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IE Global Model Portfolio II
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

IE Global Model Portfolio II

Currency in USD · Last updated May 23, 2025

Asset Allocation

CSPX.L 20%CSX5.L 15%IUIT.L 15%GERD.DE 10%SMGB.L 10%IUHC.L 7.5%IUCM.L 5%UIFS.L 5%XAIX.DE 5%FRIN.L 5%VGER.DE 2.5%EquityEquity
PositionCategory/SectorTarget Weight
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Growth Equities
20%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		Europe Equities
15%
FRIN.L
Franklin FTSE India UCITS ETF		Asia Pacific Equities
5%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		Global Equities
10%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		Communications Equities
5%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		Health & Biotech Equities
7.50%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities
15%
SMGB.L
VanEck Semiconductor UCITS ETF		Technology Equities
10%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		Financials Equities
5%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		Europe Equities
2.50%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		Technology Equities
5%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 21, 2023, corresponding to the inception date of GERD.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
IE Global Model Portfolio II4.69%12.16%5.20%11.45%N/AN/A
Portfolio components:
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		23.41%10.19%25.67%15.83%16.66%7.10%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		5.39%13.46%9.08%23.66%15.56%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		4.07%7.89%0.82%21.12%17.72%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		-5.11%-3.33%-8.51%-9.95%6.93%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		-3.70%20.21%-0.75%13.71%22.39%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		-0.96%11.10%-1.10%11.12%16.19%12.27%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		7.53%9.35%5.77%11.10%N/AN/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		4.16%19.50%2.76%17.04%20.13%N/A
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		30.47%11.17%33.85%32.39%14.10%N/A
SMGB.L
VanEck Semiconductor UCITS ETF		-1.82%25.02%0.40%-3.65%N/AN/A
FRIN.L
Franklin FTSE India UCITS ETF		1.94%0.39%1.69%2.20%16.51%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of IE Global Model Portfolio II, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.77%-2.53%-3.87%0.90%6.70%4.69%
20242.55%4.82%3.61%-3.47%3.78%5.04%-0.39%1.48%2.13%-1.72%2.86%-1.22%20.83%
20231.36%3.44%-2.02%-4.49%-3.13%10.54%6.08%11.45%

Expense Ratio

IE Global Model Portfolio II has an expense ratio of 0.19%, 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.

GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
SMGB.L
VanEck Semiconductor UCITS ETF
FRIN.L
Franklin FTSE India UCITS ETF
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of IE Global Model Portfolio II is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of IE Global Model Portfolio II is 4242
Overall Rank
The Sharpe Ratio Rank of IE Global Model Portfolio II is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of IE Global Model Portfolio II is 3838
Sortino Ratio Rank
The Omega Ratio Rank of IE Global Model Portfolio II is 3636
Omega Ratio Rank
The Calmar Ratio Rank of IE Global Model Portfolio II is 4343
Calmar Ratio Rank
The Martin Ratio Rank of IE Global Model Portfolio II is 4848
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		0.741.141.140.972.74
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		1.261.801.241.264.35
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		1.071.681.251.375.65
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		-0.64-0.560.92-0.43-1.04
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.510.721.090.401.30
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.630.981.140.612.40
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		0.641.051.140.783.75
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		0.701.081.150.692.38
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		1.562.251.292.087.96
SMGB.L
VanEck Semiconductor UCITS ETF		-0.10-0.041.00-0.19-0.42
FRIN.L
Franklin FTSE India UCITS ETF		0.130.251.030.080.17

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

IE Global Model Portfolio II Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.62
  • All Time: 1.24

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of IE Global Model Portfolio II compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

IE Global Model Portfolio II provided a 0.05% dividend yield over the last twelve months.

TTM202420232022202120202019
Portfolio0.05%0.06%0.07%0.15%0.05%0.07%0.06%
Portfolio components:
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		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%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		2.00%2.40%2.96%4.07%1.86%2.93%2.55%
SMGB.L
VanEck Semiconductor UCITS ETF		0.00%0.00%0.00%0.44%0.00%0.00%0.00%
FRIN.L
Franklin FTSE India UCITS ETF		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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the IE Global Model Portfolio II. 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 IE Global Model Portfolio II was 17.48%, occurring on Apr 7, 2025. Recovery took 28 trading sessions.

The current IE Global Model Portfolio II drawdown is 1.35%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.48%Feb 18, 202535Apr 7, 202528May 19, 202563
-10.02%Jul 31, 202365Oct 27, 202316Nov 20, 202381
-9.63%Jul 15, 202416Aug 5, 202438Sep 26, 202454
-5.72%Mar 22, 202420Apr 22, 202417May 15, 202437
-4.28%Dec 6, 202424Jan 13, 20257Jan 22, 202531

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 11 assets, with an effective number of assets of 8.25, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCFRIN.LIUHC.LUIFS.LIUCM.LVGER.DEIUIT.LCSX5.LSMGB.LGERD.DEXAIX.DECSPX.LPortfolio
^GSPC1.000.330.230.350.390.410.500.410.520.540.560.540.58
FRIN.L0.331.000.210.350.250.380.220.390.310.450.350.300.41
IUHC.L0.230.211.000.520.240.350.230.340.240.440.310.500.43
UIFS.L0.350.350.521.000.360.500.290.500.330.630.480.610.56
IUCM.L0.390.250.240.361.000.460.640.470.540.560.720.750.69
VGER.DE0.410.380.350.500.461.000.460.930.530.740.590.610.74
IUIT.L0.500.220.230.290.640.461.000.500.860.580.850.850.86
CSX5.L0.410.390.340.500.470.930.501.000.580.760.580.640.78
SMGB.L0.520.310.240.330.540.530.860.581.000.640.800.760.88
GERD.DE0.540.450.440.630.560.740.580.760.641.000.740.770.84
XAIX.DE0.560.350.310.480.720.590.850.580.800.741.000.860.90
CSPX.L0.540.300.500.610.750.610.850.640.760.770.861.000.93
Portfolio0.580.410.430.560.690.740.860.780.880.840.900.931.00
The correlation results are calculated based on daily price changes starting from Jun 22, 2023