International invest
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 33% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | Global Equities | 40% |
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | Emerging Markets Equities | 27% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in International invest, 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 every 3 months.
The earliest data available for this chart is Sep 30, 2014, corresponding to the inception date of VEVE.L
Returns By Period
As of Apr 22, 2025, the International invest returned 5.55% Year-To-Date and 8.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| International invest | 5.55% | -0.41% | 2.79% | 18.17% | 13.37% | 8.96% |
| Portfolio components: | ||||||
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | -1.48% | -5.27% | -5.25% | 10.86% | 10.44% | 4.85% |
SGLN.L iShares Physical Gold ETC | 26.60% | 9.38% | 21.14% | 38.15% | 13.91% | 10.61% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | -5.96% | -5.27% | -6.30% | 7.39% | 13.95% | 9.11% |
Monthly Returns
The table below presents the monthly returns of International invest, 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 | 4.26% | -0.40% | 1.83% | -0.19% | 5.55% | ||||||||
| 2024 | -0.57% | 2.15% | 5.01% | 0.15% | 2.29% | 2.15% | 2.13% | 1.96% | 4.38% | 0.10% | 0.28% | -2.05% | 19.29% |
| 2023 | 6.18% | -5.05% | 5.28% | 0.93% | -1.17% | 2.82% | 3.72% | -2.71% | -3.32% | 0.00% | 5.94% | 3.86% | 16.86% |
| 2022 | -3.07% | 0.37% | 1.36% | -4.86% | -1.96% | -4.52% | 1.58% | -2.16% | -6.22% | 0.04% | 9.19% | -0.23% | -10.78% |
| 2021 | -0.26% | -1.01% | 0.60% | 3.46% | 3.74% | -1.45% | 0.35% | 1.22% | -2.74% | 2.48% | -1.40% | 3.19% | 8.20% |
| 2020 | -0.75% | -5.10% | -7.19% | 7.73% | 2.51% | 4.60% | 6.95% | 4.32% | -2.73% | -1.24% | 5.22% | 6.43% | 21.22% |
| 2019 | 6.05% | 1.05% | 0.70% | 1.68% | -3.40% | 6.57% | 0.27% | 0.11% | 0.52% | 2.93% | 0.43% | 4.90% | 23.58% |
| 2018 | 5.19% | -3.26% | -1.42% | 0.31% | -1.34% | -1.95% | 1.29% | -1.60% | 0.38% | -4.41% | 1.46% | -1.29% | -6.76% |
| 2017 | 3.38% | 2.78% | 1.62% | 1.43% | 0.94% | 0.24% | 3.18% | 2.26% | -0.48% | 1.23% | 1.14% | 2.38% | 21.97% |
| 2016 | -1.88% | 3.64% | 5.70% | 1.98% | -2.87% | 4.35% | 3.57% | -0.15% | 0.95% | -1.32% | -3.39% | 0.97% | 11.65% |
| 2015 | 1.72% | 1.35% | -1.92% | 2.94% | -0.61% | -2.10% | -2.91% | -3.76% | -3.24% | 5.46% | -2.90% | -2.00% | -8.11% |
| 2014 | -0.65% | 1.09% | -1.32% | -0.90% |
Expense Ratio
International invest has an expense ratio of 0.11%, 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 92, International invest is among the top 8% 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 | |
|---|---|---|---|---|---|
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 0.55 | 0.87 | 1.11 | 0.62 | 1.90 |
SGLN.L iShares Physical Gold ETC | 2.65 | 3.43 | 1.46 | 5.30 | 14.50 |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 0.44 | 0.69 | 1.10 | 0.40 | 1.91 |
Dividends
Dividend yield
International invest provided a 1.00% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.00% | 1.21% | 2.11% | 2.55% | 1.80% | 1.70% | 1.50% | 1.64% | 1.38% | 1.35% | 1.57% | 0.69% |
| Portfolio components: | ||||||||||||
VFEM.L Vanguard FTSE Emerging Markets UCITS ETF Distributing | 1.72% | 2.27% | 5.28% | 6.54% | 4.52% | 3.89% | 2.68% | 2.74% | 2.26% | 2.21% | 2.81% | 2.57% |
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% |
VEVE.L Vanguard FTSE Developed World UCITS ETF Distributing | 1.34% | 1.48% | 1.71% | 1.98% | 1.46% | 1.62% | 1.95% | 2.24% | 1.93% | 1.88% | 2.03% | 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 International invest. 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 International invest was 23.63%, occurring on Mar 19, 2020. Recovery took 72 trading sessions.
The current International invest drawdown is 2.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.63% | Feb 24, 2020 | 19 | Mar 19, 2020 | 72 | Jul 3, 2020 | 91 |
| -21.03% | Nov 17, 2021 | 225 | Oct 11, 2022 | 289 | Dec 1, 2023 | 514 |
| -19.03% | Apr 29, 2015 | 185 | Jan 20, 2016 | 135 | Aug 2, 2016 | 320 |
| -14.56% | Jan 29, 2018 | 232 | Dec 24, 2018 | 131 | Jul 4, 2019 | 363 |
| -10.17% | Feb 21, 2025 | 32 | Apr 7, 2025 | — | — | — |
Volatility
Volatility Chart
The current International invest volatility is 8.22%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.93, 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
| SGLN.L | VEVE.L | VFEM.L | |
|---|---|---|---|
| SGLN.L | 1.00 | 0.10 | 0.17 |
| VEVE.L | 0.10 | 1.00 | 0.74 |
| VFEM.L | 0.17 | 0.74 | 1.00 |