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Global Large-Cap Blend Equity
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IWDA.L 50%XWD1.L 50%EquityEquity
PositionCategory/SectorWeight
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


40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
53.39%
56.68%
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 By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.34%0.23%8.53%24.95%13.01%11.06%
Global Large-Cap Blend Equity19.59%-0.13%7.38%20.70%N/AN/A
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
19.48%-0.09%7.34%20.57%11.50%10.01%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
19.70%-0.18%7.41%20.84%N/AN/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.39%3.40%3.59%-3.02%2.73%3.68%1.22%1.99%2.15%-1.41%4.39%19.59%
20236.58%-1.62%2.55%1.35%-0.57%6.32%3.44%-2.14%-4.05%-3.59%9.22%5.66%24.51%
20227.29%-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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XWD1.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Global Large-Cap Blend Equity is 70, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Global Large-Cap Blend Equity is 7070
Overall Rank
The Sharpe Ratio Rank of Global Large-Cap Blend Equity is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of Global Large-Cap Blend Equity is 7474
Sortino Ratio Rank
The Omega Ratio Rank of Global Large-Cap Blend Equity is 6969
Omega Ratio Rank
The Calmar Ratio Rank of Global Large-Cap Blend Equity is 6464
Calmar Ratio Rank
The Martin Ratio Rank of Global Large-Cap Blend Equity is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Global Large-Cap Blend Equity, currently valued at 1.80, compared to the broader market-6.00-4.00-2.000.002.004.001.802.10
The chart of Sortino ratio for Global Large-Cap Blend Equity, currently valued at 2.50, compared to the broader market-6.00-4.00-2.000.002.004.006.002.502.80
The chart of Omega ratio for Global Large-Cap Blend Equity, currently valued at 1.33, compared to the broader market0.400.600.801.001.201.401.601.801.331.39
The chart of Calmar ratio for Global Large-Cap Blend Equity, currently valued at 2.68, compared to the broader market0.002.004.006.008.0010.0012.002.683.09
The chart of Martin ratio for Global Large-Cap Blend Equity, currently valued at 11.49, compared to the broader market0.0010.0020.0030.0040.0050.0011.4913.49
Global Large-Cap Blend Equity
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
1.792.491.332.7211.47
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
1.812.511.322.6411.50

The current Global Large-Cap Blend Equity Sharpe ratio is 2.03. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.27 to 2.07, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Global Large-Cap Blend Equity with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.80
2.10
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Global Large-Cap Blend Equity provided a 0.89% dividend yield over the last twelve months.


TTM20232022
Portfolio0.89%0.91%0.46%
IWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
0.00%0.00%0.00%
XWD1.L
Xtrackers MSCI World Swap UCITS ETF 1D
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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-2.95%
-2.62%
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.

The current Global Large-Cap Blend Equity drawdown is 1.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.18%Aug 17, 202239Oct 12, 202278Feb 2, 2023117
-10.01%Aug 1, 202363Oct 27, 202331Dec 11, 202394
-8.03%Feb 3, 202329Mar 15, 202342May 18, 202371
-7.72%Jul 16, 202415Aug 5, 202414Aug 23, 202429
-4.98%Mar 22, 202420Apr 22, 202416May 15, 202436

Volatility

Volatility Chart

The current Global Large-Cap Blend Equity volatility is 3.07%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.07%
3.79%
Global Large-Cap Blend Equity
Benchmark (^GSPC)
Portfolio components

Diversification

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
The correlation results are calculated based on daily price changes starting from Jul 1, 2022
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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