Global Large-Cap Blend Equity
Asset Allocation
| Position | Category/Sector | 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
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
The earliest data available for this chart is Jun 30, 2022, corresponding to the inception date of XWD1.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 20.57% | 4.18% | 10.51% | 35.06% | 14.29% | 11.53% |
| Global Large-Cap Blend Equity | 16.73% | 3.40% | 8.73% | 31.35% | N/A | N/A |
| Portfolio components: | ||||||
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 17.25% | 3.48% | 9.18% | 31.74% | 13.19% | 10.23% |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 16.20% | 3.32% | 8.27% | 30.95% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.39% | 3.36% | 3.59% | -3.02% | 2.73% | 3.68% | 1.22% | 1.55% | 2.15% | 16.73% | |||
| 2023 | 6.58% | -1.65% | 2.55% | 1.35% | -0.57% | 6.32% | 3.44% | -2.18% | -4.05% | -3.59% | 9.22% | 5.66% | 24.42% |
| 2022 | 7.29% | -3.56% | -8.06% | 5.45% | 4.62% | -2.28% | 2.57% |
Expense Ratio
Global Large-Cap Blend Equity has an expense ratio of 0.20%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Global Large-Cap Blend Equity is 66, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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) | 2.68 | 3.81 | 1.49 | 3.14 | 16.63 |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 2.58 | 3.63 | 1.47 | 3.09 | 16.03 |
Dividends
Dividend yield
Global Large-Cap Blend Equity granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | |
|---|---|---|
| Global Large-Cap Blend Equity | 0.44% | 0.84% |
| Portfolio components: | ||
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 0.00% | 0.00% |
XWD1.L Xtrackers MSCI World Swap UCITS ETF 1D | 0.88% | 1.68% |
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 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.
The current Global Large-Cap Blend Equity drawdown is 1.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.18% | Aug 17, 2022 | 39 | Oct 12, 2022 | 78 | Feb 2, 2023 | 117 |
| -10.05% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 11, 2023 | 94 |
| -8.06% | 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 |
| -4.98% | Mar 22, 2024 | 20 | Apr 22, 2024 | 16 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current Global Large-Cap Blend Equity volatility is 3.61%, 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
| IWDA.L | XWD1.L | |
|---|---|---|
| IWDA.L | 1.00 | 0.98 |
| XWD1.L | 0.98 | 1.00 |