B isa
isa
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | Large Cap Blend Equities | 50% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | Europe Equities | 35% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | Global Equities | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in B isa, 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 Jul 25, 2019, corresponding to the inception date of VWRP.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| B isa | -2.73% | -4.14% | -3.32% | 12.65% | 15.70% | N/A |
| Portfolio components: | ||||||
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | -5.29% | -5.26% | -5.70% | 8.43% | 12.90% | N/A |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | -10.16% | -6.13% | -8.58% | 7.63% | 15.09% | N/A |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 9.30% | -0.91% | 4.67% | 20.73% | 17.08% | N/A |
Monthly Returns
The table below presents the monthly returns of B isa, 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 | 3.80% | -0.82% | -2.78% | -2.82% | -2.73% | ||||||||
| 2024 | 0.55% | 2.61% | 4.18% | -1.50% | 3.38% | 3.18% | 1.91% | 1.86% | 2.15% | -1.85% | 3.85% | -2.24% | 19.33% |
| 2023 | 5.62% | -1.83% | 2.34% | 3.16% | -1.80% | 5.72% | 3.20% | -2.08% | -3.00% | -3.57% | 7.82% | 5.57% | 22.28% |
| 2022 | -3.97% | -1.15% | 2.76% | -6.28% | -0.93% | -7.65% | 6.29% | -3.76% | -7.62% | 5.35% | 7.18% | -2.20% | -12.72% |
| 2021 | -0.35% | 2.66% | 4.20% | 4.56% | 2.00% | 0.87% | 1.45% | 2.15% | -2.57% | 4.85% | -1.81% | 4.93% | 25.07% |
| 2020 | -1.62% | -10.13% | -11.80% | 8.85% | 2.75% | 2.58% | 3.59% | 6.60% | -3.41% | -3.58% | 12.66% | 4.97% | 8.81% |
| 2019 | -0.53% | -3.57% | 3.51% | 2.57% | 3.09% | 4.15% | 9.33% |
Expense Ratio
B isa has an expense ratio of 0.10%, 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 78, B isa is among the top 22% 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 | |
|---|---|---|---|---|---|
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 0.51 | 0.79 | 1.11 | 0.49 | 2.34 |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.45 | 0.71 | 1.10 | 0.40 | 1.80 |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 1.16 | 1.54 | 1.24 | 1.40 | 5.07 |
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 B isa. 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 B isa was 35.64%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current B isa drawdown is 7.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.64% | Feb 18, 2020 | 25 | Mar 23, 2020 | 160 | Nov 9, 2020 | 185 |
| -23.49% | Jan 6, 2022 | 192 | Oct 11, 2022 | 189 | Jul 13, 2023 | 381 |
| -15.53% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -10.2% | Nov 17, 2023 | 1 | Nov 17, 2023 | 76 | Mar 7, 2024 | 77 |
| -9.24% | Jul 31, 2023 | 65 | Oct 27, 2023 | 14 | Nov 16, 2023 | 79 |
Volatility
Volatility Chart
The current B isa volatility is 11.31%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.53, 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
| VUKG.L | VUAG.L | VWRP.L | |
|---|---|---|---|
| VUKG.L | 1.00 | 0.68 | 0.79 |
| VUAG.L | 0.68 | 1.00 | 0.95 |
| VWRP.L | 0.79 | 0.95 | 1.00 |