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AP ETF Portfolio UCITS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QDVA.DE 15%CEMR.DE 10%C030.DE 10%DBXD.DE 10%XUFN.DE 7.5%DFEN.DE 7.5%WH2E.DE 7.5%XLCP.L 5%IUIT.L 5%QDV5.DE 5%HUKX.L 5%ESIF.DE 5%TRET.DE 7.5%EquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
Europe Equities
10%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
Europe Equities
10%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
Europe Equities
10%
DFEN.DE
VanEck Defense UCITS ETF A
Industrials Equities
7.50%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
Financials Equities
5%
HUKX.L
HSBC FTSE 100 UCITS ETF GBP
Europe Equities
5%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
Technology Equities
5%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
Asia Pacific Equities
5%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
Large Cap Growth Equities
15%
TRET.DE
VanEck Global Real Estate UCITS ETF
REIT
7.50%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
Health & Biotech Equities
7.50%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
Communications Equities
5%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
Financials Equities
7.50%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AP ETF Portfolio UCITS, 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


25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
32.54%
43.23%
AP ETF Portfolio UCITS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2023, corresponding to the inception date of WH2E.DE

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.66%0.49%8.64%26.56%13.06%11.10%
AP ETF Portfolio UCITS18.25%-0.92%4.71%19.56%N/AN/A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
12.69%-0.43%-0.66%13.46%9.08%N/A
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
-0.30%-3.43%-4.56%1.35%7.18%8.20%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
30.77%-2.28%18.93%32.54%12.80%N/A
DFEN.DE
VanEck Defense UCITS ETF A
41.96%-2.59%16.18%43.24%N/AN/A
TRET.DE
VanEck Global Real Estate UCITS ETF
1.32%-5.27%5.54%3.53%2.12%N/A
DBXD.DE
Xtrackers DAX UCITS ETF 1C
11.49%3.37%6.58%12.24%7.85%6.78%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
1.05%-2.78%-7.51%2.44%N/AN/A
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
32.54%-0.55%5.33%33.64%12.95%N/A
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
37.92%1.06%15.88%38.59%12.66%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
37.66%4.00%6.24%39.26%24.51%N/A
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
10.45%-0.43%-3.17%12.13%12.69%N/A
HUKX.L
HSBC FTSE 100 UCITS ETF GBP
6.58%-1.26%-1.56%7.38%4.86%5.93%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
17.18%-0.05%6.34%18.35%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of AP ETF Portfolio UCITS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.62%4.24%4.14%-3.23%4.36%1.82%2.35%3.33%1.45%-1.42%2.29%18.25%
20230.68%-2.65%5.29%3.12%-2.09%-4.04%-2.98%9.50%5.52%12.08%

Expense Ratio

AP ETF Portfolio UCITS has an expense ratio of 0.23%, 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.


Expense ratio chart for QDV5.DE: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DFEN.DE: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for CEMR.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for C030.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for TRET.DE: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for QDVA.DE: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for WH2E.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for ESIF.DE: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
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%
Expense ratio chart for XLCP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for XUFN.DE: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for DBXD.DE: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for HUKX.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 rank of AP ETF Portfolio UCITS is 64, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of AP ETF Portfolio UCITS is 6464
Overall Rank
The Sharpe Ratio Rank of AP ETF Portfolio UCITS is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of AP ETF Portfolio UCITS is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AP ETF Portfolio UCITS is 5757
Omega Ratio Rank
The Calmar Ratio Rank of AP ETF Portfolio UCITS is 6969
Calmar Ratio Rank
The Martin Ratio Rank of AP ETF Portfolio UCITS is 6868
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.


Sharpe ratio
The chart of Sharpe ratio for AP ETF Portfolio UCITS, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.001.682.12
The chart of Sortino ratio for AP ETF Portfolio UCITS, currently valued at 2.35, compared to the broader market-6.00-4.00-2.000.002.004.006.002.352.83
The chart of Omega ratio for AP ETF Portfolio UCITS, currently valued at 1.29, compared to the broader market0.400.600.801.001.201.401.601.801.291.39
The chart of Calmar ratio for AP ETF Portfolio UCITS, currently valued at 2.83, compared to the broader market0.002.004.006.008.0010.0012.002.833.13
The chart of Martin ratio for AP ETF Portfolio UCITS, currently valued at 10.80, compared to the broader market0.0010.0020.0030.0040.0050.0010.8013.67
AP ETF Portfolio UCITS
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
0.881.271.151.363.96
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
-0.020.101.01-0.02-0.07
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
2.223.241.414.3014.46
DFEN.DE
VanEck Defense UCITS ETF A
2.423.091.423.5012.03
TRET.DE
VanEck Global Real Estate UCITS ETF
0.100.231.030.110.34
DBXD.DE
Xtrackers DAX UCITS ETF 1C
0.801.171.141.463.56
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
0.100.211.030.060.21
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
1.822.491.332.459.98
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
2.753.731.515.1617.63
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
1.812.441.322.578.57
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
0.630.921.130.852.40
HUKX.L
HSBC FTSE 100 UCITS ETF GBP
0.560.851.100.762.35
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
1.111.571.192.155.84

The current AP ETF Portfolio UCITS Sharpe ratio is 1.83. 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 1.26 to 2.06, 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 AP ETF Portfolio UCITS 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 Ratio1.502.002.503.003.504.00JulyAugustSeptemberOctoberNovemberDecember
1.68
2.12
AP ETF Portfolio UCITS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AP ETF Portfolio UCITS provided a 0.52% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.52%0.57%0.96%0.56%0.84%0.96%0.54%0.47%0.17%0.19%0.16%0.16%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor 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%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
0.00%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%0.00%0.00%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
1.07%1.66%2.69%1.25%1.34%3.46%0.66%0.00%0.00%0.00%0.00%0.00%
DFEN.DE
VanEck Defense UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TRET.DE
VanEck Global Real Estate UCITS ETF
3.40%3.66%4.69%1.78%4.45%3.31%0.00%0.00%0.00%0.00%0.00%0.00%
DBXD.DE
Xtrackers DAX 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%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QDVA.DE
iShares Edge MSCI USA Momentum Factor 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%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
0.00%0.00%0.00%0.00%0.00%0.00%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%0.00%0.00%0.00%0.00%0.00%0.00%
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
HUKX.L
HSBC FTSE 100 UCITS ETF GBP
3.78%3.50%3.63%3.19%4.04%4.31%4.35%3.79%3.49%3.79%3.25%3.24%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-2.37%
AP ETF Portfolio UCITS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AP ETF Portfolio UCITS. 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 AP ETF Portfolio UCITS was 9.70%, occurring on Oct 27, 2023. Recovery took 25 trading sessions.

The current AP ETF Portfolio UCITS drawdown is 3.31%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.7%Aug 1, 202364Oct 27, 202325Dec 1, 202389
-6.45%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-4.78%Apr 2, 202414Apr 19, 202415May 10, 202429
-4.7%Dec 6, 202410Dec 19, 2024
-3.93%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current AP ETF Portfolio UCITS volatility is 2.70%, 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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.70%
3.87%
AP ETF Portfolio UCITS
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.

IUIT.LQDV5.DEXLCP.LWH2E.DETRET.DEDFEN.DEXUFN.DEQDVA.DEC030.DEESIF.DEHUKX.LDBXD.DECEMR.DE
IUIT.L1.000.220.510.200.230.380.240.740.300.300.310.420.43
QDV5.DE0.221.000.300.340.370.310.370.350.370.390.430.420.43
XLCP.L0.510.301.000.300.300.410.360.580.380.320.370.420.41
WH2E.DE0.200.340.301.000.400.390.520.470.560.430.540.470.56
TRET.DE0.230.370.300.401.000.400.580.340.520.520.580.530.49
DFEN.DE0.380.310.410.390.401.000.540.560.430.470.470.530.57
XUFN.DE0.240.370.360.520.580.541.000.500.530.620.560.540.57
QDVA.DE0.740.350.580.470.340.560.501.000.440.420.440.530.61
C030.DE0.300.370.380.560.520.430.530.441.000.740.730.750.78
ESIF.DE0.300.390.320.430.520.470.620.420.741.000.810.850.85
HUKX.L0.310.430.370.540.580.470.560.440.730.811.000.790.82
DBXD.DE0.420.420.420.470.530.530.540.530.750.850.791.000.92
CEMR.DE0.430.430.410.560.490.570.570.610.780.850.820.921.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2023
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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