Asset Allocation
Find the right asset allocation for Boring ETF strategy USD
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Boring ETF strategy USD, 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 never rebalanced.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.05% | -2.98% | 7.43% | 6.12% | 19.13% | 18.87% | 11.43% | 13.70% |
Portfolio Boring ETF strategy USD | 0.00% | -3.91% | 10.11% | 9.98% | — | — | — | — |
| Portfolio components: | ||||||||
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc | 0.00% | 0.72% | 13.57% | 13.67% | 25.09% | 19.76% | — | — |
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | 0.00% | -1.69% | -2.83% | -1.78% | 13.17% | 13.70% | — | — |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 0.00% | -9.85% | -0.91% | -3.09% | 20.24% | 40.43% | — | — |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 0.00% | -11.22% | 21.22% | 21.68% | 54.40% | 5.11% | — | — |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 0.00% | -4.50% | 10.01% | 9.78% | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Aug 11, 2025, Boring ETF strategy USD's average daily return is +0.09%, while the average monthly return is +1.90%. At this rate, an investment would double in approximately 3.1 years.
Historically, 64% of months were positive and 36% were negative. The best month was Apr 2026 with a return of +14.1%, while the worst month was Mar 2026 at -7.5%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Boring ETF strategy USD closed higher 55% of trading days. The best single day was Apr 8, 2026 with a return of +4.2%, while the worst single day was Jun 5, 2026 at -3.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.76% | -2.61% | -7.54% | 14.10% | 7.49% | -3.91% | 10.11% | ||||||
| 2025 | 1.64% | 7.22% | 4.58% | -4.72% | 0.87% | 9.54% |
Benchmark Metrics
Boring ETF strategy USD has an annualized alpha of 3.32%, beta of 1.01, and R2 of 0.48 versus S&P 500 Index. Calculated based on daily prices since August 11, 2025.
- This portfolio participated in 165.01% of S&P 500 Index downside but only 149.22% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.48 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 3.32%
- Beta
- 1.01
- R²
- 0.48
- Upside Capture
- 149.22%
- Downside Capture
- 165.01%
Expense Ratio
Boring ETF strategy USD has an expense ratio of 0.33%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Boring ETF strategy USD and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.59 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.19 | — |
| Omega ratioGain probability vs. loss probability | — | 1.29 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.18 | — |
| Martin ratioReturn relative to average drawdown | — | 9.54 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AW1P.DE UBS ETF (IE) MSCI ACWI Socially Responsible UCITS ETF (USD) Acc | 63 | 1.76 | 2.58 | 1.31 | 2.69 | 10.38 |
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | 16 | 0.54 | 0.93 | 1.11 | 0.54 | 1.06 |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 17 | 0.49 | 0.96 | 1.11 | 0.74 | 1.66 |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 65 | 1.74 | 2.48 | 1.39 | 3.03 | 7.78 |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | — | — | — | — | — | — |
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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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Boring ETF strategy USD. 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 Boring ETF strategy USD was 12.21%, occurring on Mar 27, 2026. Recovery took 13 trading sessions.
The current Boring ETF strategy USD drawdown is 6.01%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2026 correction2026 | -12.21%Mar 2026 | 1mo 27d | 21d | 2mo 18dJan 2026 - Apr 2026 |
2025 correction2025 | -10.63%Nov 2025 | 22d | 2mo 7d | 2mo 29dOct 2025 - Jan 2026 |
2026 pullback2026 | -8.27%Jun 2026 | 7d | — | 26d 8hJun 2026 - now |
2026 pullback2026 | -4.67%May 2026 | 7d | 7d | 14dMay 2026 - May 2026 |
2025 pullback2025 | -2.77%Oct 2025 | 6d | 2d | 8dOct 2025 - Oct 2025 |
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 5 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.22 |
The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Boring ETF strategy USD correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 11, 2025 | 0.71 |
Benchmark Correlations
Correlation vs. S&P 500 Index. AW1P.DE has the highest benchmark correlation at 0.71, while CBUK.DE has the lowest at 0.44.
Asset Correlations Table
Find what Boring ETF strategy USD is missing
See which holdings overlap, where Boring ETF strategy USD is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification