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ACWI - Geldmarkt - Gold
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ACWI - Geldmarkt - Gold

Currency in USD · Last updated Jun 1, 2025

ACWI - Geldmarkt - Gold

Asset Allocation

XEON.DE 20%4GLD.DE 10%ACWI 70%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
4GLD.DE
Xetra-Gold ETF		Gold, Precious Metals
10%
ACWI
iShares MSCI ACWI ETF		Large Cap Growth Equities
70%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		Bank Loan
20%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Mar 28, 2008, corresponding to the inception date of ACWI

Returns By Period

As of Jun 1, 2025, the ACWI - Geldmarkt - Gold returned 8.33% Year-To-Date and 7.99% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%5.49%-2.00%12.02%14.19%10.85%
ACWI - Geldmarkt - Gold8.33%3.59%5.75%15.12%11.28%7.99%
Portfolio components:
4GLD.DE
Xetra-Gold ETF		26.15%-0.36%23.38%41.25%13.76%10.88%
ACWI
iShares MSCI ACWI ETF		5.23%5.31%2.44%13.24%13.32%9.35%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		10.21%0.40%8.71%7.91%1.94%0.85%
*Annualized

Monthly Returns

The table below presents the monthly returns of ACWI - Geldmarkt - Gold, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.89%0.02%-0.64%2.03%3.84%8.33%
2024-0.23%3.25%3.18%-2.35%3.78%1.27%1.76%2.56%2.31%-1.35%2.06%-2.38%14.47%
20236.15%-3.38%3.72%1.52%-1.28%4.21%3.01%-2.42%-3.90%-1.02%7.11%3.85%18.15%
2022-3.37%-1.58%1.30%-6.69%0.26%-6.19%3.87%-3.70%-7.14%4.14%7.73%-2.25%-13.88%
2021-0.62%0.76%1.38%3.85%2.01%-0.27%0.97%1.42%-3.73%4.04%-2.05%2.97%10.96%
2020-0.85%-5.23%-8.85%6.60%3.98%2.72%6.07%3.98%-2.70%-1.73%7.81%4.38%15.74%
20196.12%1.50%0.75%2.30%-4.43%5.90%-0.15%-1.01%0.96%2.59%1.15%3.10%19.95%
20185.13%-3.57%-0.89%-0.07%-0.57%-1.09%2.27%0.29%0.29%-5.64%1.27%-4.65%-7.44%
20172.62%1.94%1.06%1.60%2.07%0.90%2.58%0.94%0.84%1.22%1.78%1.33%20.57%
2016-3.12%0.20%5.64%1.44%-0.77%0.90%2.63%0.09%0.84%-2.11%-0.74%1.13%6.03%
2015-1.44%3.07%-1.82%2.31%-0.13%-1.48%-0.71%-4.07%-2.44%5.00%-1.72%-0.88%-4.57%
2014-3.13%4.40%0.21%0.93%0.74%1.93%-1.57%1.55%-3.63%0.39%0.85%-2.13%0.26%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

ACWI - Geldmarkt - Gold has an expense ratio of 0.24%, 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.

ACWI
iShares MSCI ACWI ETF
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C
4GLD.DE
Xetra-Gold ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 83, ACWI - Geldmarkt - Gold is among the top 17% 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.

The Risk-Adjusted Performance Rank of ACWI - Geldmarkt - Gold is 8383
Overall Rank
The Sharpe Ratio Rank of ACWI - Geldmarkt - Gold is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of ACWI - Geldmarkt - Gold is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ACWI - Geldmarkt - Gold is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ACWI - Geldmarkt - Gold is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ACWI - Geldmarkt - Gold is 8787
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
4GLD.DE
Xetra-Gold ETF		2.263.261.435.3515.26
ACWI
iShares MSCI ACWI ETF		0.771.091.160.753.24
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		0.991.711.200.272.37

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.

ACWI - Geldmarkt - Gold Sharpe ratios as of Jun 1, 2025 (values are recalculated daily):

  • 1-Year: 1.21
  • 5-Year: 0.89
  • 10-Year: 0.62
  • All Time: 0.39

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 0.59 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ACWI - Geldmarkt - Gold compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

ACWI - Geldmarkt - Gold provided a 1.13% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.13%1.19%1.32%1.26%1.20%1.00%1.63%1.58%1.36%1.53%1.79%1.58%
Portfolio components:
4GLD.DE
Xetra-Gold ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWI
iShares MSCI ACWI ETF		1.62%1.70%1.88%1.79%1.71%1.43%2.33%2.25%1.94%2.19%2.56%2.26%
XEON.DE
Xtrackers II EUR Overnight Rate Swap UCITS ETF 1C		0.00%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the ACWI - Geldmarkt - Gold. 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 ACWI - Geldmarkt - Gold was 44.55%, occurring on Mar 9, 2009. Recovery took 504 trading sessions.

The current ACWI - Geldmarkt - Gold drawdown is 0.37%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.55%May 19, 2008210Mar 9, 2009504Feb 18, 2011714
-24.37%Feb 13, 202028Mar 23, 202085Jul 21, 2020113
-22.49%Nov 9, 2021242Oct 14, 2022305Dec 19, 2023547
-17.98%May 2, 2011111Oct 3, 2011330Jan 11, 2013441
-15.95%Jan 29, 2018235Dec 24, 2018221Nov 1, 2019456
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 3 assets, with an effective number of assets of 1.85, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPC4GLD.DEXEON.DEACWIPortfolio
^GSPC1.000.030.130.940.89
4GLD.DE0.031.000.480.050.26
XEON.DE0.130.481.000.180.38
ACWI0.940.050.181.000.95
Portfolio0.890.260.380.951.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2008
Go to the full Correlations tool for more customization options