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

AP ETF Portfolio UCITS

Currency in USD · Last updated May 23, 2025

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/SectorTarget Weight
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%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jun 19, 2023, corresponding to the inception date of DFEN.DE

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
AP ETF Portfolio UCITS15.25%9.40%13.91%21.57%N/AN/A
Portfolio components:
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		26.02%10.72%25.77%23.89%13.78%8.56%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		17.99%6.73%15.77%17.37%11.31%6.64%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D		4.19%9.77%0.62%21.51%19.51%N/A
DFEN.DE
VanEck Defense UCITS ETF A		46.81%12.86%41.24%68.51%N/AN/A
TRET.DE
VanEck Global Real Estate UCITS ETF		5.29%1.45%-1.08%9.40%7.02%N/A
DBXD.DE
Xtrackers DAX UCITS ETF 1C		30.34%11.83%34.72%33.40%16.14%6.85%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		-3.48%-1.06%-5.90%-9.19%N/AN/A
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		6.48%14.73%4.58%15.59%12.47%N/A
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		8.26%12.83%9.47%28.16%11.83%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		-3.70%20.21%-0.75%13.71%22.39%N/A
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		3.04%1.45%2.56%1.72%18.15%N/A
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		17.08%5.85%16.44%14.47%11.75%6.08%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)		36.44%10.55%37.81%41.12%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
20255.85%0.95%-0.21%3.31%4.61%15.25%
20241.51%4.37%4.14%-3.25%4.41%1.77%2.32%3.33%1.47%-1.43%2.30%-3.39%18.55%
20230.33%3.16%-2.12%-4.03%-2.99%9.53%5.49%8.98%

Expense Ratio

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

QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
DFEN.DE
VanEck Defense UCITS ETF A
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
TRET.DE
VanEck Global Real Estate UCITS ETF
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
DBXD.DE
Xtrackers DAX UCITS ETF 1C
HUKX.L
HSBC FTSE 100 UCITS ETF GBP

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 88, AP ETF Portfolio UCITS is among the top 12% 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 AP ETF Portfolio UCITS is 8888
Overall Rank
The Sharpe Ratio Rank of AP ETF Portfolio UCITS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of AP ETF Portfolio UCITS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of AP ETF Portfolio UCITS is 8888
Omega Ratio Rank
The Calmar Ratio Rank of AP ETF Portfolio UCITS is 8888
Calmar Ratio Rank
The Martin Ratio Rank of AP ETF Portfolio UCITS is 9393
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
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		1.171.681.231.625.81
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		0.981.451.211.223.48
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D		0.991.601.241.295.39
DFEN.DE
VanEck Defense UCITS ETF A		2.803.581.515.6314.79
TRET.DE
VanEck Global Real Estate UCITS ETF		0.531.061.150.682.01
DBXD.DE
Xtrackers DAX UCITS ETF 1C		1.592.271.302.098.69
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		-0.56-0.500.93-0.34-0.76
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		0.660.961.140.652.34
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		1.602.231.321.575.86
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		0.510.721.090.401.30
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		0.080.211.030.040.09
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		0.891.321.191.174.05
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)		1.842.451.352.4811.27

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.

AP ETF Portfolio UCITS Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.28
  • All Time: 1.61

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 0.47 to 0.99, 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 AP ETF Portfolio UCITS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

AP ETF Portfolio UCITS provided a 0.69% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.69%0.68%0.57%0.96%0.56%0.84%0.96%0.54%0.47%0.17%0.19%0.16%
Portfolio components:
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		1.40%1.52%0.00%2.21%1.70%2.04%2.37%2.78%2.76%0.00%0.00%0.00%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D		1.21%1.08%1.66%2.69%1.25%1.34%3.46%0.66%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		3.78%3.44%3.66%4.69%1.78%4.45%3.31%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		3.42%3.74%3.50%3.63%3.19%4.04%4.31%4.35%3.79%3.49%3.79%3.25%
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.

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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 12.92%, occurring on Apr 9, 2025. Recovery took 12 trading sessions.

The current AP ETF Portfolio UCITS drawdown is 1.16%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.92%Mar 20, 202515Apr 9, 202512Apr 29, 202527
-9.72%Aug 1, 202364Oct 27, 202325Dec 1, 202389
-6.47%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-4.9%Dec 6, 202424Jan 13, 20257Jan 22, 202531
-4.79%Apr 2, 202414Apr 19, 202415May 10, 202429

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 13 assets, with an effective number of assets of 11.43, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCQDV5.DEIUIT.LWH2E.DETRET.DEXLCP.LDFEN.DEXUFN.DEQDVA.DEC030.DEHUKX.LESIF.DEDBXD.DECEMR.DEPortfolio
^GSPC1.000.340.500.280.300.440.400.350.550.340.390.340.410.460.56
QDV5.DE0.341.000.240.330.360.320.310.390.370.350.400.380.400.420.51
IUIT.L0.500.241.000.200.200.570.410.320.770.310.320.350.450.480.62
WH2E.DE0.280.330.201.000.460.290.380.500.420.560.490.400.410.490.58
TRET.DE0.300.360.200.461.000.310.420.580.370.550.540.490.500.480.61
XLCP.L0.440.320.570.290.311.000.410.440.640.390.420.370.470.470.63
DFEN.DE0.400.310.410.380.420.411.000.540.580.440.470.490.530.590.71
XUFN.DE0.350.390.320.500.580.440.541.000.600.490.520.580.520.560.73
QDVA.DE0.550.370.770.420.370.640.580.601.000.420.430.450.540.610.81
C030.DE0.340.350.310.560.550.390.440.490.421.000.730.740.750.780.75
HUKX.L0.390.400.320.490.540.420.470.520.430.731.000.810.780.810.77
ESIF.DE0.340.380.350.400.490.370.490.580.450.740.811.000.860.870.79
DBXD.DE0.410.400.450.410.500.470.530.520.540.750.780.861.000.910.85
CEMR.DE0.460.420.480.490.480.470.590.560.610.780.810.870.911.000.89
Portfolio0.560.510.620.580.610.630.710.730.810.750.770.790.850.891.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2023