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

AP ETF Portfolio UCITS

Last updated Sep 17, 2024

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
10.10%
8.78%
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

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
AP ETF Portfolio UCITS19.18%1.80%10.10%29.55%N/AN/A
Portfolio components:
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		17.43%1.56%6.33%27.20%10.17%N/A
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		10.97%1.73%10.01%17.59%9.54%8.98%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D		17.63%1.67%8.28%29.34%10.80%N/A
DFEN.DE
VanEck Defense UCITS ETF A		34.47%0.67%13.72%44.66%N/AN/A
TRET.DE
VanEck Global Real Estate UCITS ETF		10.78%6.90%15.89%22.22%0.36%N/A
DBXD.DE
Xtrackers DAX UCITS ETF 1C		11.47%2.44%5.50%22.62%7.91%6.13%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		18.07%1.36%11.43%23.43%N/AN/A
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		24.10%-0.30%5.55%35.70%10.97%N/A
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		22.34%2.01%7.76%33.68%9.21%N/A
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		25.13%-1.31%12.05%42.33%25.20%N/A
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		22.10%2.44%18.50%33.34%15.83%N/A
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		14.43%1.75%13.14%19.59%6.13%5.72%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)		20.12%3.94%12.71%33.54%N/AN/A

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%4.19%4.09%-3.17%4.29%1.74%2.35%3.27%19.18%
20230.68%-2.65%5.21%3.12%-2.16%-4.11%-2.98%9.50%5.45%11.75%

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.

QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)
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%
DFEN.DE
VanEck Defense UCITS ETF A
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%
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF
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%
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist
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%
TRET.DE
VanEck Global Real Estate UCITS ETF
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%
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF
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%
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc
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%
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)
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%
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF
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%
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A
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%
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D
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%
DBXD.DE
Xtrackers DAX UCITS ETF 1C
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%
HUKX.L
HSBC FTSE 100 UCITS ETF GBP
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 risk-adjusted rank of AP ETF Portfolio UCITS is 91, placing it in the top 9% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of AP ETF Portfolio UCITS is 9191
AP ETF Portfolio UCITS
The Sharpe Ratio Rank of AP ETF Portfolio UCITS is 9292Sharpe Ratio Rank
The Sortino Ratio Rank of AP ETF Portfolio UCITS is 9393Sortino Ratio Rank
The Omega Ratio Rank of AP ETF Portfolio UCITS is 9191Omega Ratio Rank
The Calmar Ratio Rank of AP ETF Portfolio UCITS is 8686Calmar Ratio Rank
The Martin Ratio Rank of AP ETF Portfolio UCITS is 9393Martin 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.

AP ETF Portfolio UCITS
Sharpe ratio
The chart of Sharpe ratio for AP ETF Portfolio UCITS, currently valued at 2.78, compared to the broader market-1.000.001.002.003.004.002.78
Sortino ratio
The chart of Sortino ratio for AP ETF Portfolio UCITS, currently valued at 3.89, compared to the broader market-2.000.002.004.006.003.89
Omega ratio
The chart of Omega ratio for AP ETF Portfolio UCITS, currently valued at 1.49, compared to the broader market0.801.001.201.401.601.801.49
Calmar ratio
The chart of Calmar ratio for AP ETF Portfolio UCITS, currently valued at 3.22, compared to the broader market0.002.004.006.008.003.22
Martin ratio
The chart of Martin ratio for AP ETF Portfolio UCITS, currently valued at 18.29, compared to the broader market0.0010.0020.0030.0018.29
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.006.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
CEMR.DE
iShares Edge MSCI Europe Momentum Factor UCITS ETF		2.022.751.342.6212.07
C030.DE
Amundi DJ Switzerland Titans 30 UCITS ETF Dist		1.181.641.231.165.37
XUFN.DE
Xtrackers MSCI USA Financials UCITS ETF 1D		2.383.171.422.7314.19
DFEN.DE
VanEck Defense UCITS ETF A		3.054.071.505.4323.64
TRET.DE
VanEck Global Real Estate UCITS ETF		1.482.291.281.475.94
DBXD.DE
Xtrackers DAX UCITS ETF 1C		1.672.341.281.668.35
WH2E.DE
Invesco S&P World Health Care ESG UCITS ETF Acc		2.203.041.403.0112.42
QDVA.DE
iShares Edge MSCI USA Momentum Factor UCITS ETF		2.182.901.392.9612.00
XLCP.L
Invesco Communications S&P US Select Sector UCITS ETF A		2.433.271.444.6515.06
IUIT.L
iShares S&P 500 Information Technology Sector UCITS ETF		2.252.911.393.1610.67
QDV5.DE
iShares MSCI India UCITS ETF USD (Acc)		2.192.791.445.0720.06
HUKX.L
HSBC FTSE 100 UCITS ETF GBP		1.572.321.282.0310.17
ESIF.DE
iShares MSCI Europe Financials Sector UCITS ETF EUR (Acc)		2.102.821.353.0112.51

Sharpe Ratio

The current AP ETF Portfolio UCITS Sharpe ratio is 2.78. 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 1.64 to 2.29, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 Ratio1.502.002.503.00MayJuneJulyAugustSeptember
2.78
1.96
AP ETF Portfolio UCITS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AP ETF Portfolio UCITS granted a 0.19% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AP ETF Portfolio UCITS0.19%0.30%0.96%0.42%0.51%0.71%0.54%0.47%0.17%0.19%0.16%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		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		0.00%0.85%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		0.00%0.83%4.69%0.00%0.00%0.00%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		3.72%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%AprilMayJuneJulyAugustSeptember
-0.96%
-0.60%
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 9.82%, occurring on Oct 27, 2023. Recovery took 25 trading sessions.

The current AP ETF Portfolio UCITS drawdown is 0.96%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-9.82%Aug 1, 202364Oct 27, 202325Dec 1, 202389
-6.45%Jul 15, 202416Aug 5, 20249Aug 16, 202425
-4.73%Apr 2, 202414Apr 19, 202415May 10, 202429
-4.01%Sep 3, 20244Sep 6, 2024———
-2.74%Apr 25, 202322May 25, 202313Jun 13, 202335

Volatility

Volatility Chart

The current AP ETF Portfolio UCITS volatility is 3.66%, 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%AprilMayJuneJulyAugustSeptember
3.66%
4.09%
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.
QDV5.DEIUIT.LXLCP.LWH2E.DETRET.DEDFEN.DEQDVA.DEXUFN.DEHUKX.LC030.DEESIF.DEDBXD.DECEMR.DE
QDV5.DE1.000.280.270.340.380.340.350.380.400.390.390.420.44
IUIT.L0.281.000.550.230.290.380.770.270.330.310.320.450.44
XLCP.L0.270.551.000.290.320.360.590.360.420.360.300.400.37
WH2E.DE0.340.230.291.000.380.410.490.520.500.580.450.490.58
TRET.DE0.380.290.320.381.000.420.340.600.570.550.550.540.50
DFEN.DE0.340.380.360.410.421.000.570.550.470.480.540.590.62
QDVA.DE0.350.770.590.490.340.571.000.480.440.460.440.570.63
XUFN.DE0.380.270.360.520.600.550.481.000.560.590.670.580.60
HUKX.L0.400.330.420.500.570.470.440.561.000.670.760.730.77
C030.DE0.390.310.360.580.550.480.460.590.671.000.750.750.78
ESIF.DE0.390.320.300.450.550.540.440.670.760.751.000.850.86
DBXD.DE0.420.450.400.490.540.590.570.580.730.750.851.000.92
CEMR.DE0.440.440.370.580.500.620.630.600.770.780.860.921.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2023