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.AS Vanguard FTSE All-World UCITS ETF | Global Equities | 38% |
ZURN.SW Zurich Insurance Group AG | Financial Services | 7% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FIRE portfolio ideal, 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 month.
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 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| FIRE portfolio ideal | 5.38% | -1.44% | 3.16% | 18.39% | 15.15% | N/A |
| Portfolio components: | ||||||
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 11.11% | -4.46% | 6.25% | 18.62% | 18.96% | N/A |
VWRL.AS Vanguard FTSE All-World UCITS ETF | -5.00% | -5.23% | -6.52% | 8.13% | 13.01% | 7.32% |
4GLD.DE Xetra-Gold ETF | 26.16% | 9.23% | 21.11% | 37.81% | 14.12% | 10.03% |
BNDW Vanguard Total World Bond ETF | 1.58% | 0.39% | 0.71% | 6.21% | -0.34% | N/A |
QQQ Invesco QQQ | -13.00% | -7.50% | -9.91% | 7.76% | 17.02% | 16.03% |
ZURN.SW Zurich Insurance Group AG | 20.59% | 3.92% | 17.91% | 45.92% | 23.26% | 12.80% |
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 | 4.44% | 0.90% | 0.92% | -0.90% | 5.38% | ||||||||
| 2024 | 0.35% | 2.00% | 4.37% | -1.63% | 3.51% | 1.42% | 2.58% | 2.06% | 3.29% | -0.61% | 1.98% | -2.46% | 17.94% |
| 2023 | 6.17% | -2.87% | 3.42% | 1.91% | -1.00% | 3.24% | 3.09% | -2.14% | -3.32% | -0.52% | 6.84% | 4.26% | 20.06% |
| 2022 | -1.37% | -0.50% | 2.71% | -5.09% | -0.46% | -6.52% | 3.36% | -2.72% | -6.98% | 3.46% | 7.76% | -1.14% | -8.25% |
| 2021 | -0.41% | 0.16% | 2.35% | 3.26% | 2.89% | -1.17% | 1.59% | 1.85% | -3.50% | 3.37% | -1.41% | 3.80% | 13.24% |
| 2020 | 0.66% | -6.20% | -8.30% | 6.49% | 2.68% | 3.93% | 4.92% | 4.77% | -3.30% | -2.53% | 9.42% | 4.25% | 16.29% |
| 2019 | 5.68% | 2.16% | 0.86% | 2.34% | -3.67% | 6.25% | 0.24% | -0.09% | 1.81% | 2.56% | 1.09% | 2.97% | 24.18% |
| 2018 | 1.75% | -4.43% | 0.51% | -3.24% | -5.42% |
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 92, FIRE portfolio ideal is among the top 8% 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 | 1.01 | 1.36 | 1.20 | 1.14 | 5.06 |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 0.35 | 0.59 | 1.09 | 0.34 | 1.69 |
4GLD.DE Xetra-Gold ETF | 2.62 | 3.46 | 1.45 | 5.17 | 14.07 |
BNDW Vanguard Total World Bond ETF | 1.52 | 2.25 | 1.27 | 0.60 | 5.42 |
QQQ Invesco QQQ | 0.15 | 0.38 | 1.05 | 0.16 | 0.59 |
ZURN.SW Zurich Insurance Group AG | 2.50 | 3.26 | 1.52 | 4.05 | 16.04 |
Dividends
Dividend yield
FIRE portfolio ideal provided a 2.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.17% | 2.02% | 2.32% | 2.25% | 1.88% | 1.94% | 2.18% | 2.45% | 2.00% | 1.48% | 1.32% | 1.29% |
| Portfolio components: | ||||||||||||
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.23% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% | 0.00% |
VWRL.AS Vanguard FTSE All-World UCITS ETF | 1.77% | 1.47% | 1.74% | 2.10% | 1.43% | 1.56% | 1.89% | 2.24% | 1.93% | 1.95% | 2.03% | 2.06% |
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 | 3.97% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.67% | 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 | 5.00% | 4.83% | 5.46% | 4.97% | 5.00% | 5.35% | 4.78% | 6.14% | 5.73% | 6.06% | 6.58% | 5.45% |
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 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 26.76%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.
The current FIRE portfolio ideal drawdown is 2.25%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.76% | Feb 20, 2020 | 23 | Mar 23, 2020 | 91 | Jul 29, 2020 | 114 |
| -19.14% | Jan 13, 2022 | 194 | Oct 12, 2022 | 173 | Jun 14, 2023 | 367 |
| -10.63% | Sep 24, 2018 | 66 | Dec 24, 2018 | 43 | Feb 25, 2019 | 109 |
| -9.89% | Mar 26, 2025 | 9 | Apr 7, 2025 | — | — | — |
| -7.56% | Jul 31, 2023 | 47 | Oct 3, 2023 | 38 | Nov 24, 2023 | 85 |
Volatility
Volatility Chart
The current FIRE portfolio ideal volatility is 8.67%, 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
| BNDW | 4GLD.DE | QQQ | ZURN.SW | TDIV.AS | VWRL.AS | |
|---|---|---|---|---|---|---|
| BNDW | 1.00 | 0.31 | 0.09 | 0.06 | -0.00 | 0.05 |
| 4GLD.DE | 0.31 | 1.00 | 0.07 | 0.10 | 0.17 | 0.16 |
| QQQ | 0.09 | 0.07 | 1.00 | 0.20 | 0.34 | 0.57 |
| ZURN.SW | 0.06 | 0.10 | 0.20 | 1.00 | 0.67 | 0.56 |
| TDIV.AS | -0.00 | 0.17 | 0.34 | 0.67 | 1.00 | 0.80 |
| VWRL.AS | 0.05 | 0.16 | 0.57 | 0.56 | 0.80 | 1.00 |