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

IE Global Model Portfolio II

Last updated Jul 25, 2024

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/SectorWeight
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

The chart shows the growth of an initial investment of $10,000 in IE Global Model Portfolio II, 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

10.00%15.00%20.00%25.00%30.00%35.00%FebruaryMarchAprilMayJuneJuly
28.26%
23.67%
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
IE Global Model Portfolio II15.07%-1.06%11.37%22.54%N/AN/A
Portfolio components:
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		7.13%-0.54%6.25%10.11%9.38%7.43%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		17.30%-4.76%8.00%26.65%11.40%N/A
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		14.65%4.98%12.02%23.52%9.49%N/A
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		11.18%3.14%8.88%12.67%12.03%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		23.88%-3.31%16.67%33.45%24.49%N/A
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		14.62%-0.07%11.70%20.20%14.05%12.36%
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		7.72%0.73%7.97%11.51%N/AN/A
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		14.94%-2.46%8.51%29.70%17.88%N/A
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		6.38%2.18%7.36%8.42%5.85%N/A
SMGB.L
VanEck Semiconductor UCITS ETF		23.71%-8.13%15.55%40.00%N/AN/A
FRIN.L
Franklin FTSE India UCITS ETF		17.02%1.79%15.11%31.52%12.88%N/A

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
20242.59%4.77%3.60%-3.34%3.63%5.08%15.07%
20231.39%3.43%-2.01%-4.50%-3.13%10.53%6.09%11.47%

Expense Ratio

IE Global Model Portfolio II has an expense ratio of 0.19%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc
Expense ratio chart for GERD.DE: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF
Expense ratio chart for XAIX.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%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: 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%
FRIN.L
Franklin FTSE India UCITS ETF
Expense ratio chart for FRIN.L: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc
Expense ratio chart for IUCM.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%
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)
Expense ratio chart for UIFS.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%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS
Expense ratio chart for IUHC.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%
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%
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc
Expense ratio chart for CSX5.L: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist
Expense ratio chart for VGER.DE: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for CSPX.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of IE Global Model Portfolio II is 75, placing it in the top 25% 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 IE Global Model Portfolio II is 7575
IE Global Model Portfolio II
The Sharpe Ratio Rank of IE Global Model Portfolio II is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of IE Global Model Portfolio II is 8080Sortino Ratio Rank
The Omega Ratio Rank of IE Global Model Portfolio II is 7878Omega Ratio Rank
The Calmar Ratio Rank of IE Global Model Portfolio II is 7777Calmar Ratio Rank
The Martin Ratio Rank of IE Global Model Portfolio II is 6767Martin 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.

IE Global Model Portfolio II
Sharpe ratio
The chart of Sharpe ratio for IE Global Model Portfolio II, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for IE Global Model Portfolio II, currently valued at 2.68, compared to the broader market-2.000.002.004.006.002.68
Omega ratio
The chart of Omega ratio for IE Global Model Portfolio II, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for IE Global Model Portfolio II, currently valued at 2.27, compared to the broader market0.002.004.006.008.002.27
Martin ratio
The chart of Martin ratio for IE Global Model Portfolio II, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.009.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CSX5.L
iShares VII plc - iShares Core EURO STOXX 50 ETF EUR Acc		0.721.131.130.792.54
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		1.592.241.303.7112.64
UIFS.L
iShares S&P 500 Financials Sector UCITS ETF (Acc)		1.912.731.352.237.39
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		1.372.001.241.594.56
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		1.702.331.302.949.42
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		1.832.671.342.198.79
GERD.DE
L&G Gerd Kommer Multifactor Equity UCITS ETF USD Acc		1.031.571.181.074.21
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		1.732.381.303.1810.12
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		0.681.061.120.642.21
SMGB.L
VanEck Semiconductor UCITS ETF		1.381.981.242.547.18
FRIN.L
Franklin FTSE India UCITS ETF		2.042.641.395.0417.02

Sharpe Ratio

The current IE Global Model Portfolio II Sharpe ratio is 1.85. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of IE Global Model Portfolio II 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 Ratio1.601.802.002.202.402.60Jun 23Jun 30Jul 07Jul 14Jul 21
1.81
1.58
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IE Global Model Portfolio II granted a 0.07% dividend yield in the last twelve months.

TTM20232022202120202019
IE Global Model Portfolio II0.07%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%
IUCM.L
iShares S&P 500 Communication Sector UCITS ETF USD Acc		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%
IUHC.L
iShares S&P 500 USD Health Care Sector UCITS		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%
CSPX.L
iShares Core S&P 500 UCITS ETF USD (Acc)		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%
XAIX.DE
Xtrackers Artificial Intelligence & Big Data UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%
VGER.DE
Vanguard Germany All Cap UCITS ETF Dist		2.63%2.96%4.07%1.86%2.93%2.55%
SMGB.L
VanEck Semiconductor UCITS ETF		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%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.97%
-4.73%
IE Global Model Portfolio II
Benchmark (^GSPC)
Portfolio components

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 10.02%, occurring on Oct 27, 2023. Recovery took 18 trading sessions.

The current IE Global Model Portfolio II drawdown is 4.29%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-10.02%Jul 31, 202365Oct 27, 202318Nov 22, 202383
-5.89%Mar 22, 202420Apr 22, 202417May 15, 202437
-4.97%Jul 15, 20249Jul 25, 2024———
-2.27%May 29, 20243May 31, 20243Jun 5, 20246
-2.21%Jan 2, 20242Jan 3, 202412Jan 19, 202414

Volatility

Volatility Chart

The current IE Global Model Portfolio II volatility is 3.67%, 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.

1.00%2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.67%
3.80%
IE Global Model Portfolio II
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.
FRIN.LIUHC.LUIFS.LIUCM.LIUIT.LSMGB.LCSX5.LVGER.DEXAIX.DEGERD.DECSPX.L
FRIN.L1.000.210.370.200.200.300.310.310.300.420.30
IUHC.L0.211.000.540.220.210.190.390.400.280.450.53
UIFS.L0.370.541.000.270.190.280.430.440.350.580.55
IUCM.L0.200.220.271.000.610.490.430.440.700.510.72
IUIT.L0.200.210.190.611.000.860.440.420.830.530.80
SMGB.L0.300.190.280.490.861.000.510.470.780.580.72
CSX5.L0.310.390.430.430.440.511.000.940.530.760.65
VGER.DE0.310.400.440.440.420.470.941.000.570.770.64
XAIX.DE0.300.280.350.700.830.780.530.571.000.680.82
GERD.DE0.420.450.580.510.530.580.760.770.681.000.77
CSPX.L0.300.530.550.720.800.720.650.640.820.771.00
The correlation results are calculated based on daily price changes starting from Jun 22, 2023