ETF and Aktien
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADM Archer-Daniels-Midland Company | Consumer Defensive | 3.33% |
AMEW.DE Amundi MSCI World UCITS ETF EUR | Global Equities | 15% |
APD Air Products and Chemicals, Inc. | Basic Materials | 3.33% |
CSCO Cisco Systems, Inc. | Technology | 3.33% |
DE Deere & Company | Industrials | 3.33% |
PAYX Paychex, Inc. | Industrials | 3.33% |
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | Europe Equities | 65% |
UNH UnitedHealth Group Incorporated | Healthcare | 3.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF and Aktien, 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 Oct 23, 2018, corresponding to the inception date of SAUM.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| ETF and Aktien | 6.69% | -2.53% | 0.79% | 11.35% | 14.41% | N/A |
| Portfolio components: | ||||||
AMEW.DE Amundi MSCI World UCITS ETF EUR | -5.13% | -3.79% | -5.94% | 5.65% | 13.73% | 8.25% |
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 10.99% | -3.73% | 2.71% | 10.19% | 13.87% | N/A |
APD Air Products and Chemicals, Inc. | -4.87% | -6.05% | -13.86% | 20.72% | 7.31% | 9.32% |
ADM Archer-Daniels-Midland Company | -7.07% | -1.59% | -18.16% | -20.96% | 8.25% | 2.54% |
DE Deere & Company | 10.76% | -1.72% | 15.55% | 19.47% | 29.03% | 20.44% |
UNH UnitedHealth Group Incorporated | 16.55% | 20.14% | -2.24% | 35.80% | 17.06% | 19.20% |
PAYX Paychex, Inc. | 7.01% | 2.50% | 6.11% | 24.80% | 20.94% | 15.42% |
CSCO Cisco Systems, Inc. | -1.71% | -4.47% | 7.22% | 21.95% | 9.74% | 10.92% |
Monthly Returns
The table below presents the monthly returns of ETF and Aktien, 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 | 6.75% | 1.16% | -0.25% | -0.96% | 6.69% | ||||||||
| 2024 | -1.02% | 1.57% | 4.40% | -3.21% | 3.86% | -1.41% | 2.03% | 3.29% | 2.21% | -3.60% | 1.16% | -3.07% | 5.91% |
| 2023 | 6.10% | -2.28% | 2.88% | 1.38% | -4.41% | 6.60% | 3.80% | -3.64% | -4.85% | -2.85% | 8.29% | 4.21% | 14.99% |
| 2022 | -4.64% | -4.12% | 2.27% | -6.62% | 0.51% | -9.80% | 6.22% | -3.81% | -8.10% | 9.33% | 11.07% | -1.64% | -11.22% |
| 2021 | -1.93% | 3.72% | 4.53% | 4.36% | 3.56% | -1.52% | 1.80% | 1.71% | -4.85% | 5.25% | -3.77% | 5.62% | 19.27% |
| 2020 | -3.27% | -8.56% | -14.06% | 7.40% | 6.45% | 4.31% | 4.50% | 5.70% | -2.55% | -4.81% | 15.99% | 4.59% | 12.68% |
| 2019 | 6.48% | 3.19% | 0.96% | 4.56% | -5.66% | 6.62% | -1.49% | -3.18% | 3.07% | 3.20% | 2.02% | 3.38% | 24.83% |
| 2018 | 0.29% | 0.56% | -5.63% | -4.82% |
Expense Ratio
ETF and Aktien has an expense ratio of 0.14%, 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 ETF and Aktien is 70, 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 | |
|---|---|---|---|---|---|
AMEW.DE Amundi MSCI World UCITS ETF EUR | 0.42 | 0.68 | 1.10 | 0.39 | 1.98 |
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 0.44 | 0.73 | 1.09 | 0.57 | 1.47 |
APD Air Products and Chemicals, Inc. | 0.72 | 1.25 | 1.17 | 0.75 | 2.56 |
ADM Archer-Daniels-Midland Company | -0.83 | -1.05 | 0.87 | -0.41 | -1.32 |
DE Deere & Company | 0.69 | 1.24 | 1.15 | 0.90 | 2.62 |
UNH UnitedHealth Group Incorporated | 0.78 | 1.18 | 1.17 | 0.88 | 2.07 |
PAYX Paychex, Inc. | 1.17 | 1.71 | 1.24 | 2.15 | 7.32 |
CSCO Cisco Systems, Inc. | 1.00 | 1.53 | 1.23 | 0.94 | 5.10 |
Dividends
Dividend yield
ETF and Aktien provided a 0.50% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.50% | 0.47% | 0.46% | 0.40% | 0.35% | 0.44% | 0.46% | 0.52% | 0.47% | 0.46% | 0.46% | 0.39% |
| Portfolio components: | ||||||||||||
AMEW.DE Amundi MSCI World UCITS ETF EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SAUM.L iShares MSCI EMU ESG Screened UCITS ETF EUR (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
APD Air Products and Chemicals, Inc. | 2.60% | 1.83% | 2.56% | 2.10% | 1.97% | 1.96% | 1.97% | 2.75% | 2.32% | 1.20% | 0.00% | 0.00% |
ADM Archer-Daniels-Midland Company | 4.33% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
DE Deere & Company | 1.32% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% |
UNH UnitedHealth Group Incorporated | 1.43% | 1.62% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% |
PAYX Paychex, Inc. | 2.63% | 2.73% | 2.90% | 2.62% | 1.90% | 2.66% | 2.85% | 3.35% | 2.82% | 2.89% | 3.03% | 3.16% |
CSCO Cisco Systems, Inc. | 2.80% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
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 ETF and Aktien. 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 ETF and Aktien was 35.05%, occurring on Mar 23, 2020. Recovery took 143 trading sessions.
The current ETF and Aktien drawdown is 4.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.05% | Feb 13, 2020 | 28 | Mar 23, 2020 | 143 | Oct 9, 2020 | 171 |
| -27.28% | Jan 6, 2022 | 187 | Sep 26, 2022 | 210 | Jul 19, 2023 | 397 |
| -12.34% | Mar 7, 2025 | 22 | Apr 7, 2025 | — | — | — |
| -12.3% | Jul 31, 2023 | 65 | Oct 27, 2023 | 14 | Nov 16, 2023 | 79 |
| -10.04% | Nov 8, 2018 | 33 | Dec 24, 2018 | 40 | Feb 20, 2019 | 73 |
Volatility
Volatility Chart
The current ETF and Aktien volatility is 8.81%, 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
| UNH | ADM | SAUM.L | DE | APD | AMEW.DE | CSCO | PAYX | |
|---|---|---|---|---|---|---|---|---|
| UNH | 1.00 | 0.29 | 0.19 | 0.30 | 0.30 | 0.23 | 0.35 | 0.37 |
| ADM | 0.29 | 1.00 | 0.29 | 0.53 | 0.40 | 0.31 | 0.36 | 0.39 |
| SAUM.L | 0.19 | 0.29 | 1.00 | 0.38 | 0.41 | 0.80 | 0.37 | 0.34 |
| DE | 0.30 | 0.53 | 0.38 | 1.00 | 0.46 | 0.38 | 0.42 | 0.41 |
| APD | 0.30 | 0.40 | 0.41 | 0.46 | 1.00 | 0.41 | 0.46 | 0.51 |
| AMEW.DE | 0.23 | 0.31 | 0.80 | 0.38 | 0.41 | 1.00 | 0.42 | 0.41 |
| CSCO | 0.35 | 0.36 | 0.37 | 0.42 | 0.46 | 0.42 | 1.00 | 0.57 |
| PAYX | 0.37 | 0.39 | 0.34 | 0.41 | 0.51 | 0.41 | 0.57 | 1.00 |