Portfolio 01B (4 ETF EU) (50/30/10/10)

Asset Allocation

Position	Category/Sector	Target Weight
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc)	Global Equities	50%
CNDX.L iShares NASDAQ 100 UCITS ETF	Nasdaq-100	30%
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	Emerging Markets Equities	10%
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF	Small Cap Value Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio 01B (4 ETF EU) (50/30/10/10), 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.

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Returns By Period

As of Jun 13, 2026, the Portfolio 01B (4 ETF EU) (50/30/10/10) returned 13.25% Year-To-Date and 15.71% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Portfolio 01B (4 ETF EU) (50/30/10/10)	2.13%	1.92%	13.25%	14.43%	31.34%	21.84%	12.70%	15.71%
Portfolio components:
CNDX.L iShares NASDAQ 100 UCITS ETF	3.01%	1.48%	16.86%	18.12%	36.58%	26.24%	16.67%	21.60%
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	2.68%	0.97%	22.27%	25.64%	45.13%	21.50%	7.44%	10.56%
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc)	1.48%	0.99%	8.44%	9.71%	23.91%	19.48%	11.44%	13.34%
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF	1.91%	6.61%	16.23%	14.67%	38.25%	18.69%	10.00%	12.55%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 18, 2015, Portfolio 01B (4 ETF EU) (50/30/10/10)'s average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, an investment would double in approximately 5.2 years.

Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +12.4%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio 01B (4 ETF EU) (50/30/10/10) closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -9.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.17%	0.60%	-7.08%	12.40%	6.73%	-1.15%							13.25%
2025	3.29%	-3.33%	-4.71%	0.37%	7.43%	5.57%	2.06%	1.93%	3.64%	3.25%	-0.32%	1.19%	21.63%
2024	0.75%	3.49%	3.11%	-3.14%	3.03%	4.66%	1.08%	0.75%	2.79%	-0.96%	4.42%	-1.95%	19.19%
2023	8.43%	-1.67%	3.46%	0.96%	1.62%	6.50%	3.95%	-2.22%	-4.21%	-3.74%	9.49%	6.29%	31.46%
2022	-6.96%	-1.93%	3.16%	-8.32%	-2.25%	-8.45%	8.01%	-3.12%	-8.45%	3.68%	5.00%	-3.94%	-22.63%
2021	1.40%	2.13%	2.61%	4.56%	0.81%	2.62%	1.12%	2.83%	-3.73%	4.79%	-0.44%	3.14%	23.79%

Benchmark Metrics

Portfolio 01B (4 ETF EU) (50/30/10/10) has an annualized alpha of 6.13%, beta of 0.58, and R2 of 0.38 versus S&P 500 Index. Calculated based on daily prices since February 18, 2015.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.12%) than losses (92.39%) - typical of diversified or defensive assets.
Beta of 0.58 may look defensive, but with R2 of 0.38 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.38 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: 6.13%

Beta: 0.58

R²: 0.38

Upside Capture: 97.12%

Downside Capture: 92.39%

See how alpha, beta & R² have trended over time →

Expense Ratio

Portfolio 01B (4 ETF EU) (50/30/10/10) has an expense ratio of 0.25%, 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.

CNDX.L

iShares NASDAQ 100 UCITS ETF

ZPRV.DE

SPDR MSCI USA Small Cap Value Weighted UCITS ETF

IWDA.AS

iShares Core MSCI World UCITS ETF USD (Acc)

EMIM.L

iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)

Return for Risk

Risk / Return Rank

Portfolio 01B (4 ETF EU) (50/30/10/10) ranks 74 for risk / return — better than 74% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Portfolio 01B (4 ETF EU) (50/30/10/10) 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	2.29	1.86	+0.42
Sortino ratioReturn per unit of downside risk	3.31	2.53	+0.77
Omega ratioGain probability vs. loss probability	1.41	1.34	+0.07
Calmar ratioReturn relative to maximum drawdown	3.55	2.53	+1.02
Martin ratioReturn relative to average drawdown	14.35	11.37	+2.98

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
CNDX.L iShares NASDAQ 100 UCITS ETF	73	2.17	3.03	1.38	3.24	11.35
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)	74	2.20	2.94	1.40	3.28	11.64
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc)	66	1.95	2.88	1.34	2.73	11.53
ZPRV.DE SPDR MSCI USA Small Cap Value Weighted UCITS ETF	83	2.33	3.36	1.40	4.66	14.81

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current Portfolio 01B (4 ETF EU) (50/30/10/10) Sharpe ratio is 2.29 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 Portfolio 01B (4 ETF EU) (50/30/10/10) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Portfolio 01B (4 ETF EU) (50/30/10/10) doesn't pay dividends

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 Portfolio 01B (4 ETF EU) (50/30/10/10). 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 Portfolio 01B (4 ETF EU) (50/30/10/10) was 33.27%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Portfolio 01B (4 ETF EU) (50/30/10/10) drawdown is 1.98%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-33.27%Mar 2020	1mo 2d	4mo	5mo 2dFeb 2020 - Jul 2020
Bear market2022	-27.84%Oct 2022	11mo 8d	1y 2mo	2y 1moNov 2021 - Dec 2023
2016 correction2016	-19.22%Feb 2016	9mo 19d	6mo 6d	1y 3moApr 2015 - Aug 2016
2025 selloff2025	-19.19%Apr 2025	1mo 20d	2mo 1d	3mo 21dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018	-18.11%Dec 2018	3mo 26d	4mo	7mo 26dAug 2018 - Apr 2019

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 2.78, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.09	1.09	1.08	1.09	1.09

The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Portfolio 01B (4 ETF EU) (50/30/10/10) correlation to the S&P 500 Index

Portfolio 01B (4 ETF EU) (50/30/10/10) has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (3Y) Calculated over the trailing 3-year period	0.64
Correlation (5Y) Calculated over the trailing 5-year period	0.65
Correlation (10Y) Calculated over the trailing 10-year period	0.63
Correlation (All Time) Calculated using the full available price history since Feb 18, 2015	0.63

Benchmark Correlations

Correlation vs. S&P 500 Index. IWDA.AS has the highest benchmark correlation at 0.62, while ZPRV.DE has the lowest at 0.48.

0.48

0.52

0.55

0.62

Portfolio Correlations

Correlation vs. Portfolio 01B (4 ETF EU) (50/30/10/10). IWDA.AS has the highest portfolio correlation at 0.97, while EMIM.L has the lowest at 0.76.

0.76

0.77

0.90

0.97

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	ZPRV.DE	EMIM.L	CNDX.L	IWDA.AS
ZPRV.DE	1.00	0.55	0.54	0.78
EMIM.L	0.55	1.00	0.63	0.71
CNDX.L	0.54	0.63	1.00	0.81
IWDA.AS	0.78	0.71	0.81	1.00

The correlation results are calculated based on daily price changes starting from Feb 18, 2015

Diversification Analysis

Find what Portfolio 01B (4 ETF EU) (50/30/10/10) is missing

See which holdings overlap, where Portfolio 01B (4 ETF EU) (50/30/10/10) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification