Marc's WB ETF Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Marc's WB ETF Portfolio, 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 Apr 11, 2023, corresponding to the inception date of MAGS
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
Marc's WB ETF Portfolio | 31.59% | 1.12% | 6.60% | 32.20% | N/A | N/A |
Portfolio components: | ||||||
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 30.81% | -1.03% | 4.14% | 31.66% | 13.25% | 16.20% |
iShares Edge MSCI USA Momentum Factor UCITS ETF | 32.73% | -1.82% | 5.71% | 33.50% | 12.89% | N/A |
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 12.92% | -0.74% | -1.57% | 13.61% | 9.00% | N/A |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 14.37% | 2.20% | -11.03% | 16.37% | N/A | N/A |
iShares S&P 500 Information Technology Sector UCITS ETF | 38.91% | 3.87% | 8.66% | 39.96% | 24.65% | N/A |
Roundhill Magnificent Seven ETF | 69.69% | 11.21% | 29.65% | 69.46% | N/A | N/A |
Aberdeen Standard Physical Precious Metals Basket Shares ETF | 21.47% | -4.09% | 6.90% | 20.45% | 7.97% | 6.02% |
Monthly Returns
The table below presents the monthly returns of Marc's WB ETF Portfolio, 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 | 2.75% | 7.43% | 4.83% | -2.71% | 5.38% | 4.84% | -1.27% | 1.23% | 3.27% | -0.52% | 2.95% | 31.59% | |
2023 | 1.09% | 0.02% | 4.92% | 2.68% | -1.41% | -4.68% | -1.93% | 9.81% | 4.78% | 15.52% |
Expense Ratio
Marc's WB ETF Portfolio features an expense ratio of 0.28%, falling within the medium range. 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 Marc's WB ETF Portfolio is 70, 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 | |
---|---|---|---|---|---|
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 2.04 | 2.73 | 1.38 | 2.49 | 10.64 |
iShares Edge MSCI USA Momentum Factor UCITS ETF | 2.03 | 2.75 | 1.37 | 2.72 | 11.08 |
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 1.04 | 1.49 | 1.18 | 1.61 | 4.66 |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.75 | 1.15 | 1.14 | 0.90 | 1.85 |
iShares S&P 500 Information Technology Sector UCITS ETF | 2.17 | 2.85 | 1.38 | 3.05 | 10.16 |
Roundhill Magnificent Seven ETF | 2.95 | 3.55 | 1.49 | 4.12 | 13.29 |
Aberdeen Standard Physical Precious Metals Basket Shares ETF | 1.27 | 1.79 | 1.23 | 2.26 | 6.00 |
Dividends
Dividend yield
Marc's WB ETF Portfolio provided a 0.04% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.04% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.13% |
Portfolio components: | |||||||||||
Xtrackers MSCI World Momentum Factor UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.63% |
iShares Edge MSCI USA Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Edge MSCI Europe Momentum Factor UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares S&P 500 Information Technology Sector UCITS ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Roundhill Magnificent Seven ETF | 0.26% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Aberdeen Standard Physical Precious Metals Basket Shares ETF | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Marc's WB ETF Portfolio. 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 Marc's WB ETF Portfolio was 12.84%, occurring on Aug 5, 2024. Recovery took 38 trading sessions.
The current Marc's WB ETF Portfolio drawdown is 2.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-12.84% | Jul 11, 2024 | 18 | Aug 5, 2024 | 38 | Sep 26, 2024 | 56 |
-8.72% | Jul 20, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
-5.62% | Apr 9, 2024 | 10 | Apr 22, 2024 | 14 | May 10, 2024 | 24 |
-3.41% | Dec 17, 2024 | 3 | Dec 19, 2024 | — | — | — |
-2.97% | Nov 12, 2024 | 4 | Nov 15, 2024 | 12 | Dec 3, 2024 | 16 |
Volatility
Volatility Chart
The current Marc's WB ETF Portfolio volatility is 3.45%, 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
GLTR | MAGS | CEMR.DE | IUIT.L | SEC0.DE | QDVA.DE | XDEM.DE | |
---|---|---|---|---|---|---|---|
GLTR | 1.00 | 0.17 | 0.34 | 0.10 | 0.21 | 0.20 | 0.27 |
MAGS | 0.17 | 1.00 | 0.32 | 0.54 | 0.48 | 0.45 | 0.48 |
CEMR.DE | 0.34 | 0.32 | 1.00 | 0.43 | 0.53 | 0.61 | 0.74 |
IUIT.L | 0.10 | 0.54 | 0.43 | 1.00 | 0.83 | 0.73 | 0.71 |
SEC0.DE | 0.21 | 0.48 | 0.53 | 0.83 | 1.00 | 0.74 | 0.74 |
QDVA.DE | 0.20 | 0.45 | 0.61 | 0.73 | 0.74 | 1.00 | 0.95 |
XDEM.DE | 0.27 | 0.48 | 0.74 | 0.71 | 0.74 | 0.95 | 1.00 |