Asset Allocation
Find the right asset allocation for Current-210526
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of £10,000 in Current-210526, 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
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.27% | 2.26% | 9.24% | 7.99% | 25.11% | 17.53% | 13.17% | 14.21% |
Portfolio Current-210526 | — | — | — | — | — | — | — | — |
| Portfolio components: | ||||||||
CSP1.L iShares Core S&P 500 UCITS ETF | -0.49% | 2.90% | 9.33% | 8.95% | 27.09% | 19.00% | 14.54% | 15.89% |
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 0.00% | 4.48% | 35.19% | 32.77% | 58.57% | 17.91% | 19.85% | — |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | -0.12% | 3.20% | 11.85% | 14.76% | 33.90% | 21.37% | 14.28% | 12.02% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.03% | 6.23% | 19.90% | 16.95% | 48.26% | 30.66% | 24.61% | 26.86% |
IMSU.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | -1.72% | -1.01% | 9.85% | 14.25% | 16.29% | 7.62% | 5.64% | — |
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 0.86% | 1.00% | 10.35% | 14.02% | 29.69% | 24.21% | 15.94% | — |
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | -0.14% | 2.13% | 15.06% | 14.86% | 32.48% | 15.24% | 9.79% | 10.09% |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 0.35% | 0.12% | 40.95% | 45.03% | 73.19% | 22.69% | 11.85% | — |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | -0.07% | 1.54% | 5.54% | 8.74% | 20.56% | 17.82% | 15.30% | — |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | — | — | — | — | — | — | — | — |
Monthly Returns
Expense Ratio
Current-210526 has an expense ratio of 0.16%, 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Current-210526 and compares them with S&P 500 Index.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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 |
|---|---|---|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 83 | 2.53 | 3.42 | 1.47 | 3.79 | 13.92 |
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 82 | 2.51 | 3.00 | 1.44 | 4.56 | 13.61 |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 80 | 2.54 | 3.45 | 1.46 | 3.19 | 11.73 |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 70 | 2.42 | 3.13 | 1.40 | 2.87 | 7.37 |
IMSU.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 34 | 1.09 | 1.61 | 1.19 | 1.51 | 4.99 |
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 82 | 2.55 | 3.42 | 1.46 | 3.68 | 13.42 |
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | 64 | 1.84 | 2.64 | 1.36 | 3.02 | 9.84 |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 93 | 3.41 | 4.04 | 1.62 | 5.41 | 19.65 |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 59 | 1.91 | 2.69 | 1.36 | 2.34 | 7.68 |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | — | — | — | — | — | — |
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Dividends
Dividend yield
Current-210526 provided a 0.31% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.31% | 0.46% | 0.97% | 0.97% | 0.94% | 0.88% | 0.46% | 0.29% |
| Portfolio components: | ||||||||
CSP1.L iShares Core S&P 500 UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ESIE.DE iShares MSCI Europe Energy Sector UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEFV.L iShares Edge MSCI Europe Value Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IITU.L iShares S&P 500 Information Technology Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IMSU.L iShares S&P 500 Materials Sector UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LDEG.L L&G Quality Equity Dividends ESG Exclusions Europe ex-UK UCITS ETF | 3.12% | 3.42% | 4.20% | 4.10% | 3.69% | 3.06% | 0.00% | 0.00% |
SJPA.L iShares Core MSCI Japan IMI UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VDPG.L Vanguard FTSE Developed Asia Pacific ex Japan UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUKG.L Vanguard FTSE 100 UCITS ETF (GBP) Accumulating | 0.00% | 0.79% | 3.67% | 3.71% | 3.84% | 3.84% | 3.06% | 1.92% |
WENS.L iShares MSCI World Energy Sector UCITS ETF USD (Dist) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Current-210526. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|
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 10 assets, with an effective number of assets of 9.64, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
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Not enough data to calculate this metric.