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etf
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etf

Currency in USD · Last updated May 16, 2025

Asset Allocation

NVDA 35%LLY 16%NVO 14%AAPL 8%HESAY 8%MSFT 7%AVGO 7%RHM.DE 5%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
8%
AVGO
Broadcom Inc.		Technology
7%
HESAY
Hermes International SA		Consumer Cyclical
8%
LLY
Eli Lilly and Company		Healthcare
16%
MSFT
Microsoft Corporation		Technology
7%
NVDA
NVIDIA Corporation		Technology
35%
NVO
Novo Nordisk A/S		Healthcare
14%
RHM.DE
Rheinmetall AG		Industrials
5%

Performance

Performance Chart

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The earliest data available for this chart is Jun 8, 2010, corresponding to the inception date of HESAY

Returns By Period

As of May 16, 2025, the etf returned 6.91% Year-To-Date and 45.63% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.60%9.64%-0.54%11.47%15.67%10.79%
etf6.91%12.39%5.34%23.52%53.44%45.63%
Portfolio components:
NVDA
NVIDIA Corporation		0.41%20.17%-8.11%42.52%71.60%72.30%
LLY
Eli Lilly and Company		-4.85%-3.16%-6.42%-6.38%36.19%27.47%
NVO
Novo Nordisk A/S		-21.86%2.57%-36.18%-49.90%17.11%10.73%
AAPL
Apple Inc		-15.36%4.74%-7.12%11.97%22.48%21.34%
HESAY
Hermes International SA		20.75%8.73%34.62%15.79%31.70%22.77%
MSFT
Microsoft Corporation		7.92%17.69%6.77%7.92%20.39%26.33%
AVGO
Broadcom Inc.		0.65%30.00%37.32%63.97%57.14%35.89%
RHM.DE
Rheinmetall AG		195.84%12.13%217.23%237.16%94.44%43.89%
*Annualized

Monthly Returns

The table below presents the monthly returns of etf, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.44%6.08%-8.85%3.38%8.51%6.91%
202412.68%17.97%8.72%-2.77%12.79%9.16%-4.70%6.02%-2.20%-0.27%1.87%-0.06%73.57%
202315.16%7.25%15.63%4.17%14.94%8.55%3.73%6.51%-7.72%0.45%10.48%4.04%118.47%
2022-11.34%2.13%12.50%-13.52%0.04%-6.52%11.35%-10.85%-9.94%9.43%16.33%-5.73%-11.61%
20213.60%2.02%-2.93%7.57%6.22%13.44%2.83%8.04%-6.54%15.47%11.83%-0.62%77.21%
20202.20%-0.35%-1.07%10.13%11.59%6.58%4.42%13.59%-0.15%-6.99%8.66%5.99%67.41%
20196.16%5.79%9.45%0.50%-13.17%11.50%0.14%1.42%2.07%8.33%5.11%6.94%50.98%
201810.58%-2.22%-2.01%-0.76%8.46%-4.65%5.84%7.88%0.50%-13.28%-4.93%-6.52%-3.84%
20174.37%0.26%4.73%0.81%15.81%0.13%5.65%4.99%2.25%8.00%1.08%-1.20%56.74%
2016-6.38%-0.40%9.51%-1.21%12.33%-0.17%12.95%0.73%3.72%-1.73%9.43%10.00%57.89%
2015-0.76%9.50%0.48%4.18%4.18%-4.33%1.12%2.75%3.24%7.42%5.20%2.89%41.42%
2014-0.02%13.27%-0.63%1.84%2.45%1.96%-3.22%6.64%-1.93%2.09%5.56%-1.70%28.34%

Expense Ratio

etf has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of etf is 39, 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 etf is 3939
Overall Rank
The Sharpe Ratio Rank of etf is 5555
Sharpe Ratio Rank
The Sortino Ratio Rank of etf is 2727
Sortino Ratio Rank
The Omega Ratio Rank of etf is 2323
Omega Ratio Rank
The Calmar Ratio Rank of etf is 5656
Calmar Ratio Rank
The Martin Ratio Rank of etf is 3333
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.711.001.130.721.77
LLY
Eli Lilly and Company		-0.12-0.070.99-0.35-0.67
NVO
Novo Nordisk A/S		-1.16-1.800.77-0.84-1.53
AAPL
Apple Inc		0.360.741.110.351.16
HESAY
Hermes International SA		0.521.261.161.022.69
MSFT
Microsoft Corporation		0.330.531.070.260.57
AVGO
Broadcom Inc.		1.041.821.241.634.50
RHM.DE
Rheinmetall AG		4.925.121.7012.8030.21

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

etf Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 0.75
  • 5-Year: 1.90
  • 10-Year: 1.71
  • All Time: 1.54

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.01, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of etf compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

etf provided a 0.69% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.69%0.63%0.61%0.85%0.79%1.25%1.28%1.48%1.30%1.73%1.61%1.86%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
LLY
Eli Lilly and Company		0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
NVO
Novo Nordisk A/S		2.44%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
AAPL
Apple Inc		0.48%0.40%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%
HESAY
Hermes International SA		0.50%1.13%0.65%0.57%0.31%0.81%0.68%0.91%0.76%0.92%2.53%1.04%
MSFT
Microsoft Corporation		0.72%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
AVGO
Broadcom Inc.		0.96%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
RHM.DE
Rheinmetall AG		0.48%0.93%1.50%1.77%2.41%5.54%2.05%2.20%1.37%1.72%0.49%1.10%

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 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 etf was 30.59%, occurring on Oct 14, 2022. Recovery took 77 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.59%Mar 30, 2022142Oct 14, 202277Feb 1, 2023219
-28.24%Feb 20, 202022Mar 20, 202035May 11, 202057
-28.15%Oct 2, 201860Dec 24, 2018216Oct 25, 2019276
-26.03%Feb 21, 2011160Oct 3, 2011405Apr 29, 2013565
-20.4%Feb 21, 202533Apr 8, 202526May 15, 202559

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 8 assets, with an effective number of assets of 5.19, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCRHM.DEHESAYLLYNVOAAPLAVGONVDAMSFTPortfolio
^GSPC1.000.320.390.440.400.630.630.610.720.74
RHM.DE0.321.000.210.140.180.160.230.190.200.32
HESAY0.390.211.000.190.280.260.290.260.330.40
LLY0.440.140.191.000.400.240.260.230.330.46
NVO0.400.180.280.401.000.240.270.250.320.48
AAPL0.630.160.260.240.241.000.490.460.550.57
AVGO0.630.230.290.260.270.491.000.570.500.67
NVDA0.610.190.260.230.250.460.571.000.550.90
MSFT0.720.200.330.330.320.550.500.551.000.66
Portfolio0.740.320.400.460.480.570.670.900.661.00
The correlation results are calculated based on daily price changes starting from Oct 8, 2010