Bond
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | Global Bonds | 100% |
Performance
Performance Chart
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The earliest data available for this chart is Feb 16, 2018, corresponding to the inception date of GLAU.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Bond | 1.24% | 0.76% | 1.69% | 5.70% | 0.11% | N/A |
| Portfolio components: | ||||||
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 1.24% | 0.76% | 1.69% | 5.70% | 0.11% | N/A |
Monthly Returns
The table below presents the monthly returns of Bond, 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 | 0.10% | 0.99% | -0.42% | 1.06% | -0.48% | 1.24% | |||||||
| 2024 | -0.08% | -0.73% | 0.89% | -1.64% | 0.90% | 0.90% | 1.54% | 1.41% | 1.08% | -1.49% | 1.17% | -0.34% | 3.61% |
| 2023 | 2.16% | -1.68% | 2.23% | 0.56% | -0.48% | 0.04% | -0.00% | -0.07% | -1.70% | -0.84% | 3.50% | 2.97% | 6.72% |
| 2022 | -1.55% | -1.41% | -1.95% | -2.82% | -0.13% | -1.46% | 2.55% | -2.56% | -3.20% | -0.60% | 2.20% | -0.73% | -11.22% |
| 2021 | -0.55% | -1.80% | -0.28% | 0.30% | 0.20% | 0.51% | 1.19% | -0.22% | -1.02% | -0.16% | 0.57% | -0.39% | -1.68% |
| 2020 | 1.75% | 1.00% | -1.46% | 1.65% | 0.20% | 0.67% | 0.96% | -0.83% | 0.42% | 0.01% | 0.60% | 0.31% | 5.36% |
| 2019 | 1.00% | 0.16% | 1.76% | 0.10% | 1.25% | 1.42% | 0.82% | 2.25% | -0.52% | -0.14% | -0.18% | -0.11% | 8.03% |
| 2018 | -0.03% | 0.82% | -0.33% | 0.24% | 0.20% | 0.05% | 0.22% | -0.22% | -0.35% | 0.42% | 1.50% | 2.55% |
Expense Ratio
Bond has an expense ratio of 0.10%, which is considered low. 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 83, Bond is among the top 17% 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 | |
|---|---|---|---|---|---|
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 1.45 | 2.21 | 1.26 | 0.71 | 6.03 |
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Dividends
Dividend yield
Bond provided a 2.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.92% | 2.71% | 2.02% | 1.41% | 1.22% | 1.51% | 1.25% | 0.89% |
| Portfolio components: | ||||||||
GLAU.L SPDR Bloomberg Global Aggregate Bond UCITS ETF USD Hedged | 2.92% | 2.71% | 2.02% | 1.41% | 1.22% | 1.51% | 1.25% | 0.89% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.46 | $0.00 | $0.00 | $0.00 | $0.46 | |||||||
| 2024 | $0.00 | $0.40 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.43 | $0.00 | $0.00 | $0.00 | $0.00 | $0.83 |
| 2023 | $0.00 | $0.26 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.35 | $0.00 | $0.00 | $0.00 | $0.00 | $0.61 |
| 2022 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 |
| 2021 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.00 | $0.00 | $0.00 | $0.00 | $0.40 |
| 2020 | $0.00 | $0.28 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.23 | $0.00 | $0.00 | $0.00 | $0.00 | $0.51 |
| 2019 | $0.00 | $0.24 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.00 | $0.00 | $0.00 | $0.00 | $0.41 |
| 2018 | $0.27 | $0.00 | $0.00 | $0.00 | $0.00 | $0.27 |
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 Bond. 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 Bond was 15.24%, occurring on Oct 21, 2022. The portfolio has not yet recovered.
The current Bond drawdown is 2.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.24% | Jan 5, 2021 | 454 | Oct 21, 2022 | — | — | — |
| -5.7% | Mar 10, 2020 | 8 | Mar 19, 2020 | 84 | Jul 21, 2020 | 92 |
| -1.81% | Sep 4, 2019 | 49 | Nov 12, 2019 | 51 | Jan 27, 2020 | 100 |
| -1.15% | Apr 12, 2018 | 25 | May 17, 2018 | 31 | Jul 2, 2018 | 56 |
| -1.08% | Jul 20, 2018 | 56 | Oct 8, 2018 | 41 | Dec 4, 2018 | 97 |
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 1 assets, with an effective number of assets of 1.00, 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 | GLAU.L | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.00 |
| GLAU.L | 0.00 | 1.00 | 1.00 |
| Portfolio | 0.00 | 1.00 | 1.00 |