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75 VWCE - 25 QDVE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

75 VWCE - 25 QDVE

Currency in USD · Last updated May 11, 2025

Asset Allocation

VWCE.DE 75%QDVE.DE 25%EquityEquity
PositionCategory/SectorTarget Weight
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
25%
VWCE.DE
Vanguard FTSE All-World UCITS ETF		Global Equities
75%

Performance

Performance Chart

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Returns By Period

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Monthly Returns

The table below presents the monthly returns of 75 VWCE - 25 QDVE, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

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Expense Ratio

75 VWCE - 25 QDVE has an expense ratio of 0.20%, 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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 75 VWCE - 25 QDVE is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 75 VWCE - 25 QDVE is 4646
Overall Rank
The Sharpe Ratio Rank of 75 VWCE - 25 QDVE is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of 75 VWCE - 25 QDVE is 4444
Sortino Ratio Rank
The Omega Ratio Rank of 75 VWCE - 25 QDVE is 4343
Omega Ratio Rank
The Calmar Ratio Rank of 75 VWCE - 25 QDVE is 4343
Calmar Ratio Rank
The Martin Ratio Rank of 75 VWCE - 25 QDVE is 4949
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.

There isn't enough data available to calculate the Sharpe ratio for 75 VWCE - 25 QDVE. This metric is based on the past 12 months of trading data. Please check back later for updated information.

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Dividends

Dividend yield

75 VWCE - 25 QDVE doesn't pay dividends

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 75 VWCE - 25 QDVE. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The portfolio has not yet recovered.

The current 75 VWCE - 25 QDVE drawdown is 5.32%.

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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 2 assets, with an effective number of assets of 1.60, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.