2025 2
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | Foreign Large Cap Equities | 27% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 9% |
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 47% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | Global Equities, Dividend | 17% |
Performance
Performance Chart
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The earliest data available for this chart is Jan 27, 2014, corresponding to the inception date of DBAW
Returns By Period
As of May 17, 2025, the 2025 2 returned 6.02% Year-To-Date and 9.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| 2025 2 | 6.02% | 8.66% | 6.46% | 13.60% | 14.36% | 9.71% |
| Portfolio components: | ||||||
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 7.21% | 8.52% | 8.22% | 8.98% | 12.12% | 6.70% |
SGLN.L iShares Physical Gold ETC | 22.18% | -3.51% | 24.18% | 32.18% | 12.46% | 9.70% |
SPX5.L SPDR S&P 500 UCITS ETF | 0.56% | 12.21% | 1.45% | 13.24% | 15.97% | 12.22% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 10.04% | 6.42% | 7.33% | 10.54% | 13.15% | 6.19% |
Monthly Returns
The table below presents the monthly returns of 2025 2, 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 | 3.94% | -0.84% | -1.85% | -0.21% | 5.03% | 6.02% | |||||||
| 2024 | 1.13% | 3.32% | 4.15% | -1.75% | 2.70% | 2.66% | 1.67% | 1.43% | 2.57% | -0.19% | 2.68% | -2.06% | 19.68% |
| 2023 | 5.77% | -2.40% | 2.52% | 1.86% | -0.82% | 4.60% | 3.10% | -1.79% | -3.35% | -2.18% | 7.06% | 4.26% | 19.51% |
| 2022 | -3.79% | -1.33% | 2.83% | -5.25% | -0.93% | -6.80% | 4.96% | -2.63% | -6.85% | 4.50% | 6.14% | -2.73% | -12.31% |
| 2021 | 0.16% | 2.16% | 3.43% | 3.34% | 2.21% | 0.47% | 1.08% | 1.99% | -2.92% | 3.85% | -1.05% | 4.00% | 20.13% |
| 2020 | -0.61% | -7.90% | -10.13% | 8.40% | 3.28% | 3.03% | 3.90% | 5.26% | -2.65% | -2.59% | 9.73% | 4.13% | 12.45% |
| 2019 | 6.87% | 2.78% | 1.46% | 2.94% | -4.63% | 5.67% | 1.10% | -1.64% | 2.15% | 1.98% | 2.48% | 2.92% | 26.31% |
| 2018 | 4.08% | -3.31% | -2.59% | 1.94% | 0.05% | -0.20% | 2.63% | 0.64% | 0.58% | -5.75% | 0.93% | -5.83% | -7.14% |
| 2017 | 1.31% | 3.13% | 1.15% | 0.97% | 1.31% | 0.62% | 1.78% | 0.81% | 1.53% | 2.21% | 1.44% | 1.86% | 19.68% |
| 2016 | -4.34% | 0.71% | 4.67% | 0.56% | 0.85% | 0.43% | 3.49% | 0.56% | 0.21% | -0.79% | 1.55% | 2.16% | 10.24% |
| 2015 | -0.79% | 4.02% | -1.04% | 1.54% | 0.53% | -2.46% | 0.71% | -5.46% | -3.69% | 7.50% | -0.44% | -1.71% | -1.89% |
| 2014 | -0.06% | 4.23% | -0.19% | 1.29% | 1.60% | 2.15% | -0.69% | 2.33% | -2.02% | 0.60% | 2.37% | -0.57% | 11.45% |
Expense Ratio
2025 2 has an expense ratio of 0.20%, 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 2025 2 is 73, 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 | |
|---|---|---|---|---|---|
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 0.57 | 0.93 | 1.14 | 0.70 | 3.01 |
SGLN.L iShares Physical Gold ETC | 1.83 | 2.72 | 1.37 | 4.71 | 13.20 |
SPX5.L SPDR S&P 500 UCITS ETF | 0.74 | 1.14 | 1.16 | 0.71 | 2.69 |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 0.67 | 1.14 | 1.17 | 0.88 | 4.17 |
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Dividends
Dividend yield
2025 2 provided a 53.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 53.05% | 49.58% | 58.33% | 69.34% | 46.96% | 67.03% | 83.81% | 81.61% | 112.14% | 71.09% | 81.05% | 69.58% |
| Portfolio components: | ||||||||||||
DBAW Xtrackers MSCI All World ex US Hedged Equity ETF | 1.59% | 1.70% | 3.45% | 13.44% | 2.05% | 2.08% | 2.91% | 2.93% | 2.41% | 1.99% | 5.74% | 7.59% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPX5.L SPDR S&P 500 UCITS ETF | 110.93% | 103.50% | 120.99% | 138.50% | 97.80% | 140.46% | 175.61% | 170.82% | 236.21% | 149.13% | 168.09% | 142.74% |
VHYL.AS Vanguard FTSE All-World High Dividend Yield UCITS ETF - (USD) Distributing | 2.89% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 2025 2. 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 2025 2 was 29.62%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 25, 2020 | 133 |
| -20.38% | Jan 5, 2022 | 199 | Oct 11, 2022 | 199 | Jul 19, 2023 | 398 |
| -15.74% | May 20, 2015 | 190 | Feb 11, 2016 | 129 | Aug 11, 2016 | 319 |
| -14.6% | Jan 30, 2018 | 234 | Dec 24, 2018 | 72 | Apr 5, 2019 | 306 |
| -13.77% | Feb 19, 2025 | 34 | Apr 7, 2025 | 28 | May 16, 2025 | 62 |
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 3.02, 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 | SGLN.L | VHYL.AS | DBAW | SPX5.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.50 | 0.77 | 0.60 | 0.72 |
| SGLN.L | 0.02 | 1.00 | -0.03 | -0.00 | 0.04 | 0.12 |
| VHYL.AS | 0.50 | -0.03 | 1.00 | 0.60 | 0.66 | 0.81 |
| DBAW | 0.77 | -0.00 | 0.60 | 1.00 | 0.54 | 0.77 |
| SPX5.L | 0.60 | 0.04 | 0.66 | 0.54 | 1.00 | 0.91 |
| Portfolio | 0.72 | 0.12 | 0.81 | 0.77 | 0.91 | 1.00 |