qq1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BTCE.DE ETC Group Physical Bitcoin | Blockchain | 5% |
CEUR.L Amundi MSCI Europe | Europe Equities | 7.50% |
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | Government Bonds | 25% |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | Emerging Markets Equities | 15% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 12.50% |
SWRD.AS SPDR MSCI World UCITS ETF | Global Equities | 35% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in qq1, 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.
The earliest data available for this chart is Jun 18, 2020, corresponding to the inception date of BTCE.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| qq1 | -1.26% | -2.07% | 2.96% | 15.61% | N/A | N/A |
| Portfolio components: | ||||||
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.31% | -3.93% | -5.00% | 2.59% | -9.78% | N/A |
SGLN.L iShares Physical Gold ETC | 26.60% | 8.67% | 21.23% | 38.15% | 12.66% | 11.90% |
BTCE.DE ETC Group Physical Bitcoin | -9.82% | 0.48% | 21.62% | 28.37% | N/A | N/A |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | -0.56% | -5.09% | -7.24% | 7.44% | 7.05% | 2.79% |
CEUR.L Amundi MSCI Europe | 8.93% | -3.30% | 0.86% | 11.80% | 10.61% | 6.59% |
SWRD.AS SPDR MSCI World UCITS ETF | -5.87% | -5.78% | -6.74% | 8.11% | 12.24% | N/A |
Monthly Returns
The table below presents the monthly returns of qq1, 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 | 5.99% | -5.71% | -0.30% | -0.90% | -1.26% | ||||||||
| 2024 | -0.09% | 8.68% | 5.82% | -4.92% | 4.32% | -0.09% | 3.28% | -0.84% | 4.00% | 0.61% | 9.37% | -3.52% | 28.75% |
| 2023 | 9.36% | -3.28% | 5.76% | 1.27% | -2.31% | 4.44% | 1.86% | -3.26% | -4.15% | 1.16% | 8.13% | 6.29% | 26.93% |
| 2022 | -6.95% | -4.52% | 2.42% | -8.06% | -4.50% | -10.50% | 5.75% | -4.73% | -7.23% | 0.94% | 5.28% | -1.25% | -29.87% |
| 2021 | 3.49% | 3.13% | 4.87% | 1.78% | -5.48% | -0.52% | 2.81% | 4.19% | -4.43% | 9.91% | -2.49% | 2.89% | 20.92% |
| 2020 | 0.46% | 6.38% | 2.47% | -2.42% | -0.86% | 9.34% | 7.34% | 24.32% |
Expense Ratio
qq1 has an expense ratio of 0.19%, 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 84, qq1 is among the top 16% 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 | |
|---|---|---|---|---|---|
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 0.28 | 0.50 | 1.06 | 0.10 | 0.59 |
SGLN.L iShares Physical Gold ETC | 2.67 | 3.46 | 1.46 | 5.33 | 14.50 |
BTCE.DE ETC Group Physical Bitcoin | 0.60 | 1.13 | 1.14 | 1.04 | 2.30 |
EIMI.L iShares Core MSCI EM IMI UCITS ETF | 0.30 | 0.53 | 1.07 | 0.23 | 0.92 |
CEUR.L Amundi MSCI Europe | 0.57 | 0.88 | 1.12 | 0.68 | 1.79 |
SWRD.AS SPDR MSCI World UCITS ETF | 0.44 | 0.71 | 1.10 | 0.41 | 2.02 |
Dividends
Dividend yield
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the qq1. 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 qq1 was 36.45%, occurring on Oct 14, 2022. Recovery took 406 trading sessions.
The current qq1 drawdown is 4.01%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.45% | Nov 11, 2021 | 240 | Oct 14, 2022 | 406 | May 17, 2024 | 646 |
| -14.07% | Jan 27, 2025 | 53 | Apr 9, 2025 | — | — | — |
| -9.63% | Apr 16, 2021 | 67 | Jul 19, 2021 | 34 | Sep 3, 2021 | 101 |
| -7.24% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.18% | Sep 7, 2021 | 16 | Sep 28, 2021 | 13 | Oct 15, 2021 | 29 |
Volatility
Volatility Chart
The current qq1 volatility is 8.96%, 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.
Diversification
Asset Correlations Table
| DTLA.L | SGLN.L | BTCE.DE | EIMI.L | SWRD.AS | CEUR.L | |
|---|---|---|---|---|---|---|
| DTLA.L | 1.00 | 0.22 | -0.08 | -0.02 | -0.03 | 0.02 |
| SGLN.L | 0.22 | 1.00 | 0.08 | 0.23 | 0.17 | 0.26 |
| BTCE.DE | -0.08 | 0.08 | 1.00 | 0.36 | 0.36 | 0.31 |
| EIMI.L | -0.02 | 0.23 | 0.36 | 1.00 | 0.66 | 0.67 |
| SWRD.AS | -0.03 | 0.17 | 0.36 | 0.66 | 1.00 | 0.78 |
| CEUR.L | 0.02 | 0.26 | 0.31 | 0.67 | 0.78 | 1.00 |