2026-02-05 DE ETFs Final

Asset Allocation

Position	Category/Sector	Target Weight
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE)	Financials Equities	25%
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)	Industrials Equities	25%
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	Energy Equities	25%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	Energy Equities	25%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in 2026-02-05 DE ETFs Final, 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.

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Returns By Period

As of Jun 6, 2026, the 2026-02-05 DE ETFs Final returned 28.70% Year-To-Date and 14.48% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-1.86%	2.09%	9.98%	8.60%	21.69%	16.96%	13.01%	13.17%
Portfolio 2026-02-05 DE ETFs Final	-1.20%	5.55%	28.70%	32.37%	67.32%	19.42%	11.99%	14.48%
Portfolio components:
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE)	0.48%	3.46%	7.43%	15.31%	38.89%	42.40%	27.92%	14.23%
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)	-0.99%	5.77%	31.77%	41.02%	81.16%	19.79%	11.63%	16.17%
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	-1.81%	10.35%	39.28%	35.95%	76.09%	5.37%	2.58%	11.71%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	-2.36%	2.58%	37.23%	36.72%	73.80%	8.72%	3.61%	11.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 18, 2008, 2026-02-05 DE ETFs Final's average daily return is +0.03%, while the average monthly return is +0.49%. At this rate, an investment would double in approximately 11.8 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2009 with a return of +25.4%, while the worst month was Oct 2008 at -28.1%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 6 months.

On a daily basis, 2026-02-05 DE ETFs Final closed higher 52% of trading days. The best single day was Oct 13, 2008 with a return of +14.8%, while the worst single day was Mar 12, 2020 at -14.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.03%	4.90%	-6.06%	11.55%	8.38%	-0.92%							28.70%
2025	3.64%	1.98%	-3.23%	-2.14%	8.52%	-0.49%	6.12%	2.84%	6.19%	8.54%	1.13%	3.67%	42.52%
2024	-5.39%	-1.20%	6.14%	2.01%	6.10%	-6.15%	1.99%	-1.71%	4.10%	-4.36%	-0.22%	-2.83%	-2.46%
2023	7.05%	-1.80%	-4.63%	-3.66%	-1.03%	1.92%	2.26%	-7.48%	-1.28%	-8.66%	6.09%	6.86%	-5.77%
2022	-2.81%	3.91%	4.22%	-4.50%	2.59%	-9.77%	10.72%	0.24%	-7.42%	1.51%	8.97%	-4.66%	0.85%
2021	2.96%	1.28%	2.04%	-0.54%	0.91%	0.67%	1.18%	1.84%	-3.52%	9.45%	-4.05%	-1.23%	10.86%

Benchmark Metrics

2026-02-05 DE ETFs Final has an annualized alpha of -1.52%, beta of 0.62, and R2 of 0.23 versus S&P 500 Index. Calculated based on daily prices since January 18, 2008.

This portfolio participated in 105.19% of S&P 500 Index downside but only 70.16% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.62 may look defensive, but with R2 of 0.23 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.23 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: -1.52%

Beta: 0.62

R²: 0.23

Upside Capture: 70.16%

Downside Capture: 105.19%

Expense Ratio

2026-02-05 DE ETFs Final has an expense ratio of 0.55%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

IQQH.DE

iShares Global Clean Energy UCITS ETF USD (Dist)

LYM9.DE

Amundi MSCI New Energy ESG Screened UCITS ETF Dist

EXV1.DE

iShares STOXX Europe 600 Banks UCITS ETF (DE)

EXV6.DE

iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)

Return for Risk

Risk / Return Rank

2026-02-05 DE ETFs Final ranks 93 for risk / return — in the top 93% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 2026-02-05 DE ETFs Final and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	3.63	1.90	+1.73
Sortino ratioReturn per unit of downside risk	4.66	2.48	+2.18
Omega ratioGain probability vs. loss probability	1.60	1.35	+0.25
Calmar ratioReturn relative to maximum drawdown	6.50	3.12	+3.38
Martin ratioReturn relative to average drawdown	24.53	11.62	+12.91
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE)	58	1.85	2.55	1.31	2.55	8.70
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)	90	3.13	3.89	1.49	4.68	18.51
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	92	3.18	4.14	1.50	6.29	19.88
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	95	3.65	4.46	1.59	9.45	31.90

Sharpe Ratio

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.

2026-02-05 DE ETFs Final Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 3.63
5-Year: 0.61
10-Year: 0.70
All Time: 0.14

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 1.64 to 2.53, 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 2026-02-05 DE ETFs Final compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

2026-02-05 DE ETFs Final provided a 1.58% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.58%	1.88%	2.70%	2.53%	3.37%	1.94%	1.41%	3.47%	2.78%	3.47%	2.88%	3.43%
Portfolio components:
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE)	3.59%	3.63%	5.51%	4.53%	6.37%	1.06%	1.52%	4.31%	4.03%	6.01%	3.49%	3.41%
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE)	1.47%	1.95%	3.23%	3.57%	6.02%	5.17%	2.86%	5.56%	3.12%	2.14%	1.80%	5.20%
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist)	0.94%	1.53%	1.32%	1.23%	0.83%	1.23%	0.56%	2.89%	3.30%	4.82%	4.72%	2.86%
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist	0.31%	0.42%	0.74%	0.78%	0.25%	0.31%	0.70%	1.12%	0.67%	0.89%	1.50%	2.23%

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 2026-02-05 DE ETFs Final. 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 2026-02-05 DE ETFs Final was 69.15%, occurring on Mar 9, 2009. Recovery took 2998 trading sessions.

The current 2026-02-05 DE ETFs Final drawdown is 2.47%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-69.15%Mar 2009	9mo 23d	11y 10mo	12y 7moMay 2008 - Jan 2021
2025 selloff2025	-24.63%Apr 2025	2y 2mo	4mo 11d	2y 6moFeb 2023 - Aug 2025
Bear market2022	-15.98%Jul 2022	3mo	1mo 8d	4mo 8dApr 2022 - Aug 2022
Bear market2022	-14.72%Oct 2022	1mo 26d	3mo 7d	5mo 3dAug 2022 - Jan 2023
Financial crisis2007–2009	-12.95%Mar 2008	1mo 29d	21d	2mo 20dJan 2008 - Apr 2008

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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.23	1.21	1.23	1.20	1.17

The portfolio has a diversification ratio of 1.17, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

2026-02-05 DE ETFs Final correlation to the S&P 500 Index

2026-02-05 DE ETFs Final has a 0.53 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.53
Correlation (3Y) Calculated over the trailing 3-year period	0.33
Correlation (5Y) Calculated over the trailing 5-year period	0.35
Correlation (10Y) Calculated over the trailing 10-year period	0.42
Correlation (All Time) Calculated using the full available price history since Jan 18, 2008	0.45

Benchmark Correlations

Correlation vs. S&P 500 Index. LYM9.DE has the highest benchmark correlation at 0.43, while EXV6.DE has the lowest at 0.34.

0.34

0.37

0.38

0.43

Portfolio Correlations

Correlation vs. 2026-02-05 DE ETFs Final. LYM9.DE has the highest portfolio correlation at 0.85, while EXV1.DE has the lowest at 0.77.

0.77

0.82

0.83

0.85

Asset Correlations Table

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

	EXV1.DE	EXV6.DE	IQQH.DE	LYM9.DE
EXV1.DE	1.00	0.59	0.48	0.54
EXV6.DE	0.59	1.00	0.53	0.57
IQQH.DE	0.48	0.53	1.00	0.80
LYM9.DE	0.54	0.57	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jan 18, 2008

Diversification Analysis

Find what 2026-02-05 DE ETFs Final is missing

See which holdings overlap, where 2026-02-05 DE ETFs Final is concentrated, and which low-correlation assets could fill the gaps.

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