FIRE portfolio ideal
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
4GLD.DE Xetra-Gold ETF | Gold, Precious Metals | 20% |
BNDW Vanguard Total World Bond ETF | Total Bond Market | 6% |
QQQ Invesco QQQ | Large Cap Blend Equities | 9% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | Global Equity Income | 20% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 38% |
ZURN.SW Zurich Insurance Group AG | Financial Services | 7% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| FIRE portfolio ideal | 10.32% | 7.11% | 8.69% | 19.88% | 15.70% | N/A |
| Portfolio components: | ||||||
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 16.12% | 9.32% | 13.07% | 18.45% | 19.51% | N/A |
4GLD.DE Xetra-Gold ETF | 23.90% | -0.26% | 23.40% | 36.83% | 13.23% | 10.46% |
BNDW Vanguard Total World Bond ETF | 1.31% | 0.55% | 1.08% | 5.14% | -0.43% | N/A |
QQQ Invesco QQQ | -0.51% | 11.76% | -0.86% | 15.58% | 18.53% | 17.55% |
ZURN.SW Zurich Insurance Group AG | 20.45% | 5.08% | 20.73% | 42.30% | 24.77% | 13.26% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 2.50% | 10.46% | 0.21% | 10.89% | 14.12% | 11.28% |
Monthly Returns
The table below presents the monthly returns of FIRE portfolio ideal, 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 | 4.29% | 0.94% | 0.69% | 2.23% | 1.81% | 10.32% | |||||||
| 2024 | 0.12% | 2.00% | 4.43% | -1.64% | 3.60% | 1.42% | 2.58% | 2.09% | 3.05% | -0.56% | 2.00% | -2.49% | 17.64% |
| 2023 | 5.94% | -3.02% | 3.58% | 1.98% | -1.02% | 3.29% | 3.14% | -2.13% | -3.35% | -0.51% | 6.84% | 4.50% | 20.26% |
| 2022 | -1.28% | -0.52% | 2.81% | -5.12% | -0.59% | -6.45% | 3.36% | -2.78% | -6.83% | 3.37% | 7.93% | -1.00% | -7.87% |
| 2021 | -0.51% | 0.12% | 2.60% | 3.09% | 2.94% | -1.12% | 1.55% | 1.94% | -3.54% | 3.32% | -1.40% | 3.88% | 13.35% |
| 2020 | 0.40% | -4.92% | -10.06% | 7.01% | 3.25% | 3.59% | 4.72% | 4.84% | -3.18% | -2.91% | 10.14% | 3.93% | 16.08% |
| 2019 | 6.46% | 2.13% | 0.81% | 2.36% | -3.45% | 6.09% | 0.46% | -0.42% | 2.24% | 2.56% | 1.01% | 3.44% | 25.99% |
| 2018 | 1.90% | -3.84% | -0.02% | -3.82% | -5.77% |
Expense Ratio
FIRE portfolio ideal has an expense ratio of 0.18%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 91, FIRE portfolio ideal is among the top 9% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 1.07 | 1.31 | 1.19 | 1.09 | 4.79 |
4GLD.DE Xetra-Gold ETF | 2.08 | 2.59 | 1.34 | 4.17 | 11.13 |
BNDW Vanguard Total World Bond ETF | 1.19 | 1.67 | 1.20 | 0.47 | 4.08 |
QQQ Invesco QQQ | 0.61 | 0.85 | 1.12 | 0.54 | 1.76 |
ZURN.SW Zurich Insurance Group AG | 2.06 | 2.57 | 1.40 | 3.15 | 12.34 |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.69 | 0.85 | 1.12 | 0.52 | 2.25 |
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Dividends
Dividend yield
FIRE portfolio ideal provided a 1.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.54% | 2.09% | 2.10% | 1.73% | 1.85% | 2.02% | 2.34% | 1.99% | 1.44% | 1.30% | 1.32% |
| Portfolio components: | ||||||||||||
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 3.95% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% | 0.00% |
4GLD.DE Xetra-Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BNDW Vanguard Total World Bond ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
ZURN.SW Zurich Insurance Group AG | 4.85% | 4.83% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 5.73% | 6.06% | 6.58% | 5.45% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.58% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.91% | 1.85% | 1.98% | 2.14% |
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 FIRE portfolio ideal. 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 FIRE portfolio ideal was 26.19%, occurring on Mar 23, 2020. Recovery took 87 trading sessions.
The current FIRE portfolio ideal drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.19% | Feb 20, 2020 | 23 | Mar 23, 2020 | 87 | Jul 23, 2020 | 110 |
| -19.06% | Jan 13, 2022 | 193 | Oct 11, 2022 | 173 | Jun 13, 2023 | 366 |
| -10.05% | Sep 24, 2018 | 66 | Dec 24, 2018 | 43 | Feb 25, 2019 | 109 |
| -9.86% | Feb 21, 2025 | 32 | Apr 7, 2025 | 12 | Apr 24, 2025 | 44 |
| -7.56% | Jul 31, 2023 | 48 | Oct 4, 2023 | 37 | Nov 24, 2023 | 85 |
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 6 assets, with an effective number of assets of 4.15, 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
| ^GSPC | BNDW | 4GLD.DE | ZURN.SW | QQQ | TDIV.AS | VWRL.L | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.07 | 0.31 | 0.92 | 0.41 | 0.65 | 0.67 |
| BNDW | 0.07 | 1.00 | 0.29 | 0.07 | 0.09 | -0.00 | 0.05 | 0.13 |
| 4GLD.DE | 0.07 | 0.29 | 1.00 | 0.09 | 0.06 | 0.23 | 0.12 | 0.40 |
| ZURN.SW | 0.31 | 0.07 | 0.09 | 1.00 | 0.20 | 0.56 | 0.52 | 0.61 |
| QQQ | 0.92 | 0.09 | 0.06 | 0.20 | 1.00 | 0.28 | 0.59 | 0.59 |
| TDIV.AS | 0.41 | -0.00 | 0.23 | 0.56 | 0.28 | 1.00 | 0.64 | 0.78 |
| VWRL.L | 0.65 | 0.05 | 0.12 | 0.52 | 0.59 | 0.64 | 1.00 | 0.90 |
| Portfolio | 0.67 | 0.13 | 0.40 | 0.61 | 0.59 | 0.78 | 0.90 | 1.00 |