70 SXR8 + 25 QDVE + 5 VVSM
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | Technology Equities | 25% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | Large Cap Blend Equities | 70% |
VVSM.DE VanEck Semiconductor UCITS ETF | Technology Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 70 SXR8 + 25 QDVE + 5 VVSM, 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 Dec 3, 2020, corresponding to the inception date of VVSM.DE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| 70 SXR8 + 25 QDVE + 5 VVSM | 21.32% | 1.12% | 18.07% | 29.97% | N/A | N/A |
| Portfolio components: | ||||||
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 30.36% | 0.22% | 23.83% | 42.23% | 26.21% | N/A |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 17.50% | 2.05% | 15.62% | 24.20% | 15.18% | 14.97% |
VVSM.DE VanEck Semiconductor UCITS ETF | 29.75% | -6.64% | 22.55% | 51.40% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 70 SXR8 + 25 QDVE + 5 VVSM, 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 | 2.59% | 5.00% | 3.41% | -3.51% | 4.04% | 7.60% | 21.32% | ||||||
| 2023 | 7.06% | -0.88% | 4.98% | 1.03% | 4.32% | 6.14% | 3.03% | -1.01% | -5.16% | -2.74% | 10.21% | 5.57% | 36.41% |
| 2022 | -7.67% | -2.87% | 4.39% | -8.44% | -2.37% | -8.74% | 9.65% | -3.63% | -8.71% | 5.54% | 3.41% | -4.42% | -23.15% |
| 2021 | -0.05% | 2.57% | 3.07% | 4.99% | 0.12% | 3.74% | 2.63% | 3.40% | -4.21% | 5.76% | 2.19% | 4.91% | 32.82% |
| 2020 | 2.70% | 2.70% |
Expense Ratio
70 SXR8 + 25 QDVE + 5 VVSM has an expense ratio of 0.14%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 70 SXR8 + 25 QDVE + 5 VVSM is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
QDVE.DE iShares S&P 500 Information Technology Sector UCITS ETF | 2.19 | 2.98 | 1.37 | 3.65 | 10.21 |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 2.25 | 3.34 | 1.41 | 1.98 | 8.34 |
VVSM.DE VanEck Semiconductor UCITS ETF | 1.77 | 2.45 | 1.30 | 1.87 | 7.53 |
Dividends
Dividend yield
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the 70 SXR8 + 25 QDVE + 5 VVSM. 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 70 SXR8 + 25 QDVE + 5 VVSM was 28.28%, occurring on Oct 12, 2022. Recovery took 293 trading sessions.
The current 70 SXR8 + 25 QDVE + 5 VVSM drawdown is 3.56%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.28% | Jan 3, 2022 | 201 | Oct 12, 2022 | 293 | Dec 1, 2023 | 494 |
| -6.89% | Feb 16, 2021 | 14 | Mar 5, 2021 | 19 | Apr 1, 2021 | 33 |
| -6.59% | Mar 22, 2024 | 20 | Apr 22, 2024 | 16 | May 15, 2024 | 36 |
| -6.47% | Sep 7, 2021 | 20 | Oct 4, 2021 | 16 | Oct 26, 2021 | 36 |
| -4.41% | May 10, 2021 | 8 | May 19, 2021 | 14 | Jun 9, 2021 | 22 |
Volatility
Volatility Chart
The current 70 SXR8 + 25 QDVE + 5 VVSM volatility is 3.15%, 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
| VVSM.DE | SXR8.DE | QDVE.DE | |
|---|---|---|---|
| VVSM.DE | 1.00 | 0.78 | 0.86 |
| SXR8.DE | 0.78 | 1.00 | 0.89 |
| QDVE.DE | 0.86 | 0.89 | 1.00 |