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% |
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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The earliest data available for this chart is Jan 17, 2008, corresponding to the inception date of LYM9.DE
Returns By Period
As of Apr 2, 2026, the 2026-02-05 DE ETFs Final returned 10.13% Year-To-Date and 13.20% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.56% | -2.80% | -2.10% | -0.42% | 8.95% | 14.67% | 10.82% | 12.14% |
Portfolio 2026-02-05 DE ETFs Final | -0.89% | 0.96% | 10.13% | 22.85% | 51.65% | 13.21% | 8.48% | 13.20% |
| Portfolio components: | ||||||||
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | -1.21% | 0.25% | -3.24% | 11.20% | 36.47% | 39.61% | 27.60% | 13.68% |
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) | -0.91% | -1.64% | 14.37% | 36.51% | 55.77% | 12.72% | 10.22% | 15.48% |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | -0.90% | 3.34% | 11.31% | 16.91% | 50.02% | -2.92% | -4.24% | 9.26% |
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist | -0.54% | 1.84% | 17.98% | 26.61% | 62.49% | 3.32% | -0.93% | 9.81% |
Monthly Returns
Based on dividend-adjusted daily data since Jan 18, 2008, 2026-02-05 DE ETFs Final's average daily return is +0.02%, while the average monthly return is +0.42%. At this rate, your investment would double in approximately 13.8 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% | 2.50% | 10.13% | ||||||||
| 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 -1.85%, beta of 0.61, 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 69.20% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.61 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
- -1.85%
- Beta
- 0.61
- R²
- 0.23
- Upside Capture
- 69.20%
- 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.
Return for Risk
Risk / Return Rank
2026-02-05 DE ETFs Final ranks 94 for risk / return — in the top 94% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.56 | 0.43 | +2.13 |
Sortino ratioReturn per unit of downside risk | 3.12 | 0.73 | +2.39 |
Omega ratioGain probability vs. loss probability | 1.46 | 1.12 | +0.34 |
Calmar ratioReturn relative to maximum drawdown | 5.46 | 0.65 | +4.81 |
Martin ratioReturn relative to average drawdown | 20.66 | 2.68 | +17.97 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
EXV1.DE iShares STOXX Europe 600 Banks UCITS ETF (DE) | 76 | 1.48 | 1.92 | 1.27 | 2.81 | 10.30 |
EXV6.DE iShares STOXX Europe 600 Basic Resources UCITS ETF (DE) | 90 | 2.09 | 2.65 | 1.36 | 3.70 | 15.49 |
IQQH.DE iShares Global Clean Energy UCITS ETF USD (Dist) | 90 | 2.10 | 2.81 | 1.36 | 4.13 | 12.80 |
LYM9.DE Amundi MSCI New Energy ESG Screened UCITS ETF Dist | 97 | 2.93 | 3.52 | 1.50 | 8.62 | 29.82 |
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Dividends
Dividend yield
2026-02-05 DE ETFs Final provided a 1.86% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.86% | 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) | 4.01% | 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) | 1.72% | 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) | 1.37% | 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 | 0.36% | 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 5.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.15% | May 20, 2008 | 205 | Mar 9, 2009 | 2998 | Jan 6, 2021 | 3203 |
| -24.63% | Feb 3, 2023 | 556 | Apr 9, 2025 | 90 | Aug 18, 2025 | 646 |
| -15.98% | Apr 6, 2022 | 63 | Jul 5, 2022 | 28 | Aug 12, 2022 | 91 |
| -14.72% | Aug 17, 2022 | 41 | Oct 12, 2022 | 68 | Jan 17, 2023 | 109 |
| -12.95% | Jan 18, 2008 | 42 | Mar 17, 2008 | 13 | Apr 7, 2008 | 55 |
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. 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.
Asset Correlations Table
| Benchmark | EXV1.DE | EXV6.DE | IQQH.DE | LYM9.DE | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.38 | 0.34 | 0.37 | 0.43 | 0.44 |
| EXV1.DE | 0.38 | 1.00 | 0.59 | 0.48 | 0.54 | 0.77 |
| EXV6.DE | 0.34 | 0.59 | 1.00 | 0.53 | 0.57 | 0.82 |
| IQQH.DE | 0.37 | 0.48 | 0.53 | 1.00 | 0.80 | 0.83 |
| LYM9.DE | 0.43 | 0.54 | 0.57 | 0.80 | 1.00 | 0.85 |
| Portfolio | 0.44 | 0.77 | 0.82 | 0.83 | 0.85 | 1.00 |