全球主流ETF
股金各一半，股（越中德法印日英美）
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EWG iShares MSCI Germany ETF | Europe Equities | 6.25% |
EWJ iShares MSCI Japan ETF | Japan Equities | 6.25% |
EWQ iShares MSCI France ETF | Europe Equities | 6.25% |
EWU iShares MSCI United Kingdom ETF | Europe Equities | 6.25% |
GLD SPDR Gold Trust | Precious Metals, Gold | 50% |
INDA iShares MSCI India ETF | Asia Pacific Equities | 6.25% |
MCHI iShares MSCI China ETF | China Equities | 6.25% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 6.25% |
VNM VanEck Vectors Vietnam ETF | Asia Pacific Equities | 6.25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 全球主流ETF, 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 every 3 months.
The earliest data available for this chart is Feb 3, 2012, corresponding to the inception date of INDA
Returns By Period
As of May 3, 2025, the 全球主流ETF returned 16.79% Year-To-Date and 8.34% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 0.28% | -0.74% | 12.29% | 15.01% | 10.56% |
| 全球主流ETF | 16.79% | 2.95% | 13.18% | 25.87% | 12.81% | 8.34% |
| Portfolio components: | ||||||
VNM VanEck Vectors Vietnam ETF | 6.62% | -3.62% | 3.64% | -0.49% | 1.97% | -1.85% |
MCHI iShares MSCI China ETF | 14.00% | -1.37% | 10.03% | 22.96% | 0.43% | 0.40% |
EWG iShares MSCI Germany ETF | 26.78% | 7.92% | 24.35% | 34.57% | 14.80% | 5.77% |
EWQ iShares MSCI France ETF | 16.67% | 4.18% | 11.10% | 7.07% | 14.97% | 7.31% |
INDA iShares MSCI India ETF | 2.41% | 4.56% | -1.02% | 2.49% | 17.31% | 7.30% |
EWJ iShares MSCI Japan ETF | 7.14% | 5.38% | 7.40% | 7.42% | 9.09% | 5.20% |
EWU iShares MSCI United Kingdom ETF | 13.86% | 2.63% | 10.23% | 14.61% | 13.59% | 4.17% |
SPY SPDR S&P 500 ETF | -3.01% | 0.40% | -0.12% | 13.65% | 16.65% | 12.45% |
GLD SPDR Gold Trust | 23.07% | 3.41% | 18.03% | 39.81% | 13.31% | 10.07% |
Monthly Returns
The table below presents the monthly returns of 全球主流ETF, 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 | 5.08% | 2.11% | 5.46% | 3.37% | -0.15% | 16.79% | |||||||
| 2024 | -1.34% | 2.43% | 5.73% | 0.20% | 2.71% | -0.68% | 3.52% | 2.35% | 4.44% | -0.22% | -1.65% | -1.61% | 16.68% |
| 2023 | 6.94% | -5.23% | 5.84% | 1.37% | -2.02% | 1.58% | 3.63% | -2.40% | -4.52% | 1.45% | 5.15% | 2.52% | 14.30% |
| 2022 | -2.05% | 0.96% | -0.06% | -4.29% | -1.37% | -4.11% | 0.41% | -3.06% | -6.46% | -0.05% | 10.71% | -0.01% | -9.87% |
| 2021 | -1.84% | -1.65% | 0.46% | 2.98% | 5.56% | -3.51% | 0.32% | 1.01% | -2.85% | 2.30% | -1.87% | 3.24% | 3.79% |
| 2020 | 0.45% | -3.56% | -7.45% | 8.26% | 4.00% | 3.07% | 7.46% | 2.57% | -2.94% | -1.47% | 3.09% | 6.26% | 20.13% |
| 2019 | 4.73% | 1.01% | 0.00% | 1.08% | -1.99% | 6.34% | -0.98% | 2.85% | -0.39% | 2.89% | -1.03% | 3.45% | 19.11% |
| 2018 | 4.92% | -3.95% | 0.23% | -0.38% | -1.34% | -2.97% | 0.33% | -1.76% | -0.57% | -3.17% | 1.39% | 0.03% | -7.31% |
| 2017 | 4.60% | 2.49% | 1.39% | 1.92% | 1.67% | -0.83% | 2.72% | 2.31% | -0.75% | 1.51% | 0.91% | 2.23% | 22.00% |
| 2016 | -0.33% | 4.34% | 2.57% | 3.25% | -2.88% | 3.87% | 3.18% | -0.90% | 0.76% | -2.56% | -5.33% | -0.19% | 5.38% |
| 2015 | 4.66% | -0.15% | -2.48% | 1.64% | 0.11% | -1.60% | -3.25% | -2.53% | -2.46% | 4.72% | -4.25% | -1.42% | -7.24% |
| 2014 | -0.09% | 5.58% | -1.50% | 0.04% | -0.08% | 4.06% | -2.45% | 1.44% | -4.86% | -1.26% | 0.08% | -0.88% | -0.33% |
Expense Ratio
全球主流ETF has an expense ratio of 0.45%, placing it in the medium range. 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
With an overall rank of 95, 全球主流ETF is among the top 5% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VNM VanEck Vectors Vietnam ETF | 0.01 | 0.20 | 1.03 | 0.01 | 0.04 |
MCHI iShares MSCI China ETF | 0.88 | 1.43 | 1.20 | 0.55 | 2.27 |
EWG iShares MSCI Germany ETF | 1.75 | 2.51 | 1.33 | 2.30 | 9.13 |
EWQ iShares MSCI France ETF | 0.38 | 0.70 | 1.09 | 0.51 | 1.01 |
INDA iShares MSCI India ETF | 0.24 | 0.43 | 1.06 | 0.20 | 0.42 |
EWJ iShares MSCI Japan ETF | 0.44 | 0.74 | 1.10 | 0.64 | 1.91 |
EWU iShares MSCI United Kingdom ETF | 0.96 | 1.35 | 1.20 | 1.25 | 3.95 |
SPY SPDR S&P 500 ETF | 0.72 | 1.13 | 1.17 | 0.76 | 3.04 |
GLD SPDR Gold Trust | 2.41 | 3.21 | 1.41 | 5.01 | 13.43 |
Dividends
Dividend yield
全球主流ETF provided a 0.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.91% | 1.03% | 1.36% | 0.99% | 1.38% | 0.62% | 1.00% | 1.12% | 0.91% | 1.13% | 1.20% | 1.38% |
| Portfolio components: | ||||||||||||
VNM VanEck Vectors Vietnam ETF | 0.00% | 0.00% | 5.22% | 0.96% | 0.48% | 0.40% | 0.76% | 0.83% | 0.99% | 2.44% | 3.69% | 2.65% |
MCHI iShares MSCI China ETF | 2.03% | 2.31% | 3.49% | 2.16% | 1.04% | 1.04% | 1.45% | 1.60% | 1.56% | 1.66% | 2.76% | 2.35% |
EWG iShares MSCI Germany ETF | 1.88% | 2.38% | 2.56% | 3.24% | 2.70% | 2.10% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% | 2.30% |
EWQ iShares MSCI France ETF | 2.84% | 3.31% | 2.73% | 3.23% | 3.79% | 1.02% | 2.44% | 2.90% | 1.90% | 2.84% | 2.25% | 3.38% |
INDA iShares MSCI India ETF | 0.74% | 0.76% | 0.16% | 0.00% | 6.44% | 0.27% | 1.00% | 0.94% | 1.09% | 0.91% | 1.19% | 0.63% |
EWJ iShares MSCI Japan ETF | 2.19% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
EWU iShares MSCI United Kingdom ETF | 3.65% | 4.16% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.99% | 3.91% | 3.97% | 4.11% | 7.59% |
SPY SPDR S&P 500 ETF | 1.26% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 全球主流ETF. 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 全球主流ETF was 21.26%, occurring on Oct 14, 2022. Recovery took 299 trading sessions.
The current 全球主流ETF drawdown is 0.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.26% | Jun 3, 2021 | 346 | Oct 14, 2022 | 299 | Dec 22, 2023 | 645 |
| -20.08% | Feb 24, 2020 | 19 | Mar 19, 2020 | 55 | Jun 8, 2020 | 74 |
| -19.77% | Jan 31, 2013 | 746 | Jan 15, 2016 | 347 | Jun 2, 2017 | 1093 |
| -14.49% | Jan 29, 2018 | 201 | Nov 12, 2018 | 202 | Sep 4, 2019 | 403 |
| -12.68% | Feb 29, 2012 | 64 | May 30, 2012 | 148 | Jan 2, 2013 | 212 |
Volatility
Volatility Chart
The current 全球主流ETF volatility is 8.57%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 9 assets, with an effective number of assets of 3.56, 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 | GLD | VNM | INDA | MCHI | EWJ | SPY | EWU | EWG | EWQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.02 | 0.44 | 0.55 | 0.56 | 0.67 | 1.00 | 0.71 | 0.73 | 0.72 | 0.56 |
| GLD | 0.02 | 1.00 | 0.06 | 0.12 | 0.09 | 0.08 | 0.03 | 0.15 | 0.12 | 0.13 | 0.71 |
| VNM | 0.44 | 0.06 | 1.00 | 0.36 | 0.40 | 0.38 | 0.44 | 0.40 | 0.39 | 0.39 | 0.44 |
| INDA | 0.55 | 0.12 | 0.36 | 1.00 | 0.50 | 0.50 | 0.55 | 0.55 | 0.54 | 0.54 | 0.56 |
| MCHI | 0.56 | 0.09 | 0.40 | 0.50 | 1.00 | 0.51 | 0.56 | 0.57 | 0.56 | 0.56 | 0.57 |
| EWJ | 0.67 | 0.08 | 0.38 | 0.50 | 0.51 | 1.00 | 0.68 | 0.64 | 0.65 | 0.64 | 0.56 |
| SPY | 1.00 | 0.03 | 0.44 | 0.55 | 0.56 | 0.68 | 1.00 | 0.71 | 0.73 | 0.73 | 0.56 |
| EWU | 0.71 | 0.15 | 0.40 | 0.55 | 0.57 | 0.64 | 0.71 | 1.00 | 0.80 | 0.83 | 0.67 |
| EWG | 0.73 | 0.12 | 0.39 | 0.54 | 0.56 | 0.65 | 0.73 | 0.80 | 1.00 | 0.91 | 0.65 |
| EWQ | 0.72 | 0.13 | 0.39 | 0.54 | 0.56 | 0.64 | 0.73 | 0.83 | 0.91 | 1.00 | 0.66 |
| Portfolio | 0.56 | 0.71 | 0.44 | 0.56 | 0.57 | 0.56 | 0.56 | 0.67 | 0.65 | 0.66 | 1.00 |