ESA World Tech
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | Large Cap Blend Equities | 50% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | Technology Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ESA World Tech, 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 Mar 24, 2016, corresponding to the inception date of XDWT.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| ESA World Tech | 29.20% | 1.83% | 15.01% | 37.77% | 19.11% | N/A |
| Portfolio components: | ||||||
CSP1.L iShares Core S&P 500 UCITS ETF | 26.47% | 2.43% | 13.67% | 34.40% | 15.49% | 15.38% |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 31.79% | 1.24% | 16.20% | 40.99% | 22.49% | N/A |
Monthly Returns
The table below presents the monthly returns of ESA World Tech, 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 | 2.96% | 4.76% | 2.84% | -3.85% | 4.37% | 8.52% | -1.43% | 1.10% | 2.48% | -0.12% | 29.20% | ||
| 2023 | 7.59% | -0.61% | 6.07% | 0.94% | 4.94% | 6.17% | 2.94% | -1.29% | -5.55% | -2.45% | 11.28% | 5.41% | 40.07% |
| 2022 | -8.87% | -2.45% | 4.57% | -9.41% | -3.28% | -8.69% | 9.89% | -3.67% | -8.73% | 5.27% | 2.54% | -4.14% | -25.65% |
| 2021 | -0.12% | 1.87% | 2.27% | 5.43% | -0.05% | 4.29% | 2.84% | 3.65% | -4.35% | 5.86% | 1.74% | 4.04% | 30.63% |
| 2020 | 2.19% | -9.42% | -7.62% | 10.82% | 5.11% | 4.96% | 5.19% | 9.81% | -3.49% | -4.18% | 10.53% | 5.62% | 30.35% |
| 2019 | 7.44% | 5.09% | 2.88% | 4.84% | -6.27% | 6.79% | 3.56% | -3.51% | 2.30% | 2.70% | 4.98% | 3.27% | 38.72% |
| 2018 | 5.92% | -1.20% | -4.49% | 1.71% | 3.64% | 0.41% | 2.19% | 4.58% | 0.23% | -7.74% | -0.91% | -7.63% | -4.31% |
| 2017 | 1.92% | 4.66% | 1.65% | 1.44% | 2.88% | -0.52% | 3.05% | 1.36% | 1.37% | 4.98% | 1.95% | 1.42% | 29.39% |
| 2016 | 0.81% | -1.46% | 3.47% | -1.43% | 6.44% | 1.01% | 1.23% | -0.76% | 1.66% | 2.06% | 13.53% |
Expense Ratio
ESA World Tech has an expense ratio of 0.16%, 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 ESA World Tech is 43, 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 | |
|---|---|---|---|---|---|
CSP1.L iShares Core S&P 500 UCITS ETF | 3.08 | 4.25 | 1.59 | 4.56 | 19.46 |
XDWT.L Xtrackers MSCI World Information Technology UCITS ETF 1C | 1.98 | 2.60 | 1.35 | 2.64 | 9.34 |
Dividends
Dividend yield
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 ESA World Tech. 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 ESA World Tech was 32.65%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.
The current ESA World Tech drawdown is 0.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.65% | Feb 18, 2020 | 25 | Mar 23, 2020 | 71 | Jul 6, 2020 | 96 |
| -30.56% | Jan 4, 2022 | 194 | Oct 11, 2022 | 295 | Dec 11, 2023 | 489 |
| -19.98% | Oct 2, 2018 | 60 | Dec 24, 2018 | 75 | Apr 11, 2019 | 135 |
| -11.32% | Jul 15, 2024 | 16 | Aug 5, 2024 | 46 | Oct 9, 2024 | 62 |
| -10.27% | Sep 3, 2020 | 13 | Sep 21, 2020 | 35 | Nov 9, 2020 | 48 |
Volatility
Volatility Chart
The current ESA World Tech volatility is 4.36%, 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
| CSP1.L | XDWT.L | |
|---|---|---|
| CSP1.L | 1.00 | 0.81 |
| XDWT.L | 0.81 | 1.00 |