US.UK.GLD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CUKX.L iShares FTSE 100 UCITS ETF | 29% | |
SGLN.L iShares Physical Gold ETC | Precious Metals, Commodities | 2% |
SPX5.L SPDR S&P 500 UCITS ETF | Large Cap Blend Equities | 69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US.UK.GLD, 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 Mar 19, 2012, corresponding to the inception date of SPX5.L
Returns By Period
As of Apr 20, 2025, the US.UK.GLD returned -4.17% Year-To-Date and 9.45% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| US.UK.GLD | -6.49% | -5.49% | -6.69% | 9.72% | 14.08% | 9.37% |
| Portfolio components: | ||||||
SPX5.L SPDR S&P 500 UCITS ETF | -10.40% | -6.63% | -9.34% | 7.50% | 14.50% | 11.37% |
CUKX.L iShares FTSE 100 UCITS ETF | 9.07% | -1.96% | 2.70% | 16.91% | 12.58% | 4.24% |
SGLN.L iShares Physical Gold ETC | 26.60% | 8.67% | 21.23% | 38.15% | 14.12% | 10.51% |
Monthly Returns
The table below presents the monthly returns of US.UK.GLD, 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 | 3.35% | -2.19% | -4.05% | -3.59% | -6.49% | ||||||||
| 2024 | 1.19% | 3.29% | 3.84% | -2.22% | 3.22% | 4.00% | 1.40% | 1.62% | 1.95% | -0.59% | 4.56% | -2.20% | 21.66% |
| 2023 | 5.44% | -1.86% | 2.55% | 2.73% | -0.56% | 5.47% | 3.22% | -1.50% | -3.95% | -3.22% | 8.22% | 5.22% | 23.06% |
| 2022 | -5.17% | -1.17% | 3.59% | -6.92% | -1.59% | -7.98% | 6.92% | -3.46% | -7.69% | 5.47% | 5.31% | -3.00% | -15.99% |
| 2021 | -0.24% | 2.81% | 3.70% | 4.92% | 1.56% | 1.00% | 2.02% | 2.55% | -3.41% | 5.22% | -0.71% | 4.50% | 26.29% |
| 2020 | -0.89% | -9.80% | -11.44% | 9.46% | 3.10% | 2.46% | 4.23% | 7.02% | -3.62% | -3.28% | 11.10% | 4.47% | 10.50% |
| 2019 | 7.19% | 3.52% | 1.90% | 3.33% | -5.42% | 5.53% | 1.24% | -3.07% | 2.86% | 2.35% | 3.29% | 3.53% | 28.84% |
| 2018 | 4.10% | -3.68% | -2.84% | 2.70% | 1.06% | 0.34% | 2.27% | 0.70% | 1.06% | -6.65% | 0.12% | -6.86% | -8.08% |
| 2017 | 1.06% | 3.29% | 1.17% | 0.98% | 1.99% | 0.22% | 2.21% | 0.02% | 2.11% | 2.20% | 1.99% | 3.20% | 22.39% |
| 2016 | -5.78% | 0.78% | 5.42% | 1.00% | 0.80% | -1.00% | 3.60% | 0.62% | 0.05% | -2.29% | 2.40% | 2.81% | 8.23% |
| 2015 | -2.19% | 5.03% | -2.89% | 2.92% | 0.47% | -2.46% | 2.24% | -6.39% | -3.72% | 8.29% | -0.59% | -2.31% | -2.48% |
| 2014 | -3.55% | 5.53% | -0.99% | 1.92% | 1.64% | 2.11% | -1.12% | 1.98% | -2.33% | -0.02% | 2.47% | -0.60% | 6.94% |
Expense Ratio
US.UK.GLD has an expense ratio of 0.08%, 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
The current rank of US.UK.GLD is 72, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
SPX5.L SPDR S&P 500 UCITS ETF | 0.44 | 0.70 | 1.10 | 0.40 | 1.76 |
CUKX.L iShares FTSE 100 UCITS ETF | 0.95 | 1.31 | 1.19 | 1.15 | 3.84 |
SGLN.L iShares Physical Gold ETC | 2.65 | 3.43 | 1.46 | 5.30 | 14.50 |
Dividends
Dividend yield
US.UK.GLD provided a 85.82% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 85.82% | 71.42% | 83.48% | 95.57% | 67.48% | 96.92% | 121.17% | 117.86% | 162.99% | 102.90% | 115.98% | 98.49% |
| Portfolio components: | ||||||||||||
SPX5.L SPDR S&P 500 UCITS ETF | 124.38% | 103.50% | 120.99% | 138.50% | 97.80% | 140.46% | 175.61% | 170.82% | 236.21% | 149.13% | 168.09% | 142.74% |
CUKX.L iShares FTSE 100 UCITS 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% |
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% |
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 US.UK.GLD. 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 US.UK.GLD was 34.73%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current US.UK.GLD drawdown is 8.91%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.73% | Feb 18, 2020 | 25 | Mar 23, 2020 | 112 | Sep 2, 2020 | 137 |
| -33.45% | Mar 20, 2012 | 51 | Jun 1, 2012 | 499 | May 27, 2014 | 550 |
| -24.49% | Jan 6, 2022 | 192 | Oct 11, 2022 | 297 | Dec 13, 2023 | 489 |
| -17.36% | May 22, 2015 | 185 | Feb 11, 2016 | 212 | Dec 12, 2016 | 397 |
| -16.66% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
Volatility
Volatility Chart
The current US.UK.GLD volatility is 10.96%, 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
| SGLN.L | SPX5.L | CUKX.L | |
|---|---|---|---|
| SGLN.L | 1.00 | 0.06 | 0.15 |
| SPX5.L | 0.06 | 1.00 | 0.67 |
| CUKX.L | 0.15 | 0.67 | 1.00 |