Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in qq, 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 Apr 27, 2020, corresponding to the inception date of XGDU.L
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
9.48% | 0.78% | 8.03% | 18.44% | N/A | N/A | |
Portfolio components: | ||||||
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 3.97% | 2.73% | 9.62% | 12.00% | -4.23% | N/A |
SPDR S&P 500 ETF | 18.86% | 0.32% | 8.21% | 28.13% | 15.23% | 12.80% |
Lyxor Nasdaq-100 Ucits ETF Acc USD | 15.25% | -0.97% | 7.79% | 29.23% | 20.46% | N/A |
WisdomTree Artificial Intelligence UCITS ETF - USD Acc | -4.42% | -3.73% | -5.12% | 12.76% | 12.87% | N/A |
iShares MSCI EM Asia UCITS ETF (Acc) | 12.15% | -1.93% | 9.15% | 16.51% | 3.53% | 6.14% |
iShares Core MSCI Pacific ETF | 9.22% | 1.02% | 2.52% | 14.19% | 5.70% | 5.42% |
iShares MSCI China A ETF | -7.05% | -5.27% | -10.31% | -11.43% | -1.25% | N/A |
Amundi MSCI Em Latin America | -11.79% | -2.97% | -6.92% | -0.09% | 1.79% | -0.43% |
Vanguard Real Estate ETF | 13.43% | 6.59% | 16.87% | 26.94% | 4.90% | 7.16% |
Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 10.05% | 0.11% | 5.86% | 19.84% | 7.36% | N/A |
Xtrackers IE Physical Gold ETC Securities | 24.34% | 2.72% | 19.21% | 32.93% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of qq, 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 | -1.69% | 1.69% | 2.68% | -3.42% | 2.62% | 2.37% | 1.58% | 2.59% | 9.48% | ||||
2023 | 7.58% | -4.12% | 4.51% | 0.27% | -0.78% | 3.18% | 1.97% | -3.38% | -5.42% | -2.96% | 8.75% | 6.11% | 15.46% |
2022 | -3.91% | -1.14% | -0.19% | -8.00% | -1.31% | -4.91% | 3.97% | -3.68% | -8.40% | -0.64% | 7.32% | -1.96% | -21.50% |
2021 | -0.77% | -2.97% | -0.07% | 3.30% | 1.64% | 1.91% | 1.32% | 1.04% | -3.93% | 3.22% | 0.19% | 1.50% | 6.29% |
2020 | 1.18% | 1.16% | 3.84% | 6.27% | 1.56% | -2.20% | -1.79% | 6.91% | 3.84% | 22.32% |
Expense Ratio
qq has an expense ratio of 0.14%, 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 rank of qq is 67, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc) | 1.11 | 1.68 | 1.20 | 0.35 | 3.21 |
SPDR S&P 500 ETF | 2.69 | 3.60 | 1.50 | 2.85 | 16.51 |
Lyxor Nasdaq-100 Ucits ETF Acc USD | 2.04 | 2.73 | 1.36 | 2.47 | 9.35 |
WisdomTree Artificial Intelligence UCITS ETF - USD Acc | 0.71 | 1.11 | 1.13 | 0.51 | 2.59 |
iShares MSCI EM Asia UCITS ETF (Acc) | 1.27 | 1.91 | 1.22 | 0.52 | 6.62 |
iShares Core MSCI Pacific ETF | 1.26 | 1.77 | 1.22 | 0.97 | 7.00 |
iShares MSCI China A ETF | -0.66 | -0.91 | 0.90 | -0.22 | -1.64 |
Amundi MSCI Em Latin America | 0.22 | 0.47 | 1.05 | 0.22 | 0.47 |
Vanguard Real Estate ETF | 1.93 | 2.74 | 1.35 | 1.01 | 7.63 |
Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 1.79 | 2.60 | 1.31 | 1.77 | 10.10 |
Xtrackers IE Physical Gold ETC Securities | 2.51 | 3.43 | 1.45 | 2.77 | 15.46 |
Dividends
Dividend yield
qq granted a 0.55% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
0.55% | 0.65% | 0.67% | 0.48% | 0.55% | 0.69% | 0.69% | 0.52% | 0.59% | 0.54% | 0.64% | 0.47% | |
Portfolio components: | ||||||||||||
iShares USD Treasury Bond 20+yr 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% |
SPDR S&P 500 ETF | 0.94% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Lyxor Nasdaq-100 Ucits ETF Acc USD | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.66% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WisdomTree Artificial Intelligence 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% |
iShares MSCI EM Asia UCITS ETF (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.71% | 0.00% |
iShares Core MSCI Pacific ETF | 2.98% | 3.16% | 2.76% | 4.03% | 1.68% | 3.37% | 2.95% | 2.98% | 2.66% | 2.60% | 0.96% | 0.00% |
iShares MSCI China A ETF | 4.63% | 4.23% | 2.69% | 1.11% | 1.06% | 1.21% | 3.92% | 0.97% | 1.38% | 0.00% | 0.00% | 0.00% |
Amundi MSCI Em Latin America | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard Real Estate ETF | 3.63% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
Amundi Index MSCI Europe UCITS ETF DR EUR (D) | 2.57% | 2.74% | 2.96% | 2.19% | 2.07% | 3.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Xtrackers IE Physical Gold ETC Securities | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the qq. 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 qq was 27.34%, occurring on Oct 24, 2022. The portfolio has not yet recovered.
The current qq drawdown is 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.34% | Nov 10, 2021 | 248 | Oct 24, 2022 | — | — | — |
-6.88% | Feb 12, 2021 | 17 | Mar 8, 2021 | 64 | Jun 8, 2021 | 81 |
-5.2% | Sep 3, 2020 | 42 | Oct 30, 2020 | 11 | Nov 16, 2020 | 53 |
-4.89% | Sep 3, 2021 | 22 | Oct 4, 2021 | 24 | Nov 5, 2021 | 46 |
-3.09% | Apr 30, 2020 | 5 | May 6, 2020 | 13 | May 26, 2020 | 18 |
Volatility
Volatility Chart
The current qq volatility is 2.14%, 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
DTLA.L | XGDU.L | CNYA | ALAU.L | VNQ | NASD.L | SPY | IPAC | INTL.L | CE2D.L | CEA1.L | |
---|---|---|---|---|---|---|---|---|---|---|---|
DTLA.L | 1.00 | 0.27 | -0.01 | -0.02 | 0.12 | -0.02 | 0.00 | 0.02 | -0.01 | -0.04 | -0.04 |
XGDU.L | 0.27 | 1.00 | 0.14 | 0.23 | 0.13 | 0.15 | 0.06 | 0.18 | 0.17 | 0.23 | 0.21 |
CNYA | -0.01 | 0.14 | 1.00 | 0.24 | 0.23 | 0.23 | 0.35 | 0.43 | 0.31 | 0.33 | 0.62 |
ALAU.L | -0.02 | 0.23 | 0.24 | 1.00 | 0.28 | 0.43 | 0.29 | 0.42 | 0.44 | 0.55 | 0.49 |
VNQ | 0.12 | 0.13 | 0.23 | 0.28 | 1.00 | 0.30 | 0.69 | 0.56 | 0.36 | 0.42 | 0.31 |
NASD.L | -0.02 | 0.15 | 0.23 | 0.43 | 0.30 | 1.00 | 0.53 | 0.45 | 0.82 | 0.61 | 0.59 |
SPY | 0.00 | 0.06 | 0.35 | 0.29 | 0.69 | 0.53 | 1.00 | 0.73 | 0.54 | 0.54 | 0.47 |
IPAC | 0.02 | 0.18 | 0.43 | 0.42 | 0.56 | 0.45 | 0.73 | 1.00 | 0.53 | 0.63 | 0.59 |
INTL.L | -0.01 | 0.17 | 0.31 | 0.44 | 0.36 | 0.82 | 0.54 | 0.53 | 1.00 | 0.68 | 0.70 |
CE2D.L | -0.04 | 0.23 | 0.33 | 0.55 | 0.42 | 0.61 | 0.54 | 0.63 | 0.68 | 1.00 | 0.65 |
CEA1.L | -0.04 | 0.21 | 0.62 | 0.49 | 0.31 | 0.59 | 0.47 | 0.59 | 0.70 | 0.65 | 1.00 |