% |
SHELL.AS Shell plc | 4.06% | 3.86% | 3.56% | 3.61% | 5.72% | 6.43% | 6.24% | 5.96% | 6.55% | 8.08% | 5.12% | 5.18% |
SREN.SW Swiss Re AG | 5.34% | 6.05% | 6.82% | 6.54% | 7.08% | 5.15% | 5.55% | 5.32% | 4.77% | 3.06% | 4.60% | 4.27% |
ZURN.SW Zurich Insurance Group AG | 5.11% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 3.81% | 6.06% | 6.58% | 5.45% | 6.58% |
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 Degiro Top 15. 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 Degiro Top 15 was 30.89%, occurring on Oct 14, 2022. Recovery took 70 trading sessions.
The current Degiro Top 15 drawdown is 8.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.89% | Mar 30, 2022 | 142 | Oct 14, 2022 | 70 | Jan 23, 2023 | 212 |
| -15.7% | Dec 28, 2021 | 50 | Mar 7, 2022 | 16 | Mar 29, 2022 | 66 |
| -13.88% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -10.46% | Jul 19, 2023 | 55 | Oct 3, 2023 | 30 | Nov 14, 2023 | 85 |
| -9.46% | Mar 8, 2024 | 30 | Apr 19, 2024 | 24 | May 23, 2024 | 54 |
Volatility
Volatility Chart
The current Degiro Top 15 volatility is 6.91%, 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
| NVO | RHM.DE | EIX | SHELL.AS | MNST | IRM | NVDA | SREN.SW | MSFT | ZURN.SW | DTE.DE | DTG.DE | CFR.SW | MBG.DE | ASML | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NVO | 1.00 | 0.13 | 0.13 | 0.09 | 0.24 | 0.24 | 0.28 | 0.14 | 0.34 | 0.17 | 0.21 | 0.11 | 0.17 | 0.11 | 0.31 |
| RHM.DE | 0.13 | 1.00 | 0.11 | 0.31 | 0.09 | 0.18 | 0.18 | 0.24 | 0.11 | 0.25 | 0.25 | 0.30 | 0.27 | 0.32 | 0.20 |
| EIX | 0.13 | 0.11 | 1.00 | 0.20 | 0.35 | 0.47 | 0.11 | 0.18 | 0.23 | 0.24 | 0.22 | 0.18 | 0.18 | 0.17 | 0.19 |
| SHELL.AS | 0.09 | 0.31 | 0.20 | 1.00 | 0.05 | 0.17 | 0.17 | 0.28 | 0.11 | 0.33 | 0.31 | 0.35 | 0.27 | 0.39 | 0.21 |
| MNST | 0.24 | 0.09 | 0.35 | 0.05 | 1.00 | 0.32 | 0.27 | 0.19 | 0.42 | 0.21 | 0.26 | 0.20 | 0.24 | 0.19 | 0.34 |
| IRM | 0.24 | 0.18 | 0.47 | 0.17 | 0.32 | 1.00 | 0.31 | 0.21 | 0.39 | 0.23 | 0.24 | 0.26 | 0.27 | 0.25 | 0.41 |
| NVDA | 0.28 | 0.18 | 0.11 | 0.17 | 0.27 | 0.31 | 1.00 | 0.18 | 0.67 | 0.14 | 0.23 | 0.26 | 0.30 | 0.31 | 0.74 |
| SREN.SW | 0.14 | 0.24 | 0.18 | 0.28 | 0.19 | 0.21 | 0.18 | 1.00 | 0.14 | 0.72 | 0.41 | 0.42 | 0.44 | 0.40 | 0.23 |
| MSFT | 0.34 | 0.11 | 0.23 | 0.11 | 0.42 | 0.39 | 0.67 | 0.14 | 1.00 | 0.14 | 0.26 | 0.22 | 0.26 | 0.25 | 0.66 |
| ZURN.SW | 0.17 | 0.25 | 0.24 | 0.33 | 0.21 | 0.23 | 0.14 | 0.72 | 0.14 | 1.00 | 0.52 | 0.41 | 0.44 | 0.41 | 0.21 |
| DTE.DE | 0.21 | 0.25 | 0.22 | 0.31 | 0.26 | 0.24 | 0.23 | 0.41 | 0.26 | 0.52 | 1.00 | 0.42 | 0.35 | 0.45 | 0.30 |
| DTG.DE | 0.11 | 0.30 | 0.18 | 0.35 | 0.20 | 0.26 | 0.26 | 0.42 | 0.22 | 0.41 | 0.42 | 1.00 | 0.48 | 0.66 | 0.38 |
| CFR.SW | 0.17 | 0.27 | 0.18 | 0.27 | 0.24 | 0.27 | 0.30 | 0.44 | 0.26 | 0.44 | 0.35 | 0.48 | 1.00 | 0.55 | 0.44 |
| MBG.DE | 0.11 | 0.32 | 0.17 | 0.39 | 0.19 | 0.25 | 0.31 | 0.40 | 0.25 | 0.41 | 0.45 | 0.66 | 0.55 | 1.00 | 0.42 |
| ASML | 0.31 | 0.20 | 0.19 | 0.21 | 0.34 | 0.41 | 0.74 | 0.23 | 0.66 | 0.21 | 0.30 | 0.38 | 0.44 | 0.42 | 1.00 |