10yr-H-v4
use Xtrackers MSCI World Information Technology UCITS ETF 1C IE00BM67HT60, XDWT
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | Technology Equities | 30% |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | European Government Bonds | 20% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10yr-H-v4, 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 Quarterly
The earliest data available for this chart is Sep 30, 2010, corresponding to the inception date of LYPG.DE
Returns By Period
As of Sep 21, 2024, the 10yr-H-v4 returned 16.59% Year-To-Date and 10.33% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
| 10yr-H-v4 | 16.44% | 0.71% | 7.98% | 29.67% | 13.03% | 10.32% |
| Portfolio components: | ||||||
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 16.96% | 1.44% | 7.54% | 28.89% | 12.45% | 9.70% |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | 3.17% | 0.95% | 5.61% | 9.48% | 0.04% | -1.51% |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 24.33% | -0.73% | 9.99% | 45.19% | 22.12% | 18.78% |
Monthly Returns
The table below presents the monthly returns of 10yr-H-v4, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.43% | 3.18% | 2.53% | -2.92% | 3.36% | 5.13% | 0.01% | 1.62% | 16.44% | ||||
| 2023 | 6.49% | -1.76% | 5.00% | 1.45% | 1.82% | 4.90% | 2.62% | -1.66% | -4.57% | -1.98% | 9.09% | 4.92% | 28.64% |
| 2022 | -6.53% | -1.94% | 2.34% | -7.95% | -1.78% | -7.59% | 6.79% | -3.71% | -7.79% | 4.20% | 4.90% | -2.79% | -21.05% |
| 2021 | -0.76% | 1.47% | 1.21% | 4.44% | 0.77% | 2.13% | 1.97% | 2.31% | -3.90% | 4.29% | -0.01% | 3.14% | 18.12% |
| 2020 | 0.67% | -7.59% | -7.14% | 7.58% | 4.23% | 4.17% | 4.70% | 7.43% | -2.97% | -3.51% | 9.83% | 5.37% | 22.98% |
| 2019 | 6.04% | 3.62% | 1.69% | 3.53% | -4.90% | 5.52% | 1.34% | -2.69% | 1.74% | 2.74% | 3.04% | 3.05% | 27.05% |
| 2018 | 4.88% | -1.98% | -2.69% | 1.05% | 1.26% | 0.02% | 1.74% | 2.03% | 0.40% | -6.78% | -0.61% | -5.41% | -6.49% |
| 2017 | 1.95% | 2.74% | 1.68% | 1.81% | 3.02% | 0.05% | 3.39% | 0.91% | 0.96% | 2.90% | 1.83% | 1.40% | 25.08% |
| 2016 | -5.71% | 0.37% | 6.01% | -1.08% | 1.62% | -2.50% | 5.99% | 1.07% | 0.72% | -1.08% | -0.03% | 1.65% | 6.65% |
| 2015 | -3.67% | 4.81% | -2.27% | 2.89% | -0.14% | -2.19% | 1.46% | -4.37% | -3.09% | 7.28% | -0.56% | -0.66% | -1.18% |
| 2014 | -2.87% | 4.45% | 0.00% | -0.06% | 2.05% | 1.85% | -0.38% | 1.47% | -2.03% | -0.47% | 3.26% | -1.10% | 6.09% |
| 2013 | 4.04% | -0.90% | 1.80% | 2.06% | 2.05% | -2.31% | 3.63% | -0.18% | 3.45% | 3.14% | 1.80% | 2.39% | 22.85% |
Expense Ratio
10yr-H-v4 has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 10yr-H-v4 is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 2.54 | 3.55 | 1.46 | 2.40 | 14.49 |
LYQ2.DE Amundi Euro Government Bond 1-3Y UCITS ETF Acc | 1.74 | 2.67 | 1.33 | 0.39 | 4.95 |
LYPG.DE Amundi MSCI World Information Technology UCITS ETF EUR Acc | 2.40 | 3.10 | 1.41 | 3.24 | 11.07 |
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 10yr-H-v4. 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 10yr-H-v4 was 27.68%, occurring on Oct 11, 2022. Recovery took 303 trading sessions.
The current 10yr-H-v4 drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.68% | Jan 3, 2022 | 200 | Oct 11, 2022 | 303 | Dec 14, 2023 | 503 |
| -27.23% | Feb 18, 2020 | 25 | Mar 23, 2020 | 73 | Jul 6, 2020 | 98 |
| -17.06% | Apr 29, 2011 | 112 | Oct 4, 2011 | 122 | Mar 26, 2012 | 234 |
| -14.81% | Sep 26, 2018 | 64 | Dec 24, 2018 | 78 | Apr 16, 2019 | 142 |
| -13.36% | May 19, 2015 | 190 | Feb 11, 2016 | 117 | Jul 27, 2016 | 307 |
Volatility
Volatility Chart
The current 10yr-H-v4 volatility is 4.52%, 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
| LYQ2.DE | LYPG.DE | SWDA.L | |
|---|---|---|---|
| LYQ2.DE | 1.00 | 0.14 | 0.22 |
| LYPG.DE | 0.14 | 1.00 | 0.65 |
| SWDA.L | 0.22 | 0.65 | 1.00 |