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Cenk
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Risk-Adjusted Performance
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Cenk

Currency in USD · Last updated May 11, 2025

Asset Allocation

HYSA 1.24%IAUM 1.24%CHDVD.SW 11.5%VT 7.4%BATS.L 5%MAIN 5%SCHD 5%SPICHA.SW 4.89%MO 3.9%MSTY 3.8%NOVO-B.CO 3.37%EUN1.DE 3.24%IWDA.L 3%VWRL.AS 2.9%JEPI 2.8%SCHG 2.5%O 2.45%JEPQ 2.35%L100.L 2.3%0QNM.L 2.13%DXSA.DE 2.12%JGPI.DE 2%SELD.DE 1.8%ISPA.DE 1.38%EUNY.DE 1.24%PM 1.24%EUDV 1.24%CVX 1.24%ARCC 1.24%IDVY.L 1.24%NDIA 1.24%XDWU.DE 1.24%MRK 1.16%FWRAX 1.88%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorTarget Weight
0QNM.L
Adecco Group AG Class N		Industrials
2.13%
ARCC
Ares Capital Corporation		Financial Services
1.24%
BATS.L
British American Tobacco plc		Consumer Defensive
5%
CHDVD.SW
iShares Swiss Dividend ETF (CH)		Europe Equities
11.50%
CVX
Chevron Corporation		Energy
1.24%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		Europe Equities
2.12%
EUDV
ProShares MSCI Europe Dividend Growers ETF		Europe Equities, Dividend
1.24%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		Europe Equities
3.24%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		Emerging Markets Equities
1.24%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		REIT
1.88%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		High Yield Bonds
1.24%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		Precious Metals, Gold
1.24%
IDVY.L
iShares EURO Dividend UCITS		Europe Equities
1.24%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		Global Equities, Dividend
1.38%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
3%
JAAA
Janus Henderson AAA CLO ETF		Ultrashort Bond
0.74%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
2.80%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
2.35%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		Large Cap Blend Equities, Actively Managed, Dividend
2%
L100.L
2.30%
MAIN
5%
MO
3.90%
MRK
1.16%
MSTY
3.80%
NDIA
1.24%
NOVO-B.CO
3.37%
O
2.45%
OXLC
0.66%
PFE
0.65%
PM
1.24%
SCHD
5%
SCHG
2.50%
SELD.DE
1.80%
SPICHA.SW
4.89%
VPU
0.73%
VT
7.40%
VWCE.DE
0.98%
VWRL.AS
2.90%
XDWU.DE
1.24%

Performance

Performance Chart

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The earliest data available for this chart is Dec 7, 2023, corresponding to the inception date of JGPI.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.77%7.44%-5.60%8.37%14.12%10.46%
Cenk8.27%8.66%6.99%18.99%N/AN/A
Portfolio components:
CHDVD.SW
iShares Swiss Dividend ETF (CH)		19.47%7.93%14.97%23.25%11.47%8.20%
VT
1.45%9.12%-1.10%9.52%N/AN/A
BATS.L
British American Tobacco plc		17.97%4.17%22.84%48.90%8.84%5.19%
MAIN
-7.08%3.34%5.98%15.96%N/AN/A
SCHD
-4.97%3.04%-9.89%1.08%N/AN/A
MO
15.70%5.41%14.11%43.13%N/AN/A
MSTY
32.15%42.17%37.31%140.94%N/AN/A
NOVO-B.CO
-21.83%9.06%-36.47%-46.27%N/AN/A
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		14.32%10.17%11.21%5.47%12.10%5.75%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.09%9.19%-1.21%10.07%14.34%9.51%
VWRL.AS
1.41%9.27%-0.58%9.96%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF		-0.61%5.02%-3.46%5.33%N/AN/A
SCHG
-6.76%8.57%-6.25%12.24%N/AN/A
O
8.70%5.18%1.41%8.96%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		-4.81%6.91%-3.46%7.71%N/AN/A
L100.L
13.08%11.01%11.16%11.58%N/AN/A
0QNM.L
Adecco Group AG Class N		9.92%9.20%-3.48%-28.06%-11.26%N/A
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		28.38%14.94%26.18%22.95%13.80%6.77%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		8.21%3.82%4.21%12.78%N/AN/A
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		2.50%6.83%-3.09%6.69%5.79%N/A
SELD.DE
30.29%15.13%28.39%25.65%N/AN/A
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		10.62%11.72%6.74%12.60%12.47%5.64%
MRK
-22.97%-2.04%-24.95%-39.86%N/AN/A
VWCE.DE
1.35%9.33%-0.66%9.97%N/AN/A
JAAA
Janus Henderson AAA CLO ETF		1.37%1.90%2.30%5.79%N/AN/A
VPU
6.95%6.20%3.12%15.76%N/AN/A
OXLC
1.54%10.83%-2.25%11.80%N/AN/A
PFE
-13.00%5.16%-13.62%-15.14%N/AN/A
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		6.96%8.56%4.53%6.06%6.02%2.26%
PM
42.25%12.26%37.12%77.92%N/AN/A
EUDV
ProShares MSCI Europe Dividend Growers ETF		11.98%9.50%6.45%8.95%8.93%N/A
CVX
Chevron Corporation		-3.32%2.60%-9.86%-12.87%13.15%7.05%
ARCC
Ares Capital Corporation		-1.59%6.15%2.28%9.31%19.72%12.88%
IDVY.L
iShares EURO Dividend UCITS		33.21%14.38%30.30%25.66%13.27%7.07%
NDIA
0.59%4.98%-1.95%4.54%N/AN/A
IAUM
iShares Gold Trust Micro ETF of Benef Interest		26.86%4.96%23.93%40.74%N/AN/A
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		1.28%2.69%0.35%7.35%4.39%2.27%
XDWU.DE
11.61%7.38%7.57%15.33%N/AN/A
SPICHA.SW
16.32%8.85%10.83%14.77%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Cenk, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.11%1.44%0.46%1.42%0.63%8.27%
20240.16%6.72%-3.95%5.64%0.39%4.40%1.93%1.33%0.13%4.63%-4.60%17.34%

Expense Ratio

Cenk has an expense ratio of 0.21%, 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.

CHDVD.SW
iShares Swiss Dividend ETF (CH)
FWRAX
Fidelity Advisor Global Real Estate Fund Class A
EUDV
ProShares MSCI Europe Dividend Growers ETF
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)
IDVY.L
iShares EURO Dividend UCITS
EUN1.DE
iShares STOXX Europe 50 UCITS ETF
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF
JAAA
Janus Henderson AAA CLO ETF
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
JEPI
JPMorgan Equity Premium Income ETF
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF
IAUM
iShares Gold Trust Micro ETF of Benef Interest

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, Cenk is among the top 12% 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.

The Risk-Adjusted Performance Rank of Cenk is 8888
Overall Rank
The Sharpe Ratio Rank of Cenk is 9191
Sharpe Ratio Rank
The Sortino Ratio Rank of Cenk is 8484
Sortino Ratio Rank
The Omega Ratio Rank of Cenk is 8888
Omega Ratio Rank
The Calmar Ratio Rank of Cenk is 8787
Calmar Ratio Rank
The Martin Ratio Rank of Cenk is 9090
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CHDVD.SW
iShares Swiss Dividend ETF (CH)		1.371.661.261.684.14
VT
0.550.741.110.462.03
BATS.L
British American Tobacco plc		2.442.741.423.9110.07
MAIN
0.591.231.180.832.95
SCHD
0.080.121.020.010.02
MO
2.323.091.403.838.97
MSTY
1.672.171.282.826.82
NOVO-B.CO
-1.08-1.630.78-0.81-1.49
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		0.350.481.060.300.81
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)		0.630.791.110.502.12
VWRL.AS
0.610.781.110.482.16
JEPI
JPMorgan Equity Premium Income ETF		0.390.591.090.361.57
SCHG
0.490.731.100.431.44
O
0.520.771.100.450.93
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		0.390.591.090.321.15
L100.L
0.750.891.130.732.51
0QNM.L
Adecco Group AG Class N		-0.63-1.130.86-0.70-1.15
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		1.231.541.211.374.00
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		1.021.391.211.416.19
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		0.410.511.070.260.65
SELD.DE
1.451.731.241.724.96
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		0.830.971.140.752.88
MRK
-1.51-2.160.71-0.97-1.76
VWCE.DE
0.610.781.110.472.15
JAAA
Janus Henderson AAA CLO ETF		3.274.062.223.8426.44
VPU
0.921.231.161.373.41
OXLC
0.540.581.100.521.70
PFE
-0.65-0.910.90-0.59-1.27
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		0.400.321.040.170.43
PM
3.134.341.667.0721.32
EUDV
ProShares MSCI Europe Dividend Growers ETF		0.610.811.110.551.28
CVX
Chevron Corporation		-0.50-0.490.93-0.58-1.44
ARCC
Ares Capital Corporation		0.490.711.110.451.80
IDVY.L
iShares EURO Dividend UCITS		1.481.821.251.904.23
NDIA
0.250.301.040.110.22
IAUM
iShares Gold Trust Micro ETF of Benef Interest		2.382.981.394.6512.15
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		1.091.541.201.376.28
XDWU.DE
0.981.181.171.283.22
SPICHA.SW
0.911.101.160.922.20

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Cenk Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 1.51
  • All Time: 1.75

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Cenk compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Cenk provided a 9.01% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio9.01%7.93%3.97%3.82%3.04%3.26%2.94%3.30%2.73%2.70%2.90%2.47%
Portfolio components:
CHDVD.SW
iShares Swiss Dividend ETF (CH)		3.55%3.32%3.48%3.48%2.92%3.07%3.25%3.83%3.50%2.70%3.13%0.34%
VT
1.90%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
BATS.L
British American Tobacco plc		7.55%8.18%10.06%6.64%7.89%7.77%6.28%7.81%4.35%3.37%3.98%4.14%
MAIN
7.86%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%
SCHD
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
MO
6.80%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
MSTY
128.59%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NOVO-B.CO
2.57%1.59%1.01%1.19%1.27%2.02%2.11%2.64%2.27%3.69%1.25%1.73%
EUN1.DE
iShares STOXX Europe 50 UCITS ETF		2.49%2.62%2.55%2.61%2.22%2.41%2.94%3.53%3.22%3.28%3.05%2.79%
IWDA.L
iShares Core MSCI World UCITS ETF USD (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%
VWRL.AS
1.64%1.47%1.74%2.10%1.43%1.56%1.89%2.24%1.93%1.95%2.03%2.06%
JEPI
JPMorgan Equity Premium Income ETF		8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
0.44%0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%
O
5.60%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.50%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
L100.L
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
0QNM.L
Adecco Group AG Class N		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DXSA.DE
Xtrackers Euro Stoxx Quality Dividend UCITS ETF 1D		4.36%5.39%4.32%4.62%5.73%5.96%2.34%4.64%3.00%2.93%0.14%4.39%
JGPI.DE
JPMorgan Global Equity Premium Income UCITS ETF		6.93%6.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FWRAX
Fidelity Advisor Global Real Estate Fund Class A		2.33%2.39%2.33%0.94%1.17%1.29%2.05%1.63%1.35%0.80%0.00%0.00%
SELD.DE
5.36%6.46%0.00%7.70%4.52%5.09%5.34%5.60%4.75%5.20%5.48%5.78%
ISPA.DE
iShares STOXX Global Select Dividend 100 UCITS ETF (DE)		4.88%4.89%5.91%6.92%3.32%4.04%4.02%3.37%5.66%3.64%4.35%3.36%
MRK
4.16%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%
VWCE.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JAAA
Janus Henderson AAA CLO ETF		6.05%6.35%6.11%2.77%1.21%0.26%0.00%0.00%0.00%0.00%0.00%0.00%
VPU
2.92%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
OXLC
22.18%20.12%18.83%17.75%10.58%22.51%19.85%16.70%17.91%22.84%24.10%16.72%
PFE
7.63%6.33%5.70%3.12%2.64%3.92%3.68%3.12%3.53%3.69%3.47%3.34%
EUNY.DE
iShares Emerging Markets Dividend UCITS ETF		8.31%7.72%8.05%9.56%6.35%5.08%5.57%5.65%4.09%4.35%6.38%4.69%
PM
3.15%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%
EUDV
ProShares MSCI Europe Dividend Growers ETF		1.80%1.92%1.87%1.77%2.31%1.27%2.20%2.22%2.33%2.53%0.37%0.00%
CVX
Chevron Corporation		4.77%4.50%4.05%3.16%4.52%6.11%3.95%4.12%3.45%3.64%4.76%3.75%
ARCC
Ares Capital Corporation		9.12%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
IDVY.L
iShares EURO Dividend UCITS		5.71%7.04%6.70%5.92%4.40%3.97%5.68%5.34%4.40%4.63%10.91%9.80%
NDIA
3.64%3.66%0.28%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAUM
iShares Gold Trust Micro ETF of Benef Interest		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HYSA
Bondbloxx USD High Yield Bond Sector Rotation ETF		6.96%7.00%8.00%4.88%2.83%3.21%4.72%5.03%4.75%4.36%4.36%4.41%
XDWU.DE
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPICHA.SW
3.92%2.70%2.73%2.59%2.01%2.37%2.20%2.62%2.17%2.19%2.87%1.45%

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 Cenk. 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 Cenk was 10.73%, occurring on Apr 7, 2025. Recovery took 18 trading sessions.

The current Cenk drawdown is 0.48%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.73%Mar 20, 202513Apr 7, 202518May 2, 202531
-5.89%Dec 9, 202424Jan 13, 202523Feb 13, 202547
-5.42%Apr 1, 202413Apr 17, 202418May 13, 202431
-4.92%Aug 1, 20243Aug 5, 202410Aug 19, 202413
-2.51%Sep 3, 20244Sep 6, 20249Sep 19, 202413

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 39 assets, with an effective number of assets of 23.42, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCMRKJAAANOVO-B.COCVXIAUMMOPMOPFEBATS.LMSTYOXLCNDIA0QNM.LMAINVPUARCCHYSAXDWU.DESCHGJGPI.DEJEPQCHDVD.SWEUNY.DESPICHA.SWSCHDIWDA.LIDVY.LDXSA.DEJEPIFWRAXVWCE.DEVWRL.ASSELD.DEEUN1.DEISPA.DEEUDVL100.LVTPortfolio
^GSPC1.000.030.190.220.190.120.030.090.130.200.050.430.450.400.100.470.300.460.480.110.940.180.940.140.320.210.550.540.220.250.790.540.550.560.290.380.320.590.380.950.60
MRK0.031.000.070.090.14-0.030.320.220.270.370.13-0.110.000.080.010.040.210.01-0.050.12-0.070.04-0.060.15-0.040.120.27-0.120.070.030.180.21-0.11-0.110.040.040.040.190.080.030.06
JAAA0.190.071.000.090.09-0.030.120.070.120.080.070.070.300.140.100.150.190.220.190.090.150.020.16-0.000.160.040.180.120.050.100.200.200.120.110.080.110.110.070.120.190.14
NOVO-B.CO0.220.090.091.00-0.020.10-0.010.040.030.040.030.000.060.090.110.130.050.030.200.010.200.150.190.200.150.270.140.240.110.140.240.190.270.270.160.420.150.230.230.230.31
CVX0.190.140.09-0.021.000.130.220.090.150.180.070.090.100.110.110.250.270.320.150.110.060.100.100.110.170.110.540.070.170.170.350.190.060.060.190.130.250.160.230.230.21
IAUM0.12-0.03-0.030.100.131.00-0.050.050.110.060.080.130.070.210.070.110.170.170.070.280.110.250.110.220.340.230.070.150.170.170.100.220.260.270.230.260.260.280.270.220.28
MO0.030.320.12-0.010.22-0.051.000.560.400.330.470.010.080.080.080.060.400.120.060.33-0.120.22-0.090.190.080.120.45-0.060.110.090.260.29-0.05-0.050.080.030.110.160.120.050.24
PM0.090.220.070.040.090.050.561.000.380.320.340.020.090.060.030.110.430.140.090.35-0.020.270.010.180.090.160.360.010.150.150.320.340.050.040.140.120.150.260.150.120.25
O0.130.270.120.030.150.110.400.381.000.370.230.040.130.110.150.240.500.240.140.36-0.050.23-0.000.250.080.210.47-0.010.170.130.350.630.000.000.160.080.200.290.190.170.31
PFE0.200.370.080.040.180.060.330.320.371.000.240.080.190.160.130.240.300.240.190.170.070.140.100.280.110.280.510.030.180.170.380.430.060.060.180.150.200.370.200.250.31
BATS.L0.050.130.070.030.070.080.470.340.230.241.000.010.130.130.230.010.260.010.150.46-0.020.350.010.400.290.320.190.120.380.320.160.260.180.170.360.300.360.360.440.130.37
MSTY0.43-0.110.070.000.090.130.010.020.040.080.011.000.210.260.130.260.140.300.330.070.450.120.430.010.230.080.250.300.200.220.340.270.330.330.250.220.270.300.210.460.64
OXLC0.450.000.300.060.100.070.080.090.130.190.130.211.000.250.050.310.190.360.340.090.420.110.420.120.200.140.320.290.160.170.390.330.280.280.180.210.190.310.240.450.35
NDIA0.400.080.140.090.110.210.080.060.110.160.130.260.251.000.130.300.210.280.310.170.360.190.370.190.280.200.300.210.210.210.360.300.290.300.270.250.270.430.270.450.40
0QNM.L0.100.010.100.110.110.070.080.030.150.130.230.130.050.131.000.090.040.170.190.230.050.260.080.390.440.460.180.410.560.580.110.220.450.450.580.510.550.270.510.220.43
MAIN0.470.040.150.130.250.110.060.110.240.240.010.260.310.300.091.000.370.730.290.150.390.140.400.060.190.100.440.230.180.210.470.420.290.280.250.230.250.330.220.520.45
VPU0.300.210.190.050.270.170.400.430.500.300.260.140.190.210.040.371.000.350.240.630.120.220.170.190.200.170.520.070.160.140.500.530.100.110.190.140.270.340.270.340.37
ARCC0.460.010.220.030.320.170.120.140.240.240.010.300.360.280.170.730.351.000.270.150.360.150.380.120.260.170.500.210.200.240.480.400.290.290.250.250.270.370.270.510.45
HYSA0.48-0.050.190.200.150.070.060.090.140.190.150.330.340.310.190.290.240.271.000.130.450.150.450.180.300.220.360.350.250.280.420.400.370.370.300.310.310.370.320.520.46
XDWU.DE0.110.120.090.010.110.280.330.350.360.170.460.070.090.170.230.150.630.150.131.00-0.020.550.010.470.370.410.300.250.390.390.250.370.350.340.430.380.510.360.480.200.41
SCHG0.94-0.070.150.200.060.11-0.12-0.02-0.050.07-0.020.450.420.360.050.390.120.360.45-0.021.000.060.970.040.270.120.310.510.140.180.600.370.510.520.210.310.220.480.280.860.50
JGPI.DE0.180.040.020.150.100.250.220.270.230.140.350.120.110.190.260.140.220.150.150.550.061.000.100.560.350.520.310.380.450.470.320.330.500.490.500.530.540.420.490.270.50
JEPQ0.94-0.060.160.190.100.11-0.090.01-0.000.100.010.430.420.370.080.400.170.380.450.010.970.101.000.080.310.160.370.520.170.200.660.410.520.530.240.340.260.510.330.890.52
CHDVD.SW0.140.15-0.000.200.110.220.190.180.250.280.400.010.120.190.390.060.190.120.180.470.040.560.081.000.410.900.300.410.610.590.240.360.460.460.620.680.590.620.630.260.54
EUNY.DE0.32-0.040.160.150.170.340.080.090.080.110.290.230.200.280.440.190.200.260.300.370.270.350.310.411.000.480.240.540.560.590.250.310.650.650.650.630.730.440.650.460.53
SPICHA.SW0.210.120.040.270.110.230.120.160.210.280.320.080.140.200.460.100.170.170.220.410.120.520.160.900.481.000.300.510.650.670.300.390.550.550.690.780.650.650.710.350.61
SCHD0.550.270.180.140.540.070.450.360.470.510.190.250.320.300.180.440.520.500.360.300.310.310.370.300.240.301.000.280.280.290.790.660.310.310.310.310.390.520.380.600.56
IWDA.L0.54-0.120.120.240.070.15-0.060.01-0.010.030.120.300.290.210.410.230.070.210.350.250.510.380.520.410.540.510.281.000.500.550.410.360.920.920.570.680.620.460.630.590.61
IDVY.L0.220.070.050.110.170.170.110.150.170.180.380.200.160.210.560.180.160.200.250.390.140.450.170.610.560.650.280.501.000.930.220.360.540.540.920.770.810.560.750.390.62
DXSA.DE0.250.030.100.140.170.170.090.150.130.170.320.220.170.210.580.210.140.240.280.390.180.470.200.590.590.670.290.550.931.000.240.370.620.620.930.820.840.550.760.420.64
JEPI0.790.180.200.240.350.100.260.320.350.380.160.340.390.360.110.470.500.480.420.250.600.320.660.240.250.300.790.410.220.241.000.680.430.440.280.360.340.600.400.790.61
FWRAX0.540.210.200.190.190.220.290.340.630.430.260.270.330.300.220.420.530.400.400.370.370.330.410.360.310.390.660.360.360.370.681.000.370.370.410.380.440.610.470.620.61
VWCE.DE0.55-0.110.120.270.060.26-0.050.050.000.060.180.330.280.290.450.290.100.290.370.350.510.500.520.460.650.550.310.920.540.620.430.371.000.990.650.760.720.510.690.640.67
VWRL.AS0.56-0.110.110.270.060.27-0.050.040.000.060.170.330.280.300.450.280.110.290.370.340.520.490.530.460.650.550.310.920.540.620.440.370.991.000.650.750.720.510.690.640.68
SELD.DE0.290.040.080.160.190.230.080.140.160.180.360.250.180.270.580.250.190.250.300.430.210.500.240.620.650.690.310.570.920.930.280.410.650.651.000.830.900.590.810.470.69
EUN1.DE0.380.040.110.420.130.260.030.120.080.150.300.220.210.250.510.230.140.250.310.380.310.530.340.680.630.780.310.680.770.820.360.380.760.750.831.000.790.670.840.540.72
ISPA.DE0.320.040.110.150.250.260.110.150.200.200.360.270.190.270.550.250.270.270.310.510.220.540.260.590.730.650.390.620.810.840.340.440.720.720.900.791.000.570.810.500.69
EUDV0.590.190.070.230.160.280.160.260.290.370.360.300.310.430.270.330.340.370.370.360.480.420.510.620.440.650.520.460.560.550.600.610.510.510.590.670.571.000.690.710.72
L100.L0.380.080.120.230.230.270.120.150.190.200.440.210.240.270.510.220.270.270.320.480.280.490.330.630.650.710.380.630.750.760.400.470.690.690.810.840.810.691.000.550.70
VT0.950.030.190.230.230.220.050.120.170.250.130.460.450.450.220.520.340.510.520.200.860.270.890.260.460.350.600.590.390.420.790.620.640.640.470.540.500.710.551.000.72
Portfolio0.600.060.140.310.210.280.240.250.310.310.370.640.350.400.430.450.370.450.460.410.500.500.520.540.530.610.560.610.620.640.610.610.670.680.690.720.690.720.700.721.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2024