PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
T2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

T2

Currency in USD · Last updated Jun 2, 2025

ETFS only

Asset Allocation

CNDX.L 10%SCHG 10%EXI2.DE 10%IS3Q.DE 10%IS3R.DE 10%OEF 10%QDVE.DE 10%SWDA.L 10%SXR8.DE 10%QDVB.DE 10%EquityEquity
PositionCategory/SectorTarget Weight
CNDX.L
iShares NASDAQ 100 UCITS ETF		Large Cap Blend Equities
10%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		Global Equities
10%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)		Global Equities
10%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		Global Equities
10%
OEF
iShares S&P 100 ETF		Large Cap Growth Equities
10%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		Large Cap Blend Equities
10%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
10%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
10%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
10%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Blend Equities
10%

S&P 500

Performance

Performance Chart

Loading data...

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		0.51%3.96%-2.00%12.02%14.19%10.85%
T21.22%4.79%0.24%14.56%16.57%N/A
Portfolio components:
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.06%6.15%1.87%16.83%18.17%17.50%
SCHG
Schwab U.S. Large-Cap Growth ETF		-1.01%5.59%-0.61%17.22%18.23%15.84%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		0.10%5.12%1.95%15.30%16.12%12.39%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)		2.24%2.88%-1.76%7.83%13.18%9.81%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		9.08%4.91%6.03%17.74%14.10%11.92%
OEF
iShares S&P 100 ETF		0.04%4.63%-0.15%15.48%17.20%13.85%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		-2.64%7.17%-0.95%15.80%22.37%N/A
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		4.03%3.97%1.49%14.26%14.34%11.40%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.44%4.39%-2.03%14.33%15.88%12.24%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		-0.81%2.96%-4.64%8.79%14.50%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
20252.75%-3.25%-6.13%0.59%7.83%1.22%
20242.63%5.54%3.10%-3.46%4.36%6.51%-0.86%1.57%2.22%-0.42%4.69%-0.97%27.36%
20236.79%-1.47%5.30%1.79%2.98%6.11%3.19%-0.96%-4.82%-2.33%9.63%5.13%34.91%
2022-7.78%-2.85%4.58%-9.41%-2.59%-8.30%8.99%-3.95%-8.47%5.15%4.37%-4.59%-23.93%
2021-0.52%1.42%2.60%5.62%-0.19%3.84%2.72%3.36%-4.77%6.52%0.48%3.06%26.39%
20201.08%-8.57%-7.79%9.93%4.63%4.01%5.88%8.61%-3.49%-3.62%10.29%4.92%26.18%
20197.87%3.83%2.51%3.98%-5.76%6.53%2.77%-2.45%1.45%2.40%4.00%3.30%34.11%
20185.80%-1.91%-3.77%1.66%2.45%-0.11%3.32%4.04%0.50%-7.60%0.20%-8.15%-4.56%
20171.02%4.59%1.36%1.25%2.26%0.42%2.20%1.07%1.39%3.43%2.27%1.79%25.56%
2016-0.91%2.17%1.85%3.11%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.

EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
CNDX.L
iShares NASDAQ 100 UCITS ETF
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
OEF
iShares S&P 100 ETF
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
SCHG
Schwab U.S. Large-Cap Growth ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T2 is 33, 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 3333
Overall Rank
The Sharpe Ratio Rank of T2 is 4545
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 2929
Calmar Ratio Rank
The Martin Ratio Rank of T2 is 2828
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.640.881.120.541.75
SCHG
Schwab U.S. Large-Cap Growth ETF		0.670.941.130.601.96
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		0.670.841.120.501.78
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)		0.420.541.080.301.23
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		0.731.041.150.732.75
OEF
iShares S&P 100 ETF		0.761.021.150.662.39
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		0.470.701.090.391.24
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.841.091.160.702.96
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.720.951.140.582.27
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		0.430.571.080.301.14

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

T2 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 0.76
  • 5-Year: 0.95
  • All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of T2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

T2 provided a 0.19% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.19%0.19%0.23%0.30%0.21%0.30%0.40%0.47%0.57%0.50%0.61%0.46%
Portfolio components:
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		0.41%0.40%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)		0.47%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		0.97%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.

Loading data...

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 32.11%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current T2 drawdown is 3.04%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.11%Feb 20, 202023Mar 23, 202079Jul 13, 2020102
-28.84%Dec 31, 2021203Oct 12, 2022303Dec 13, 2023506
-19.5%Feb 18, 202535Apr 7, 2025———
-17.73%Oct 2, 201860Dec 24, 201879Apr 16, 2019139
-9.99%Jul 16, 202415Aug 5, 202438Sep 26, 202453
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

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.
^GSPCSCHGOEFSWDA.LCNDX.LIS3R.DEQDVE.DEQDVB.DEIS3Q.DEEXI2.DESXR8.DEPortfolio
^GSPC1.000.930.980.620.550.530.540.560.570.560.570.72
SCHG0.931.000.950.570.590.510.580.520.520.560.520.71
OEF0.980.951.000.590.550.510.550.540.540.560.550.71
SWDA.L0.620.570.591.000.810.740.720.760.790.760.780.84
CNDX.L0.550.590.550.811.000.750.860.750.750.820.780.87
IS3R.DE0.530.510.510.740.751.000.850.880.900.880.900.90
QDVE.DE0.540.580.550.720.860.851.000.870.870.920.890.93
QDVB.DE0.560.520.540.760.750.880.871.000.980.920.980.93
IS3Q.DE0.570.520.540.790.750.900.870.981.000.920.970.93
EXI2.DE0.560.560.560.760.820.880.920.920.921.000.940.94
SXR8.DE0.570.520.550.780.780.900.890.980.970.941.000.94
Portfolio0.720.710.710.840.870.900.930.930.930.940.941.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2016
Go to the full Correlations tool for more customization options