Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

qq

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ALAU.L Amundi MSCI Em Latin America	Latin America Equities	5%
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D)	Europe Equities	5%
CEA1.L iShares MSCI EM Asia UCITS ETF (Acc)	Asia Pacific Equities	10%
CNYA iShares MSCI China A ETF	China Equities	2.50%
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)	Government Bonds	34%
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	Technology Equities	5%
IPAC iShares Core MSCI Pacific ETF	Asia Pacific Equities	1%
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD	Large Cap Growth Equities	5%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	20%
VNQ Vanguard Real Estate ETF	REIT	2.50%
XGDU.L Xtrackers IE Physical Gold ETC Securities	Precious Metals	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 27, 2020, corresponding to the inception date of XGDU.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.60%	9.64%	-0.54%	11.47%	15.67%	10.79%
qq	5.24%	5.36%	4.11%	8.55%	5.76%	N/A
Portfolio components:
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)	-1.23%	-1.55%	-2.99%	-2.43%	-9.74%	N/A
SPY SPDR S&P 500 ETF	1.05%	9.83%	0.15%	12.87%	16.88%	12.69%
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD	0.34%	13.07%	1.79%	15.86%	19.07%	N/A
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	-5.80%	18.50%	-1.22%	3.32%	15.08%	N/A
CEA1.L iShares MSCI EM Asia UCITS ETF (Acc)	10.17%	10.93%	8.90%	11.40%	7.54%	5.93%
IPAC iShares Core MSCI Pacific ETF	8.27%	8.02%	7.85%	9.08%	9.22%	5.11%
CNYA iShares MSCI China A ETF	1.25%	5.81%	-2.11%	7.09%	1.77%	N/A
ALAU.L Amundi MSCI Em Latin America	24.21%	12.80%	12.91%	-3.60%	12.82%	N/A
VNQ Vanguard Real Estate ETF	1.15%	4.17%	-2.96%	9.33%	9.22%	5.14%
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D)	18.26%	7.58%	16.69%	10.18%	14.45%	N/A
XGDU.L Xtrackers IE Physical Gold ETC Securities	23.12%	-0.17%	24.84%	34.82%	12.60%	N/A

*Annualized

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
2025	2.28%	0.97%	-0.91%	0.62%	2.20%								5.24%
2024	-1.85%	1.82%	2.69%	-3.53%	2.78%	2.32%	1.68%	2.55%	2.81%	-2.79%	1.67%	-2.99%	7.02%
2023	7.50%	-4.09%	4.47%	0.27%	-0.78%	3.18%	1.95%	-3.34%	-5.48%	-2.89%	8.75%	6.14%	15.43%
2022	-4.13%	-1.11%	-0.11%	-8.09%	-1.21%	-4.80%	3.75%	-3.43%	-8.43%	-0.78%	7.25%	-1.81%	-21.54%
2021	-0.55%	-3.06%	-0.16%	3.40%	1.56%	2.04%	1.41%	0.91%	-3.94%	3.23%	0.22%	1.65%	6.62%
2020				1.47%	1.28%	4.15%	5.95%	1.43%	-2.06%	-1.81%	7.06%	3.50%	22.57%

Expense Ratio

qq 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.

CNYA

iShares MSCI China A ETF

INTL.L

WisdomTree Artificial Intelligence UCITS ETF - USD Acc

NASD.L

Lyxor Nasdaq-100 Ucits ETF Acc USD

CEA1.L

iShares MSCI EM Asia UCITS ETF (Acc)

CE2D.L

Amundi Index MSCI Europe UCITS ETF DR EUR (D)

VNQ

Vanguard Real Estate ETF

XGDU.L

Xtrackers IE Physical Gold ETC Securities

ALAU.L

Amundi MSCI Em Latin America

SPY

SPDR S&P 500 ETF

IPAC

iShares Core MSCI Pacific ETF

DTLA.L

iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of qq is 56, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
DTLA.L iShares USD Treasury Bond 20+yr UCITS ETF USD (Acc)	-0.16	-0.08	0.99	-0.04	-0.25
SPY SPDR S&P 500 ETF	0.63	1.04	1.16	0.69	2.64
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD	0.70	1.00	1.14	0.64	2.08
INTL.L WisdomTree Artificial Intelligence UCITS ETF - USD Acc	0.11	0.34	1.04	0.10	0.29
CEA1.L iShares MSCI EM Asia UCITS ETF (Acc)	0.56	0.91	1.12	0.39	1.60
IPAC iShares Core MSCI Pacific ETF	0.46	0.91	1.13	0.69	2.16
CNYA iShares MSCI China A ETF	0.21	0.53	1.09	0.14	0.35
ALAU.L Amundi MSCI Em Latin America	-0.17	-0.10	0.98	-0.14	-0.33
VNQ Vanguard Real Estate ETF	0.51	0.95	1.13	0.46	1.96
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D)	0.60	1.00	1.13	0.77	2.13
XGDU.L Xtrackers IE Physical Gold ETC Securities	1.99	2.66	1.37	4.38	12.16

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.

qq Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 0.87
5-Year: 0.56
All Time: 0.56

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 0.55 to 1.03, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of qq 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

qq provided a 0.56% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.56%	0.57%	0.65%	0.67%	0.48%	0.55%	0.69%	0.69%	0.52%	0.59%	0.54%	0.64%
Portfolio components:
DTLA.L 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%
SPY SPDR S&P 500 ETF	1.21%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
NASD.L Lyxor Nasdaq-100 Ucits ETF Acc USD	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.66%	0.70%	0.00%	0.00%	0.00%	0.00%
INTL.L 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%
CEA1.L 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%	0.00%	1.71%
IPAC iShares Core MSCI Pacific ETF	3.16%	3.43%	3.16%	2.76%	4.03%	1.68%	3.37%	2.95%	2.98%	2.66%	2.60%	0.96%
CNYA iShares MSCI China A ETF	2.48%	2.51%	4.23%	2.69%	1.11%	1.05%	1.21%	3.92%	0.98%	1.38%	0.00%	0.00%
ALAU.L 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%
VNQ Vanguard Real Estate ETF	4.07%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%
CE2D.L Amundi Index MSCI Europe UCITS ETF DR EUR (D)	2.51%	2.79%	2.74%	2.96%	2.20%	2.07%	3.22%	0.00%	0.00%	0.00%	0.00%	0.00%
XGDU.L 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.

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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 27.28%, occurring on Oct 24, 2022. Recovery took 493 trading sessions.

The current qq drawdown is 0.08%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.28%	Nov 10, 2021	248	Oct 24, 2022	493	Sep 24, 2024	741
-8.18%	Feb 19, 2025	34	Apr 7, 2025	25	May 13, 2025	59
-6.89%	Feb 12, 2021	17	Mar 8, 2021	66	Jun 10, 2021	83
-6.28%	Sep 30, 2024	74	Jan 13, 2025	24	Feb 14, 2025	98
-5.21%	Sep 3, 2020	42	Oct 30, 2020	11	Nov 16, 2020	53

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 11 assets, with an effective number of assets of 5.35, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	DTLA.L	ALAU.L	XGDU.L	CNYA	VNQ	NASD.L	CE2D.L	INTL.L	CEA1.L	SPY	IPAC	Portfolio
^GSPC	1.00	-0.01	0.14	0.06	0.32	0.67	0.54	0.52	0.55	0.46	1.00	0.72	0.67
DTLA.L	-0.01	1.00	0.02	0.24	-0.02	0.14	-0.02	-0.02	-0.02	-0.04	-0.01	0.02	0.48
ALAU.L	0.14	0.02	1.00	0.09	0.10	0.10	0.19	0.25	0.23	0.24	0.14	0.23	0.29
XGDU.L	0.06	0.24	0.09	1.00	0.14	0.13	0.13	0.23	0.16	0.21	0.06	0.19	0.40
CNYA	0.32	-0.02	0.10	0.14	1.00	0.21	0.22	0.32	0.29	0.61	0.32	0.42	0.43
VNQ	0.67	0.14	0.10	0.13	0.21	1.00	0.27	0.41	0.33	0.30	0.67	0.55	0.56
NASD.L	0.54	-0.02	0.19	0.13	0.22	0.27	1.00	0.60	0.84	0.58	0.53	0.43	0.61
CE2D.L	0.52	-0.02	0.25	0.23	0.32	0.41	0.60	1.00	0.66	0.65	0.52	0.63	0.63
INTL.L	0.55	-0.02	0.23	0.16	0.29	0.33	0.84	0.66	1.00	0.68	0.54	0.52	0.66
CEA1.L	0.46	-0.04	0.24	0.21	0.61	0.30	0.58	0.65	0.68	1.00	0.46	0.58	0.65
SPY	1.00	-0.01	0.14	0.06	0.32	0.67	0.53	0.52	0.54	0.46	1.00	0.72	0.67
IPAC	0.72	0.02	0.23	0.19	0.42	0.55	0.43	0.63	0.52	0.58	0.72	1.00	0.66
Portfolio	0.67	0.48	0.29	0.40	0.43	0.56	0.61	0.63	0.66	0.65	0.67	0.66	1.00

The correlation results are calculated based on daily price changes starting from Apr 28, 2020

Performance Analysis

Risk Analysis

Optimization

Factor Model

qq

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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