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T2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

T2

Last updated Nov 13, 2024

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/SectorWeight
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%

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 Quarterly

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
12.63%
12.76%
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

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
T227.90%1.54%12.63%35.15%16.48%N/A
Portfolio components:
CNDX.L
iShares NASDAQ 100 UCITS ETF		24.90%3.19%13.93%33.70%20.38%18.12%
SCHG
Schwab U.S. Large-Cap Growth ETF		34.32%4.20%17.14%42.00%20.07%16.80%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		28.55%1.30%11.67%34.04%15.42%14.34%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)		19.86%-1.29%7.31%26.81%12.13%N/A
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		31.99%0.31%8.92%38.50%12.54%14.05%
OEF
iShares S&P 100 ETF		30.71%2.81%15.24%37.79%16.95%14.25%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		35.89%1.08%17.40%43.10%24.59%N/A
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		20.24%0.51%9.22%28.55%12.03%12.47%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		26.63%2.56%13.74%34.37%15.07%14.86%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		25.45%0.67%11.40%32.00%14.48%N/A

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
20242.71%5.45%3.10%-3.44%4.33%6.54%-0.84%1.57%2.20%-0.42%27.90%
20236.78%-1.48%5.29%1.82%2.93%6.14%3.17%-0.94%-4.83%-2.33%9.61%5.15%34.89%
2022-7.76%-2.85%4.51%-9.40%-2.57%-8.28%8.92%-3.79%-8.59%5.14%4.28%-4.49%-23.92%
2021-0.50%1.41%2.61%5.60%-0.02%3.67%2.72%3.35%-4.72%6.50%0.50%3.03%26.41%
20201.35%-8.75%-7.93%10.41%4.29%3.82%5.45%9.25%-3.70%-3.66%10.23%5.13%26.05%
20197.60%4.01%2.49%4.22%-5.73%6.29%2.33%-2.39%1.60%2.62%4.04%3.37%34.17%
20185.56%-2.14%-3.64%1.48%2.80%0.39%2.59%3.78%0.68%-7.64%-0.02%-7.74%-4.80%
20171.86%4.03%1.20%1.63%2.47%-0.05%2.78%0.67%1.47%3.51%2.29%1.81%26.34%
2016-0.94%1.84%1.86%2.76%

Expense Ratio

T2 has an expense ratio of 0.24%, 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.

EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)
Expense ratio chart for EXI2.DE: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%
CNDX.L
iShares NASDAQ 100 UCITS ETF
Expense ratio chart for CNDX.L: current value at 0.33% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.33%
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)
Expense ratio chart for IS3Q.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)
Expense ratio chart for IS3R.DE: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
OEF
iShares S&P 100 ETF
Expense ratio chart for OEF: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Expense ratio chart for SWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF
Expense ratio chart for QDVB.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for QDVE.DE: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for SXR8.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of T2 is 55, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of T2 is 5555
Combined Rank
The Sharpe Ratio Rank of T2 is 5555Sharpe Ratio Rank
The Sortino Ratio Rank of T2 is 5353Sortino Ratio Rank
The Omega Ratio Rank of T2 is 6666Omega Ratio Rank
The Calmar Ratio Rank of T2 is 5555Calmar Ratio Rank
The Martin Ratio Rank of T2 is 4444Martin 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.

T2
Sharpe ratio
The chart of Sharpe ratio for T2, currently valued at 2.60, compared to the broader market0.002.004.006.002.60
Sortino ratio
The chart of Sortino ratio for T2, currently valued at 3.50, compared to the broader market-2.000.002.004.006.003.50
Omega ratio
The chart of Omega ratio for T2, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for T2, currently valued at 3.37, compared to the broader market0.005.0010.0015.003.37
Martin ratio
The chart of Martin ratio for T2, currently valued at 14.15, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CNDX.L
iShares NASDAQ 100 UCITS ETF		1.962.671.362.599.07
SCHG
Schwab U.S. Large-Cap Growth ETF		2.373.091.443.2312.81
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		2.373.161.453.1012.62
IS3Q.DE
iShares Edge MSCI World Quality Factor UCITS ETF (Acc)		2.293.281.423.5412.97
IS3R.DE
iShares Edge MSCI World Momentum Factor UCITS ETF (Acc)		2.272.991.442.2511.84
OEF
iShares S&P 100 ETF		2.733.621.523.6816.35
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		2.022.701.362.789.32
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		2.503.461.473.5915.56
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		2.964.101.584.2018.44
QDVB.DE
iShares Edge MSCI USA Quality Factor UCITS ETF		2.703.881.514.5715.64

Sharpe Ratio

The current T2 Sharpe ratio is 2.68. 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 2.06 to 2.97, 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 Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.60
2.91
T2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

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

TTM20232022202120202019201820172016201520142013
Portfolio0.19%0.23%0.30%0.21%0.30%0.40%0.47%0.57%0.50%0.61%0.46%0.58%
Portfolio components:
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.02%0.05%0.06%0.03%0.04%0.07%0.06%0.30%0.16%0.16%0.19%0.16%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
EXI2.DE
iShares Dow Jones Global Titans 50 UCITS ETF (DE)		0.45%0.61%0.84%0.55%0.99%1.28%1.29%2.56%1.77%2.56%1.47%2.64%
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		0.99%1.19%1.55%1.06%1.43%1.87%2.09%1.81%2.07%2.11%1.85%1.96%
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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.42%
-0.27%
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 32.04%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current T2 drawdown is 0.24%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.04%Feb 20, 202023Mar 23, 202079Jul 13, 2020102
-28.82%Dec 31, 2021203Oct 12, 2022303Dec 13, 2023506
-18%Oct 2, 201860Dec 24, 201879Apr 16, 2019139
-9.96%Jul 16, 202415Aug 5, 202438Sep 26, 202453
-9.22%Sep 3, 202013Sep 21, 202035Nov 9, 202048

Volatility

Volatility Chart

The current T2 volatility is 3.61%, 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%3.00%4.00%5.00%6.00%7.00%JuneJulyAugustSeptemberOctoberNovember
3.61%
3.75%
T2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SCHGOEFCNDX.LIS3R.DESWDA.LQDVE.DEQDVB.DEEXI2.DEIS3Q.DESXR8.DE
SCHG1.000.950.590.540.570.600.550.590.560.56
OEF0.951.000.560.530.600.570.570.600.580.58
CNDX.L0.590.561.000.780.810.900.800.860.800.82
IS3R.DE0.540.530.781.000.840.840.860.860.890.88
SWDA.L0.570.600.810.841.000.790.880.860.910.90
QDVE.DE0.600.570.900.840.791.000.860.900.850.87
QDVB.DE0.550.570.800.860.880.861.000.910.970.97
EXI2.DE0.590.600.860.860.860.900.911.000.910.93
IS3Q.DE0.560.580.800.890.910.850.970.911.000.96
SXR8.DE0.560.580.820.880.900.870.970.930.961.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2016