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T2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in T2, 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 every 3 months.


140.00%160.00%180.00%200.00%220.00%240.00%260.00%NovemberDecember2025FebruaryMarchApril
228.30%
156.83%
T2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 24, 2016, corresponding to the inception date of QDVB.DE

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
T2-7.65%-3.22%-5.89%11.74%16.27%N/A
CNDX.L
iShares NASDAQ 100 UCITS ETF
-9.50%-3.76%-5.89%12.00%17.35%16.27%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.20%-2.17%-4.69%14.30%17.99%14.92%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
-8.36%-4.19%-5.76%11.36%14.84%11.04%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
-3.56%-2.99%-5.62%7.08%13.09%N/A
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.16%-0.93%-0.04%14.82%13.50%10.73%
OEF
iShares S&P 100 ETF
-7.05%-2.91%-4.12%13.56%16.51%13.06%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
-13.46%-3.72%-11.55%12.92%21.22%N/A
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
-2.90%-2.94%-2.47%10.98%14.17%10.67%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
-6.83%-4.12%-5.60%10.35%15.34%11.17%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
-6.56%-4.12%-7.41%7.47%14.55%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of T2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.29%-3.52%-6.54%0.13%-7.65%
20242.77%5.45%2.97%-3.51%4.58%7.13%-1.18%1.41%2.31%-0.34%4.76%-0.52%28.46%
20236.99%-1.31%5.60%1.67%3.74%6.17%3.18%-0.93%-4.98%-2.28%9.93%5.14%36.96%
2022-8.01%-2.96%4.55%-9.67%-2.70%-8.30%9.25%-3.85%-8.71%5.05%4.01%-4.70%-24.88%
2021-0.43%1.27%2.41%5.66%-0.19%3.98%2.77%3.45%-4.76%6.56%0.81%3.03%26.91%
20201.50%-8.71%-7.78%10.52%4.38%4.10%5.54%9.51%-3.77%-3.73%10.14%5.27%27.39%
20197.61%4.04%2.54%4.28%-5.77%6.32%2.42%-2.39%1.56%2.67%4.09%3.40%34.54%
20185.59%-2.08%-3.67%1.48%2.88%0.38%2.55%3.88%0.66%-7.69%-0.07%-7.76%-4.76%
20171.85%4.03%1.19%1.63%2.47%-0.06%2.79%0.68%1.46%3.54%2.28%1.80%26.35%
2016-0.94%1.84%1.86%2.76%

Expense Ratio

T2 has an expense ratio of 0.24%, 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.


Expense ratio chart for EXI2.DE: current value is 0.51%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
EXI2.DE: 0.51%
Expense ratio chart for CNDX.L: current value is 0.33%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
CNDX.L: 0.33%
Expense ratio chart for IS3Q.DE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IS3Q.DE: 0.30%
Expense ratio chart for IS3R.DE: current value is 0.30%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IS3R.DE: 0.30%
Expense ratio chart for OEF: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
OEF: 0.20%
Expense ratio chart for SWDA.L: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SWDA.L: 0.20%
Expense ratio chart for QDVB.DE: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDVB.DE: 0.20%
Expense ratio chart for QDVE.DE: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QDVE.DE: 0.15%
Expense ratio chart for SXR8.DE: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SXR8.DE: 0.12%
Expense ratio chart for SCHG: current value is 0.04%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHG: 0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T2 is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of T2 is 3030
Overall Rank
The Sharpe Ratio Rank of T2 is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of T2 is 3030
Sortino Ratio Rank
The Omega Ratio Rank of T2 is 3030
Omega Ratio Rank
The Calmar Ratio Rank of T2 is 2828
Calmar Ratio Rank
The Martin Ratio Rank of T2 is 2727
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.50, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.50
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.76, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.76
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.11, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.11
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.43, compared to the broader market0.002.004.006.00
Portfolio: 0.43
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.63
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.380.641.090.361.26
SCHG
Schwab U.S. Large-Cap Growth ETF
0.450.791.110.471.67
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.430.701.100.391.51
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
0.320.561.080.301.34
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
0.560.881.130.592.27
OEF
iShares S&P 100 ETF
0.540.891.130.562.19
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
0.310.601.080.311.06
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.560.851.120.522.29
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
0.470.761.110.431.82
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
0.340.581.080.301.28

The current T2 Sharpe ratio is 0.50. 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 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of T2 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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.50
0.46
T2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

T2 provided a 0.20% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.20%0.19%0.23%0.30%0.21%0.30%0.40%0.47%0.57%0.50%0.61%0.46%
CNDX.L
iShares NASDAQ 100 UCITS ETF
0.00%0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%0.19%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
0.52%0.42%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%1.47%
IS3Q.DE
iShares Edge MSCI World Quality Factor 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%
IS3R.DE
iShares Edge MSCI World Momentum Factor 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%
OEF
iShares S&P 100 ETF
1.05%1.03%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%
QDVE.DE
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%0.00%
SWDA.L
iShares Core MSCI World UCITS ETF USD (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%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (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%
QDVB.DE
iShares Edge MSCI USA Quality 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%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.24%
-10.07%
T2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the T2. 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 T2 was 31.98%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current T2 drawdown is 11.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.98%Feb 20, 202023Mar 23, 202079Jul 13, 2020102
-29.47%Dec 31, 2021203Oct 12, 2022303Dec 13, 2023506
-20.29%Feb 18, 202535Apr 7, 2025
-18.13%Oct 2, 201860Dec 24, 201879Apr 16, 2019139
-10.59%Jul 11, 202418Aug 5, 202447Oct 9, 202465

Volatility

Volatility Chart

The current T2 volatility is 10.97%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.97%
14.23%
T2
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
2.004.006.008.0010.00
Effective Assets: 10.00

The portfolio contains 10 assets, with an effective number of assets of 10.00, 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.

^GSPCSCHGOEFCNDX.LIS3R.DEQDVE.DESWDA.LQDVB.DEIS3Q.DEEXI2.DESXR8.DEPortfolio
^GSPC1.000.930.980.550.550.560.620.590.600.580.600.73
SCHG0.931.000.950.590.540.600.570.540.550.580.550.73
OEF0.980.951.000.550.530.560.590.560.570.590.570.73
CNDX.L0.550.590.551.000.780.900.810.800.800.860.820.90
IS3R.DE0.550.540.530.781.000.840.840.860.890.870.880.89
QDVE.DE0.560.600.560.900.841.000.800.860.850.910.880.93
SWDA.L0.620.570.590.810.840.801.000.880.910.860.910.90
QDVB.DE0.590.540.560.800.860.860.881.000.970.910.970.92
IS3Q.DE0.600.550.570.800.890.850.910.971.000.910.960.93
EXI2.DE0.580.580.590.860.870.910.860.910.911.000.930.94
SXR8.DE0.600.550.570.820.880.880.910.970.960.931.000.94
Portfolio0.730.730.730.900.890.930.900.920.930.940.941.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2016