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Global Large-Cap Blend Equity

Last updated Dec 9, 2023

Asset Allocation


IWDA.L 50%XWD1.L 50%EquityEquity
PositionCategory/SectorWeight
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities50%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
Global Equities50%

Performance

The chart shows the growth of an initial investment of $10,000 in Global Large-Cap Blend Equity, 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 Quarterly


10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
21.93%
21.22%
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 30, 2022, corresponding to the inception date of XWD1.L

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Global Large-Cap Blend Equity18.88%5.61%6.11%15.39%N/AN/A
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
18.79%5.52%6.05%15.78%10.88%8.54%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
18.96%5.48%6.16%16.00%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.57%6.32%3.44%-2.18%-4.05%-3.59%9.22%

Sharpe Ratio

The current Global Large-Cap Blend Equity Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.14

The Sharpe ratio of Global Large-Cap Blend Equity lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50AugustSeptemberOctoberNovemberDecember
1.14
1.16
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components

Dividend yield

Global Large-Cap Blend Equity granted a 0.88% dividend yield in the last twelve months.


TTM
Global Large-Cap Blend Equity0.88%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
1.76%

Expense Ratio

The Global Large-Cap Blend Equity has a high expense ratio of 0.20%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.19%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
1.13
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
1.15

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

IWDA.LXWD1.L
IWDA.L1.000.98
XWD1.L0.981.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-0.22%
-0.29%
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components

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 16.18%, occurring on Oct 12, 2022. Recovery took 78 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.18%Aug 17, 202239Oct 12, 202278Feb 2, 2023117
-10.05%Aug 1, 202363Oct 27, 2023
-8.06%Feb 3, 202329Mar 15, 202342May 18, 202371
-4.28%Jul 11, 20224Jul 14, 20223Jul 19, 20227
-2.33%Jun 19, 20235Jun 23, 20236Jul 3, 202311

Volatility Chart

The current Global Large-Cap Blend Equity volatility is 2.72%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.72%
2.42%
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components
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