Golden Butterfly EURO
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
4GLD.DE Xetra-Gold ETF | Gold, Precious Metals | 10% |
SCHO Schwab Short-Term U.S. Treasury ETF | Government Bonds | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 20% |
URTH iShares MSCI World ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of May 17, 2025, the Golden Butterfly EURO returned 6.17% Year-To-Date and 6.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Golden Butterfly EURO | 6.17% | 5.57% | 6.11% | 12.35% | 8.90% | 6.88% |
| Portfolio components: | ||||||
4GLD.DE Xetra-Gold ETF | 22.06% | -4.29% | 24.28% | 33.80% | 12.43% | 9.75% |
TLT iShares 20+ Year Treasury Bond ETF | 0.21% | -1.92% | -2.13% | -2.28% | -9.69% | -0.58% |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.22% | -0.07% | 2.48% | 5.35% | 1.09% | 1.43% |
URTH iShares MSCI World ETF | 5.15% | 11.96% | 5.09% | 13.34% | 15.47% | 9.61% |
Monthly Returns
The table below presents the monthly returns of Golden Butterfly EURO, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.03% | 0.75% | -1.23% | 1.22% | 2.30% | 6.17% | |||||||
| 2024 | 0.15% | 2.12% | 2.97% | -2.82% | 3.36% | 1.51% | 2.11% | 2.44% | 2.03% | -1.43% | 2.67% | -2.74% | 12.80% |
| 2023 | 5.71% | -2.94% | 3.75% | 1.11% | -1.13% | 2.72% | 1.67% | -1.75% | -4.11% | -1.27% | 6.73% | 4.30% | 15.09% |
| 2022 | -3.64% | -1.37% | 0.34% | -6.40% | -0.45% | -4.96% | 4.31% | -3.67% | -6.75% | 2.36% | 6.03% | -2.53% | -16.29% |
| 2021 | -1.21% | 0.33% | 1.72% | 3.03% | 1.58% | 0.89% | 2.01% | 1.11% | -3.06% | 3.53% | -0.49% | 1.70% | 11.52% |
| 2020 | 0.83% | -4.12% | -6.68% | 6.86% | 2.79% | 1.88% | 4.59% | 3.02% | -2.22% | -2.58% | 8.11% | 2.70% | 15.05% |
| 2019 | 5.18% | 1.67% | 1.87% | 2.06% | -2.60% | 4.73% | 0.71% | 0.89% | 0.62% | 1.63% | 1.57% | 1.66% | 21.67% |
| 2018 | 2.99% | -3.43% | -0.65% | 0.11% | 0.73% | -0.05% | 1.67% | 0.94% | -0.01% | -5.12% | 1.11% | -3.81% | -5.69% |
| 2017 | 2.06% | 2.14% | 0.50% | 1.42% | 1.63% | 0.32% | 1.53% | 0.88% | 0.75% | 1.33% | 1.32% | 1.40% | 16.38% |
| 2016 | -2.28% | 0.84% | 3.83% | 0.75% | 0.29% | 1.48% | 2.89% | -0.16% | -0.07% | -2.31% | -1.08% | 1.11% | 5.21% |
| 2015 | 0.83% | 2.32% | -0.72% | 0.33% | -0.08% | -2.40% | 1.93% | -3.94% | -1.77% | 4.06% | -0.38% | -1.11% | -1.20% |
| 2014 | -1.31% | 3.62% | 0.16% | -0.01% | 2.19% | 1.10% | -1.04% | 2.50% | -2.67% | 0.83% | 1.66% | -0.21% | 6.86% |
Expense Ratio
Golden Butterfly EURO has an expense ratio of 0.16%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, Golden Butterfly EURO is among the top 19% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
4GLD.DE Xetra-Gold ETF | 1.90 | 2.81 | 1.37 | 4.59 | 13.07 |
TLT iShares 20+ Year Treasury Bond ETF | -0.16 | -0.06 | 0.99 | -0.04 | -0.20 |
SCHO Schwab Short-Term U.S. Treasury ETF | 2.96 | 4.97 | 1.68 | 5.61 | 15.89 |
URTH iShares MSCI World ETF | 0.72 | 1.15 | 1.17 | 0.79 | 3.40 |
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Dividends
Dividend yield
Golden Butterfly EURO provided a 2.42% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.42% | 2.45% | 2.28% | 1.64% | 1.13% | 1.32% | 1.98% | 2.03% | 1.65% | 1.76% | 1.83% | 1.79% |
| Portfolio components: | ||||||||||||
4GLD.DE Xetra-Gold 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% |
TLT iShares 20+ Year Treasury Bond ETF | 4.39% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
SCHO Schwab Short-Term U.S. Treasury ETF | 4.23% | 4.29% | 3.76% | 1.34% | 0.41% | 1.27% | 2.26% | 1.78% | 1.12% | 0.82% | 0.68% | 0.47% |
URTH iShares MSCI World ETF | 1.40% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% |
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 Golden Butterfly EURO. 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 Golden Butterfly EURO was 21.90%, occurring on Oct 14, 2022. Recovery took 360 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.9% | Nov 10, 2021 | 241 | Oct 14, 2022 | 360 | Mar 7, 2024 | 601 |
| -20.72% | Feb 20, 2020 | 20 | Mar 18, 2020 | 84 | Jul 15, 2020 | 104 |
| -12.39% | Jan 29, 2018 | 235 | Dec 24, 2018 | 83 | Apr 23, 2019 | 318 |
| -9.76% | May 20, 2015 | 174 | Jan 20, 2016 | 99 | Jun 8, 2016 | 273 |
| -9.13% | Feb 21, 2025 | 33 | Apr 8, 2025 | 23 | May 12, 2025 | 56 |
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 4 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | 4GLD.DE | SCHO | TLT | URTH | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | -0.15 | -0.21 | 0.85 | 0.75 |
| 4GLD.DE | 0.02 | 1.00 | 0.19 | 0.17 | 0.04 | 0.23 |
| SCHO | -0.15 | 0.19 | 1.00 | 0.56 | -0.10 | 0.09 |
| TLT | -0.21 | 0.17 | 0.56 | 1.00 | -0.16 | 0.14 |
| URTH | 0.85 | 0.04 | -0.10 | -0.16 | 1.00 | 0.92 |
| Portfolio | 0.75 | 0.23 | 0.09 | 0.14 | 0.92 | 1.00 |