Global Large-Cap Blend Equity
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | Global Equities | 50% |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | Global Equities | 50% |
Performance
Performance Chart
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The earliest data available for this chart is Jun 30, 2022, corresponding to the inception date of XWD1.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Global Large-Cap Blend Equity | 0.15% | 9.13% | -1.12% | 10.29% | N/A | N/A |
| Portfolio components: | ||||||
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.09% | 9.19% | -1.21% | 10.07% | 14.34% | 9.51% |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 0.21% | 9.07% | -1.02% | 10.52% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Global Large-Cap Blend Equity, 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 | 3.87% | -2.40% | -4.37% | 0.90% | 2.39% | 0.15% | |||||||
| 2024 | 1.39% | 3.40% | 3.59% | -3.02% | 2.73% | 3.68% | 1.22% | 1.99% | 2.15% | -1.41% | 4.39% | -2.01% | 19.29% |
| 2023 | 6.58% | -1.62% | 2.55% | 1.35% | -0.57% | 6.32% | 3.44% | -2.14% | -4.05% | -3.59% | 9.22% | 5.66% | 24.51% |
| 2022 | 7.30% | -3.14% | -8.06% | 5.45% | 4.62% | -2.28% | 3.01% |
Expense Ratio
Global Large-Cap Blend Equity 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 Global Large-Cap Blend Equity is 49, 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 | |
|---|---|---|---|---|---|
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.63 | 0.92 | 1.13 | 0.59 | 2.57 |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 0.64 | 0.94 | 1.14 | 0.60 | 2.71 |
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Dividends
Dividend yield
Global Large-Cap Blend Equity provided a 0.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
| Portfolio | 0.82% | 0.89% | 0.91% | 0.46% |
| Portfolio components: | ||||
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 1.64% | 1.78% | 1.81% | 0.91% |
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 Global Large-Cap Blend Equity. 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 Large-Cap Blend Equity was 17.18%, occurring on Apr 9, 2025. The portfolio has not yet recovered.
The current Global Large-Cap Blend Equity drawdown is 4.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.18% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
| -16.18% | Aug 17, 2022 | 39 | Oct 12, 2022 | 78 | Feb 2, 2023 | 117 |
| -10.01% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 11, 2023 | 94 |
| -8.03% | Feb 3, 2023 | 29 | Mar 15, 2023 | 42 | May 18, 2023 | 71 |
| -7.72% | Jul 16, 2024 | 15 | Aug 5, 2024 | 14 | Aug 23, 2024 | 29 |
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 2 assets, with an effective number of assets of 2.00, 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 | XWD1.L | IWDA.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.58 | 0.59 | 0.59 |
| XWD1.L | 0.58 | 1.00 | 0.98 | 0.99 |
| IWDA.L | 0.59 | 0.98 | 1.00 | 1.00 |
| Portfolio | 0.59 | 0.99 | 1.00 | 1.00 |