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Marc's WB ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Marc's WB ETF Portfolio

Last updated Sep 14, 2024

Asset Allocation

GLTR 10%XDEM.DE 20%QDVA.DE 20%CEMR.DE 20%MAGS 15%SEC0.DE 7.5%IUIT.L 7.5%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		Europe Equities
20%
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		Precious Metals
10%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
7.50%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
15%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		Large Cap Growth Equities
20%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		Technology Equities
7.50%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		Global Equities
20%

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

0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.97%
9.39%
Marc's WB ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 11, 2023, corresponding to the inception date of MAGS

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
Marc's WB ETF Portfolio24.07%0.21%8.98%35.76%N/AN/A
Portfolio components:
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		25.65%-0.06%6.53%36.46%12.06%N/A
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		24.10%-0.30%5.44%35.91%10.97%N/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		17.43%1.56%7.03%26.30%10.17%N/A
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		14.40%-5.00%-0.84%38.68%N/AN/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		25.13%-1.31%12.01%42.72%25.20%N/A
MAGS
Roundhill Magnificent Seven ETF		34.08%-0.20%15.68%44.97%N/AN/A
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		22.83%4.22%18.58%28.21%8.76%5.62%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.75%7.43%4.83%-2.71%5.38%4.84%-1.27%1.23%24.07%
20231.09%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.

GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF
Expense ratio chart for GLTR: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)
Expense ratio chart for SEC0.DE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C
Expense ratio chart for XDEM.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
Expense ratio chart for CEMR.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
Expense ratio chart for QDVA.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Expense ratio chart for IUIT.L: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Marc's WB ETF Portfolio is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Marc's WB ETF Portfolio is 8484
Marc's WB ETF Portfolio
The Sharpe Ratio Rank of Marc's WB ETF Portfolio is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of Marc's WB ETF Portfolio is 8282Sortino Ratio Rank
The Omega Ratio Rank of Marc's WB ETF Portfolio is 8888Omega Ratio Rank
The Calmar Ratio Rank of Marc's WB ETF Portfolio is 8484Calmar Ratio Rank
The Martin Ratio Rank of Marc's WB ETF Portfolio is 8181Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Marc's WB ETF Portfolio
Sharpe ratio
The chart of Sharpe ratio for Marc's WB ETF Portfolio, currently valued at 2.54, compared to the broader market-1.000.001.002.003.004.002.54
Sortino ratio
The chart of Sortino ratio for Marc's WB ETF Portfolio, currently valued at 3.30, compared to the broader market-2.000.002.004.003.30
Omega ratio
The chart of Omega ratio for Marc's WB ETF Portfolio, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for Marc's WB ETF Portfolio, currently valued at 3.07, compared to the broader market0.002.004.006.008.003.07
Martin ratio
The chart of Martin ratio for Marc's WB ETF Portfolio, currently valued at 12.69, compared to the broader market0.0010.0020.0030.0012.69
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XDEM.DE
Xtrackers MSCI World Momentum Factor UCITS ETF 1C		2.393.131.442.9912.85
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		2.192.911.392.9712.06
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		2.162.931.372.7813.13
SEC0.DE
iShares MSCI Global Semiconductors UCITS ETF USD (Acc)		1.562.101.281.835.45
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		2.242.901.393.1510.63
MAGS
Roundhill Magnificent Seven ETF		1.992.571.342.748.99
GLTR
Aberdeen Standard Physical Precious Metals Basket Shares ETF		1.602.251.281.948.10

Sharpe Ratio

The current Marc's WB ETF Portfolio Sharpe ratio is 2.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.68 to 2.31, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Marc's WB ETF Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00MayJuneJulyAugustSeptember
2.54
1.96
Marc's WB ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Marc's WB ETF Portfolio granted a 0.05% dividend yield in the last twelve months.

TTM2023202220212020201920182017201620152014
Marc's WB ETF Portfolio0.05%0.07%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.13%
Portfolio components:
XDEM.DE
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%
QDVA.DE
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%
CEMR.DE
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%
SEC0.DE
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%
IUIT.L
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%
MAGS
Roundhill Magnificent Seven ETF		0.33%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLTR
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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-4.25%
-0.60%
Marc's WB ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.

The current Marc's WB ETF Portfolio drawdown is 4.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.84%Jul 11, 202418Aug 5, 2024———
-8.72%Jul 20, 202371Oct 26, 202313Nov 14, 202384
-5.62%Apr 9, 202410Apr 22, 202414May 10, 202424
-2.88%Dec 28, 20234Jan 3, 20248Jan 15, 202412
-2.64%Jun 19, 20236Jun 26, 202312Jul 12, 202318

Volatility

Volatility Chart

The current Marc's WB ETF Portfolio volatility is 5.59%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%AprilMayJuneJulyAugustSeptember
5.59%
4.09%
Marc's WB ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
GLTRMAGSCEMR.DEIUIT.LSEC0.DEQDVA.DEXDEM.DE
GLTR1.000.160.350.100.210.190.26
MAGS0.161.000.330.550.500.470.49
CEMR.DE0.350.331.000.440.520.630.75
IUIT.L0.100.550.441.000.830.770.74
SEC0.DE0.210.500.520.831.000.770.76
QDVA.DE0.190.470.630.770.771.000.95
XDEM.DE0.260.490.750.740.760.951.00
The correlation results are calculated based on daily price changes starting from Apr 12, 2023