B isa
isa
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | Large Cap Blend Equities | 55% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | Europe Equities | 30% |
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | Global Equities | 15% |
Performance
Performance Chart
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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 | 1.30% | 12.79% | 1.49% | 12.35% | 15.37% | 10.87% |
| B isa | 5.62% | 9.66% | 6.44% | 13.06% | 15.30% | N/A |
| Portfolio components: | ||||||
VWRP.L Vanguard FTSE All-World UCITS ETF (USD) Accumulating | 4.86% | 10.69% | 5.36% | 12.25% | 13.93% | N/A |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.64% | 12.01% | 1.54% | 13.24% | 16.35% | N/A |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 14.80% | 5.02% | 15.59% | 11.75% | 13.31% | 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 | 3.69% | -1.16% | -3.08% | 0.40% | 5.91% | 5.62% | |||||||
| 2024 | 0.74% | 2.83% | 3.88% | -1.74% | 3.31% | 3.01% | 1.75% | 1.76% | 1.88% | -1.54% | 4.04% | -2.39% | 18.67% |
| 2023 | 5.60% | -1.91% | 2.16% | 2.99% | -1.45% | 5.46% | 3.20% | -1.95% | -3.57% | -3.50% | 7.96% | 5.36% | 21.30% |
| 2022 | -4.21% | -1.24% | 2.76% | -6.46% | -1.12% | -8.16% | 6.51% | -3.63% | -7.92% | 5.34% | 6.71% | -2.54% | -14.50% |
| 2021 | -0.30% | 2.65% | 3.81% | 4.63% | 1.84% | 0.75% | 1.55% | 2.26% | -3.17% | 4.96% | -1.59% | 4.54% | 23.83% |
| 2020 | -1.40% | -10.04% | -11.92% | 9.13% | 2.90% | 2.44% | 3.79% | 6.81% | -3.68% | -3.53% | 12.38% | 4.69% | 8.91% |
| 2019 | -0.48% | -3.47% | 3.13% | 2.50% | 3.21% | 3.75% | 8.73% |
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
The current rank of B isa is 54, indicating average performance compared to other portfolios on our website. Here’s 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 | 0.76 | 1.14 | 1.16 | 0.75 | 3.33 |
VUAG.L Vanguard S&P 500 UCITS ETF (USD) Accumulating | 0.74 | 1.15 | 1.17 | 0.71 | 2.79 |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 0.72 | 1.02 | 1.15 | 0.85 | 2.98 |
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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.
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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 35.32%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.32% | Feb 18, 2020 | 25 | Mar 23, 2020 | 160 | Nov 9, 2020 | 185 |
| -24.52% | Jan 6, 2022 | 192 | Oct 11, 2022 | 297 | Dec 13, 2023 | 489 |
| -15.92% | Feb 18, 2025 | 35 | Apr 7, 2025 | 26 | May 16, 2025 | 61 |
| -6.85% | Jul 30, 2019 | 13 | Aug 15, 2019 | 24 | Sep 19, 2019 | 37 |
| -6.6% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
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 3 assets, with an effective number of assets of 2.41, 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 | VUKG.L | VUAG.L | VWRP.L | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.63 | 0.65 | 0.63 |
| VUKG.L | 0.48 | 1.00 | 0.68 | 0.79 | 0.85 |
| VUAG.L | 0.63 | 0.68 | 1.00 | 0.95 | 0.96 |
| VWRP.L | 0.65 | 0.79 | 0.95 | 1.00 | 0.98 |
| Portfolio | 0.63 | 0.85 | 0.96 | 0.98 | 1.00 |