ETF World
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF World, 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 May 16, 2019, corresponding to the inception date of VUAG.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
ETF World | 14.33% | 2.86% | 9.57% | 24.45% | 11.92% | N/A |
Portfolio components: | ||||||
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 17.49% | 2.29% | 10.73% | 28.36% | 15.07% | N/A |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 9.97% | 2.47% | 8.71% | 16.73% | 5.84% | 5.23% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 10.83% | 3.30% | 9.26% | 21.25% | 9.37% | 7.91% |
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 7.27% | 5.34% | 9.50% | 17.76% | 4.83% | 4.90% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 10.86% | 5.47% | 0.69% | 19.49% | 7.36% | 9.07% |
Monthly Returns
The table below presents the monthly returns of ETF World, 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 | 0.55% | 3.57% | 3.34% | -2.39% | 2.62% | 3.19% | 1.37% | 14.33% | |||||
2023 | 6.32% | -2.98% | 3.16% | 2.11% | -1.02% | 5.57% | 3.36% | -2.69% | -4.14% | -3.46% | 8.91% | 5.47% | 21.40% |
2022 | -5.61% | -2.08% | 2.38% | -6.91% | -1.13% | -8.33% | 6.23% | -3.31% | -8.34% | 4.36% | 7.85% | -2.23% | -17.26% |
2021 | -0.23% | 2.38% | 2.79% | 4.26% | 1.78% | 0.85% | 0.88% | 2.31% | -3.52% | 4.30% | -1.83% | 4.24% | 19.42% |
2020 | -1.59% | -8.84% | -11.75% | 9.12% | 3.78% | 3.78% | 4.62% | 6.78% | -3.07% | -2.99% | 12.15% | 5.06% | 15.18% |
2019 | -3.27% | 5.89% | 0.59% | -3.03% | 2.68% | 2.73% | 2.73% | 3.75% | 12.32% |
Expense Ratio
ETF World has an expense ratio of 0.11%, 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
The current rank of ETF World is 19, indicating that it is in the bottom 19% 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 | |
---|---|---|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.74 | 1.32 | 1.34 | 1.28 | 2.77 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 1.09 | 1.66 | 1.19 | 0.52 | 5.03 |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - UCITS ETF Acc | 1.44 | 2.13 | 1.25 | 1.28 | 6.72 |
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 1.01 | 1.51 | 1.18 | 0.75 | 4.29 |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 1.04 | 1.54 | 1.20 | 0.69 | 3.23 |
Dividends
Dividend yield
ETF World granted a 0.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ETF World | 0.00% | 0.05% | 0.16% | 0.07% | 0.07% | 0.07% | 0.08% | 0.05% | 0.05% | 0.01% | 0.08% | 0.03% |
Portfolio components: | ||||||||||||
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMIM.L iShares Core MSCI Emerging Markets IMI 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% | 0.00% |
MEUD.L Lyxor Core STOXX Europe 600 (DR) - 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% | 0.00% |
CPXJ.AS iShares Core MSCI Pacific ex Japan UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDJP.DE Xtrackers Nikkei 225 UCITS ETF 1D | 0.00% | 0.79% | 2.60% | 1.16% | 1.14% | 1.11% | 1.28% | 0.75% | 0.89% | 0.16% | 1.40% | 0.43% |
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 ETF World. 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 ETF World was 33.52%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current ETF World drawdown is 0.61%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.52% | Feb 18, 2020 | 25 | Mar 23, 2020 | 109 | Aug 25, 2020 | 134 |
-26.84% | Jan 6, 2022 | 197 | Oct 11, 2022 | 283 | Nov 16, 2023 | 480 |
-11.14% | Nov 17, 2023 | 1 | Nov 17, 2023 | 76 | Mar 7, 2024 | 77 |
-7.75% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
-7.1% | Sep 3, 2020 | 42 | Oct 30, 2020 | 4 | Nov 5, 2020 | 46 |
Volatility
Volatility Chart
The current ETF World volatility is 4.89%, 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
XDJP.DE | VUAG.L | EMIM.L | CPXJ.AS | MEUD.L | |
---|---|---|---|---|---|
XDJP.DE | 1.00 | 0.65 | 0.64 | 0.71 | 0.69 |
VUAG.L | 0.65 | 1.00 | 0.66 | 0.67 | 0.78 |
EMIM.L | 0.64 | 0.66 | 1.00 | 0.78 | 0.72 |
CPXJ.AS | 0.71 | 0.67 | 0.78 | 1.00 | 0.77 |
MEUD.L | 0.69 | 0.78 | 0.72 | 0.77 | 1.00 |