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Portfolio 01B (4 ETF EU) (50/30/10/10)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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

Currency in USD · Last updated May 18, 2025

IWDA + EMIM + SC Value + NASDAQ

Asset Allocation

IWDA.AS 50%CNDX.L 30%EMIM.L 10%ZPRV.DE 10%EquityEquity
PositionCategory/SectorTarget Weight
CNDX.L
iShares NASDAQ 100 UCITS ETF		Large Cap Blend Equities
30%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		Emerging Markets Equities
10%
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
50%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		Small Cap Value Equities
10%

Performance

Performance Chart

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The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of ZPRV.DE

Returns By Period

As of May 18, 2025, the Portfolio 01B (4 ETF EU) (50/30/10/10) returned 3.08% Year-To-Date and 11.34% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.12%10.89%
Portfolio 01B (4 ETF EU) (50/30/10/10)3.08%12.80%3.88%12.29%15.85%11.34%
Portfolio components:
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		4.48%10.98%4.65%12.67%14.79%9.60%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		9.18%9.49%8.67%7.45%8.19%3.74%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		-2.24%13.04%-7.00%3.29%19.27%7.82%
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.34%16.92%4.41%15.40%18.07%17.21%
*Annualized

Monthly Returns

The table below presents the monthly returns of Portfolio 01B (4 ETF EU) (50/30/10/10), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.33%-3.34%-4.70%0.33%7.95%3.08%
20240.67%3.57%3.13%-3.16%3.03%4.68%1.05%0.77%2.79%-0.96%4.45%-1.99%19.17%
20238.42%-1.65%3.44%0.97%1.64%6.49%3.94%-2.23%-4.21%-3.71%9.51%6.26%31.47%
2022-6.93%-1.93%3.21%-8.32%-2.26%-8.48%8.04%-3.20%-8.36%3.73%5.05%-4.02%-22.56%
20211.39%2.14%2.56%4.59%0.65%2.77%1.14%2.82%-3.75%4.78%-0.47%3.13%23.69%
2020-0.43%-8.28%-10.48%10.00%4.19%5.03%5.88%7.69%-3.39%-2.13%12.34%5.10%25.26%
20198.66%2.80%1.49%3.65%-6.36%6.33%2.13%-3.66%2.13%2.70%3.31%3.39%28.97%
20185.91%-2.59%-3.38%1.97%1.39%-0.23%2.94%2.48%-0.03%-8.05%0.66%-7.64%-7.30%
20171.65%3.97%1.56%1.44%1.80%0.60%2.66%0.80%1.48%2.97%1.64%1.80%24.76%
2016-7.99%0.96%6.34%-0.62%2.13%-1.57%5.56%1.18%1.20%-1.54%2.07%1.80%9.14%
20150.68%-0.94%1.77%0.22%-1.72%0.77%-6.35%-3.10%8.21%0.06%-1.29%-2.31%

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)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portfolio 01B (4 ETF EU) (50/30/10/10) 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 Portfolio 01B (4 ETF EU) (50/30/10/10) is 3030
Overall Rank
The Sharpe Ratio Rank of Portfolio 01B (4 ETF EU) (50/30/10/10) is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of Portfolio 01B (4 ETF EU) (50/30/10/10) is 2828
Sortino Ratio Rank
The Omega Ratio Rank of Portfolio 01B (4 ETF EU) (50/30/10/10) is 2929
Omega Ratio Rank
The Calmar Ratio Rank of Portfolio 01B (4 ETF EU) (50/30/10/10) is 2828
Calmar Ratio Rank
The Martin Ratio Rank of Portfolio 01B (4 ETF EU) (50/30/10/10) is 3232
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
IWDA.AS
iShares Core MSCI World UCITS ETF USD (Acc)		0.691.101.160.713.18
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)		0.440.781.100.381.43
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted UCITS ETF		0.130.411.050.150.47
CNDX.L
iShares NASDAQ 100 UCITS ETF		0.661.001.140.632.10

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.

Portfolio 01B (4 ETF EU) (50/30/10/10) Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.65
  • 5-Year: 0.96
  • 10-Year: 0.65
  • All Time: 0.66

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 0.57 to 1.05, 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. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Portfolio 01B (4 ETF EU) (50/30/10/10) provided a 0.00% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.00%0.00%0.02%0.02%0.01%0.01%0.02%0.02%0.09%0.05%0.05%0.06%
Portfolio components:
IWDA.AS
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%
EMIM.L
iShares Core MSCI Emerging Markets IMI 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%
ZPRV.DE
SPDR MSCI USA Small Cap Value Weighted 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%
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%

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 33.34%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current Portfolio 01B (4 ETF EU) (50/30/10/10) drawdown is 1.66%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.34%Feb 20, 202023Mar 23, 202084Jul 21, 2020107
-27.8%Nov 8, 2021241Oct 12, 2022302Dec 14, 2023543
-19.41%May 20, 2015190Feb 11, 2016130Aug 15, 2016320
-19.17%Feb 18, 202537Apr 9, 2025———
-18.27%Sep 28, 201862Dec 24, 201881Apr 23, 2019143

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. 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCZPRV.DEEMIM.LCNDX.LIWDA.ASPortfolio
^GSPC1.000.420.520.540.570.61
ZPRV.DE0.421.000.440.480.710.72
EMIM.L0.520.441.000.620.600.70
CNDX.L0.540.480.621.000.750.88
IWDA.AS0.570.710.600.751.000.96
Portfolio0.610.720.700.880.961.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2015