EU de fr
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | Europe Equities | 50% |
DAX Global X DAX Germany ETF | Europe Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in EU de fr, 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 Oct 23, 2014, corresponding to the inception date of DAX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 10.00% | 2.41% | 16.70% | 26.85% | 12.81% | 10.84% |
| EU de fr | 8.68% | 5.77% | 15.71% | 13.40% | 7.70% | N/A |
| Portfolio components: | ||||||
DAX Global X DAX Germany ETF | 9.55% | 6.44% | 19.18% | 16.34% | 7.35% | N/A |
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 7.80% | 5.11% | 12.27% | 10.46% | 7.89% | N/A |
Monthly Returns
The table below presents the monthly returns of EU de fr, 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 | -1.30% | 4.69% | 3.68% | -3.76% | 8.68% | ||||||||
| 2023 | 10.66% | -1.11% | 4.17% | 3.94% | -5.89% | 5.98% | 2.52% | -4.18% | -5.59% | -3.35% | 11.12% | 3.34% | 21.62% |
| 2022 | -3.32% | -6.31% | -1.65% | -6.44% | 3.26% | -11.82% | 3.50% | -6.40% | -8.72% | 10.47% | 14.46% | -1.04% | -16.03% |
| 2021 | -3.36% | 3.66% | 4.70% | 4.57% | 4.94% | -2.04% | -0.35% | 0.75% | -4.59% | 3.54% | -4.46% | 5.79% | 13.01% |
| 2020 | -3.93% | -8.50% | -17.51% | 6.90% | 6.99% | 7.06% | 2.09% | 6.89% | -4.25% | -7.47% | 20.16% | 4.07% | 7.35% |
| 2019 | 5.88% | 2.10% | 1.19% | 5.79% | -2.68% | 4.32% | -5.14% | -1.02% | 2.34% | 5.29% | 1.39% | 2.50% | 23.52% |
| 2018 | 5.82% | -6.29% | -1.48% | 3.34% | -3.47% | -1.48% | 2.56% | -4.01% | 1.04% | -9.54% | -1.47% | -5.23% | -19.33% |
| 2017 | 1.94% | 0.26% | 5.67% | 4.07% | 4.60% | -0.66% | 0.69% | 0.68% | 4.45% | 2.27% | -0.09% | 0.02% | 26.39% |
| 2016 | -6.65% | -2.31% | 7.88% | 1.83% | -0.70% | -5.02% | 3.73% | 1.48% | 0.30% | -0.80% | -2.94% | 6.20% | 2.00% |
| 2015 | 0.91% | 5.97% | -0.16% | 1.46% | -1.63% | -2.18% | 1.33% | -6.79% | -5.74% | 9.21% | -0.78% | -3.82% | -3.28% |
| 2014 | 1.42% | 4.55% | -4.76% | 0.99% |
Expense Ratio
EU de fr has a high expense ratio of 0.23%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of EU de fr is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
EU de fr
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 | |
|---|---|---|---|---|---|
DAX Global X DAX Germany ETF | 1.04 | 1.55 | 1.18 | 0.73 | 2.71 |
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 0.65 | 1.02 | 1.12 | 0.77 | 1.99 |
Dividends
Dividend yield
EU de fr granted a 1.13% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| EU de fr | 1.13% | 1.24% | 1.40% | 1.32% | 1.13% | 1.24% | 1.67% | 0.87% | 0.89% | 0.71% | 0.00% |
| Portfolio components: | |||||||||||
DAX Global X DAX Germany ETF | 2.26% | 2.48% | 2.80% | 2.65% | 2.25% | 2.47% | 3.33% | 1.73% | 1.78% | 1.41% | 0.00% |
CACX.L Lyxor CAC 40 (DR) UCITS ETF - Dist | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the EU de fr. 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 EU de fr was 43.23%, occurring on Mar 18, 2020. Recovery took 201 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.23% | Jan 29, 2018 | 550 | Mar 18, 2020 | 201 | Dec 29, 2020 | 751 |
| -36.1% | Jun 16, 2021 | 334 | Sep 27, 2022 | 361 | Feb 22, 2024 | 695 |
| -24.13% | May 22, 2015 | 187 | Feb 11, 2016 | 308 | Apr 25, 2017 | 495 |
| -10.11% | Dec 2, 2014 | 25 | Jan 7, 2015 | 27 | Feb 13, 2015 | 52 |
| -5.76% | Jan 11, 2021 | 15 | Jan 29, 2021 | 18 | Feb 24, 2021 | 33 |
Volatility
Volatility Chart
The current EU de fr volatility is 3.32%, 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
| CACX.L | DAX | |
|---|---|---|
| CACX.L | 1.00 | 0.73 |
| DAX | 0.73 | 1.00 |