Portfolio 04 (5 ETF EU)
IWDA + EMIM + SC + MSCI Information Tech + Nasdaq 100
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Mar 29, 2018, corresponding to the inception date of WLDS.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| Portfolio 04 (5 ETF EU) | 3.85% | 12.50% | 4.61% | 12.64% | 15.04% | N/A |
| Portfolio components: | ||||||
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 4.48% | 10.98% | 4.65% | 12.67% | 14.79% | 9.61% |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 9.18% | 9.49% | 8.67% | 7.45% | 8.19% | 5.44% |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 2.58% | 10.25% | 0.66% | 6.39% | 11.60% | N/A |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | -0.51% | 20.89% | 2.84% | 16.46% | 20.15% | N/A |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.65% | 16.95% | 4.68% | 15.54% | 18.10% | 19.38% |
Monthly Returns
The table below presents the monthly returns of Portfolio 04 (5 ETF EU), 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 | 3.02% | -2.95% | -4.32% | 0.79% | 7.70% | 3.85% | |||||||
| 2024 | 1.00% | 3.80% | 3.23% | -3.19% | 3.25% | 4.66% | 0.83% | 1.14% | 2.61% | -1.14% | 4.17% | -2.13% | 19.40% |
| 2023 | 7.72% | -2.00% | 3.71% | 1.22% | 1.19% | 5.89% | 3.52% | -2.30% | -4.35% | -3.49% | 9.55% | 5.69% | 28.34% |
| 2022 | -7.00% | -2.12% | 2.96% | -7.91% | -2.20% | -8.53% | 7.74% | -3.50% | -8.41% | 4.16% | 5.85% | -3.69% | -21.93% |
| 2021 | 0.42% | 2.18% | 2.13% | 4.53% | 0.56% | 2.71% | 1.35% | 2.70% | -3.92% | 4.78% | -0.72% | 3.42% | 21.73% |
| 2020 | -0.46% | -8.49% | -10.45% | 9.15% | 4.53% | 4.78% | 5.51% | 7.28% | -2.92% | -2.81% | 11.87% | 5.24% | 22.60% |
| 2019 | 8.14% | 3.14% | 1.61% | 3.55% | -5.88% | 6.27% | 1.90% | -3.20% | 2.09% | 2.54% | 3.31% | 3.33% | 29.39% |
| 2018 | 1.83% | 0.88% | -0.76% | 3.03% | 2.15% | 0.08% | -7.94% | 0.53% | -7.20% | -7.77% |
Expense Ratio
Portfolio 04 (5 ETF EU) has an expense ratio of 0.23%, 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
The current rank of Portfolio 04 (5 ETF EU) is 34, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
IWDA.AS iShares Core MSCI World UCITS ETF USD (Acc) | 0.69 | 1.10 | 1.16 | 0.71 | 3.18 |
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.44 | 0.78 | 1.10 | 0.38 | 1.43 |
WLDS.L iShares MSCI World Small Cap UCITS ETF | 0.33 | 0.61 | 1.08 | 0.33 | 1.21 |
XDWT.DE Xtrackers MSCI World Information Technology UCITS ETF 1C | 0.56 | 0.91 | 1.12 | 0.58 | 1.88 |
CNX1.L iShares NASDAQ 100 UCITS ETF USD (Acc) | 0.67 | 1.03 | 1.14 | 0.63 | 2.12 |
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Dividends
Dividend yield
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 Portfolio 04 (5 ETF EU). 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 Portfolio 04 (5 ETF EU) was 33.60%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current Portfolio 04 (5 ETF EU) drawdown is 0.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.6% | Feb 18, 2020 | 25 | Mar 23, 2020 | 93 | Aug 3, 2020 | 118 |
| -28.19% | Dec 31, 2021 | 201 | Oct 11, 2022 | 310 | Dec 27, 2023 | 511 |
| -18.67% | Feb 18, 2025 | 37 | Apr 9, 2025 | — | — | — |
| -17.76% | Sep 28, 2018 | 62 | Dec 24, 2018 | 81 | Apr 23, 2019 | 143 |
| -8.88% | Jul 17, 2024 | 14 | Aug 5, 2024 | 33 | Sep 19, 2024 | 47 |
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 5 assets, with an effective number of assets of 2.50, 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 | EMIM.L | WLDS.L | XDWT.DE | CNX1.L | IWDA.AS | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.52 | 0.57 | 0.58 | 0.59 | 0.62 | 0.65 |
| EMIM.L | 0.52 | 1.00 | 0.70 | 0.58 | 0.65 | 0.65 | 0.73 |
| WLDS.L | 0.57 | 0.70 | 1.00 | 0.64 | 0.72 | 0.79 | 0.83 |
| XDWT.DE | 0.58 | 0.58 | 0.64 | 1.00 | 0.88 | 0.87 | 0.91 |
| CNX1.L | 0.59 | 0.65 | 0.72 | 0.88 | 1.00 | 0.79 | 0.88 |
| IWDA.AS | 0.62 | 0.65 | 0.79 | 0.87 | 0.79 | 1.00 | 0.98 |
| Portfolio | 0.65 | 0.73 | 0.83 | 0.91 | 0.88 | 0.98 | 1.00 |