Global PG
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | Global Equities | 33.35% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 33.35% |
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | Technology Equities | 33.30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Global PG, 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.
The earliest data available for this chart is Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Apr 20, 2025, the Global PG returned -7.10% Year-To-Date and 9.36% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| Global PG | -9.80% | -6.98% | -9.87% | 7.23% | 12.72% | 9.20% |
| Portfolio components: | ||||||
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | -18.35% | -9.36% | -15.60% | 5.52% | 12.67% | 11.98% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | -5.96% | -5.67% | -7.10% | 7.39% | 13.23% | 9.07% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 3.33% | -4.44% | -2.29% | 10.16% | 12.10% | 5.80% |
Monthly Returns
The table below presents the monthly returns of Global PG, 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 | 1.63% | -2.76% | -5.17% | -3.75% | -9.80% | ||||||||
| 2024 | 2.24% | 3.79% | 3.16% | -3.56% | 4.24% | 6.35% | -0.43% | 1.34% | 2.09% | -0.99% | 4.09% | -1.22% | 22.72% |
| 2023 | 8.07% | -2.52% | 6.45% | 2.08% | 1.98% | 6.87% | 3.64% | -12.48% | -4.58% | -2.87% | 10.21% | 5.44% | 21.88% |
| 2022 | -6.36% | -3.07% | 1.74% | -10.51% | -0.62% | -10.44% | 8.39% | -6.13% | -11.15% | 7.76% | 8.95% | -4.40% | -25.36% |
| 2021 | -0.23% | 2.96% | 1.97% | 4.45% | 2.15% | 1.93% | 2.51% | 2.29% | -5.24% | 6.48% | -1.23% | 4.52% | 24.41% |
| 2020 | -0.05% | -9.67% | -12.26% | 10.97% | 4.03% | 5.13% | 7.18% | 8.98% | -4.91% | -4.07% | 14.23% | 6.53% | 24.65% |
| 2019 | 8.43% | 4.64% | 1.54% | 4.28% | -7.40% | 6.95% | -0.58% | -2.67% | 3.15% | 4.96% | 3.62% | 4.65% | 35.17% |
| 2018 | 7.25% | -3.76% | -2.30% | 0.53% | 0.23% | -0.48% | 2.22% | 1.64% | 0.77% | -8.18% | -0.26% | -7.00% | -9.83% |
| 2017 | 3.19% | 2.61% | 2.47% | 2.61% | 2.70% | 0.16% | 3.66% | 0.31% | 2.82% | 3.12% | 2.24% | 1.49% | 31.01% |
| 2016 | -6.80% | -1.02% | 8.54% | -0.19% | 1.43% | -3.90% | 5.08% | 0.83% | 0.76% | -2.87% | 1.23% | 1.72% | 4.02% |
| 2015 | -3.34% | 6.79% | -3.32% | 4.44% | -0.06% | -2.13% | 1.20% | -6.26% | -4.13% | 9.34% | -0.99% | -2.72% | -2.35% |
| 2014 | -0.21% | 1.96% | -1.95% | -0.25% |
Expense Ratio
Global PG has an expense ratio of 0.22%, 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
The current rank of Global PG is 45, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
XXTW.L Xtrackers MSCI World Information Technology UCITS ETF | 0.17 | 0.40 | 1.05 | 0.16 | 0.61 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 0.40 | 0.64 | 1.09 | 0.36 | 1.73 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.59 | 0.87 | 1.13 | 0.65 | 3.03 |
Dividends
Dividend yield
Global PG provided a 1.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.49% | 1.43% | 1.62% | 1.86% | 1.35% | 1.43% | 1.62% | 1.79% | 1.56% | 1.54% | 1.65% | 0.87% |
| Portfolio components: | ||||||||||||
XXTW.L Xtrackers MSCI World Information Technology UCITS 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% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.34% | 1.48% | 1.71% | 1.98% | 1.46% | 1.62% | 1.95% | 2.24% | 1.93% | 1.88% | 2.03% | 0.00% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 3.13% | 2.82% | 3.15% | 3.60% | 2.59% | 2.68% | 2.89% | 3.14% | 2.76% | 2.73% | 2.92% | 2.61% |
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 Global PG. 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 Global PG was 36.02%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Global PG drawdown is 11.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.02% | Feb 17, 2020 | 26 | Mar 23, 2020 | 93 | Aug 3, 2020 | 119 |
| -35.2% | Dec 30, 2021 | 202 | Oct 11, 2022 | 370 | Mar 21, 2024 | 572 |
| -20.02% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -19.83% | Jan 29, 2018 | 235 | Dec 24, 2018 | 89 | May 3, 2019 | 324 |
| -19.65% | May 22, 2015 | 188 | Feb 11, 2016 | 259 | Feb 13, 2017 | 447 |
Volatility
Volatility Chart
The current Global PG volatility is 12.32%, 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
| XXTW.L | VHYL.AS | VEVE.L | |
|---|---|---|---|
| XXTW.L | 1.00 | 0.52 | 0.66 |
| VHYL.AS | 0.52 | 1.00 | 0.85 |
| VEVE.L | 0.66 | 0.85 | 1.00 |