US.UK.BND.GLD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | European Government Bonds | 4% |
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | Europe Equities | 33% |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 2% |
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 61% |
Performance
Performance Chart
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The earliest data available for this chart is Mar 19, 2012, corresponding to the inception date of SPX5.L
Returns By Period
As of May 30, 2025, the US.UK.BND.GLD returned 6.96% Year-To-Date and 9.69% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.52% | 6.32% | -1.44% | 12.25% | 14.20% | 10.84% |
| US.UK.BND.GLD | 6.96% | 5.51% | 4.95% | 15.81% | 14.73% | 9.69% |
| Portfolio components: | ||||||
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 17.71% | 4.16% | 14.56% | 17.81% | 13.49% | 4.98% |
SPX5.L SPDR S&P 500 UCITS ETF | 0.26% | 6.79% | -1.28% | 13.38% | 15.82% | 12.58% |
SGLN.L iShares Physical Gold ETC | 27.34% | 0.22% | 25.45% | 41.85% | 13.72% | 10.54% |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 10.29% | 0.56% | 8.98% | 11.90% | 2.39% | -0.40% |
Monthly Returns
The table below presents the monthly returns of US.UK.BND.GLD, 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 | 3.62% | -0.85% | -2.60% | 0.76% | 6.08% | 6.96% | |||||||
| 2024 | 0.59% | 2.54% | 3.94% | -1.51% | 3.33% | 2.70% | 2.02% | 1.90% | 1.68% | -1.38% | 3.70% | -2.34% | 18.32% |
| 2023 | 5.51% | -1.86% | 2.30% | 3.06% | -1.52% | 5.02% | 3.14% | -1.85% | -3.50% | -3.04% | 7.57% | 5.08% | 20.90% |
| 2022 | -3.90% | -0.83% | 2.53% | -6.19% | -1.06% | -7.86% | 6.10% | -3.88% | -7.75% | 5.40% | 6.60% | -2.51% | -13.89% |
| 2021 | -0.30% | 2.74% | 3.29% | 4.64% | 2.03% | 0.29% | 1.81% | 2.05% | -3.18% | 4.76% | -1.51% | 4.67% | 23.06% |
| 2020 | -1.14% | -9.65% | -11.42% | 8.65% | 2.57% | 2.22% | 3.95% | 6.28% | -3.77% | -3.29% | 11.38% | 4.74% | 8.11% |
| 2019 | 6.84% | 3.32% | 1.70% | 3.07% | -5.27% | 5.30% | 0.66% | -2.89% | 2.75% | 2.57% | 2.88% | 3.84% | 27.03% |
| 2018 | 4.00% | -3.90% | -2.41% | 2.68% | 0.65% | 0.28% | 1.92% | 0.21% | 1.04% | -6.32% | -0.04% | -6.04% | -8.21% |
| 2017 | 1.20% | 2.91% | 1.32% | 1.14% | 2.04% | 0.24% | 2.18% | -0.07% | 2.22% | 1.92% | 1.81% | 3.23% | 22.05% |
| 2016 | -5.32% | 0.56% | 5.18% | 1.05% | 0.78% | -1.34% | 3.36% | 0.55% | 0.02% | -2.58% | 2.39% | 2.41% | 6.85% |
| 2015 | -2.23% | 4.89% | -2.92% | 3.06% | 0.55% | -2.40% | 2.11% | -5.62% | -3.94% | 7.95% | -0.72% | -2.51% | -2.62% |
| 2014 | -3.10% | 5.39% | -0.88% | 1.76% | 1.56% | 2.00% | -1.10% | 2.00% | -2.37% | 0.10% | 2.22% | -0.52% | 6.96% |
Expense Ratio
US.UK.BND.GLD has an expense ratio of 0.08%, 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 76, US.UK.BND.GLD is among the top 24% 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 | |
|---|---|---|---|---|---|
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 1.11 | 1.43 | 1.21 | 1.27 | 4.40 |
SPX5.L SPDR S&P 500 UCITS ETF | 0.78 | 1.20 | 1.17 | 0.76 | 2.92 |
SGLN.L iShares Physical Gold ETC | 2.30 | 2.99 | 1.41 | 5.38 | 14.95 |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 1.47 | 2.05 | 1.25 | 0.50 | 3.00 |
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Dividends
Dividend yield
US.UK.BND.GLD provided a 70.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 70.29% | 64.51% | 75.14% | 85.74% | 60.91% | 86.73% | 108.61% | 105.68% | 145.42% | 92.25% | 103.91% | 88.22% |
| Portfolio components: | ||||||||||||
ISF.L iShares Core FTSE 100 UCITS ETF (Dist) | 3.42% | 3.71% | 3.86% | 3.75% | 3.76% | 3.11% | 4.47% | 4.44% | 3.96% | 3.79% | 4.12% | 3.41% |
SPX5.L SPDR S&P 500 UCITS ETF | 113.13% | 103.50% | 120.99% | 138.50% | 97.80% | 140.46% | 175.61% | 170.82% | 236.21% | 149.13% | 168.09% | 142.74% |
SGLN.L iShares Physical Gold ETC | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IGLS.L iShares UK Gilts 0-5yr UCITS ETF GBP (Dist) | 3.85% | 3.67% | 1.62% | 0.30% | 0.25% | 0.53% | 0.46% | 0.33% | 0.53% | 0.88% | 0.48% | 0.78% |
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 US.UK.BND.GLD. 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 US.UK.BND.GLD was 33.89%, occurring on Mar 23, 2020. Recovery took 160 trading sessions.
The current US.UK.BND.GLD drawdown is 0.34%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.89% | Feb 18, 2020 | 25 | Mar 23, 2020 | 160 | Nov 9, 2020 | 185 |
| -30.51% | Mar 20, 2012 | 51 | Jun 1, 2012 | 433 | Feb 18, 2014 | 484 |
| -23.92% | Jan 6, 2022 | 192 | Oct 11, 2022 | 297 | Dec 13, 2023 | 489 |
| -16.87% | May 22, 2015 | 185 | Feb 11, 2016 | 231 | Jan 11, 2017 | 416 |
| -15.2% | Jan 29, 2018 | 232 | Dec 27, 2018 | 68 | Apr 3, 2019 | 300 |
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 4 assets, with an effective number of assets of 2.07, 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 | SGLN.L | IGLS.L | SPX5.L | ISF.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.20 | 0.61 | 0.50 | 0.61 |
| SGLN.L | 0.04 | 1.00 | 0.39 | 0.05 | 0.18 | 0.14 |
| IGLS.L | 0.20 | 0.39 | 1.00 | 0.24 | 0.47 | 0.38 |
| SPX5.L | 0.61 | 0.05 | 0.24 | 1.00 | 0.69 | 0.95 |
| ISF.L | 0.50 | 0.18 | 0.47 | 0.69 | 1.00 | 0.87 |
| Portfolio | 0.61 | 0.14 | 0.38 | 0.95 | 0.87 | 1.00 |