Asset Allocation
Find the right asset allocation for Boring ETF strategy USD v3
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Boring ETF strategy USD v3, 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 never rebalanced.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -2.64% | -0.21% | 7.86% | 7.47% | 23.05% | 19.90% | 11.79% | 13.33% |
Portfolio Boring ETF strategy USD v3 | -0.52% | 2.75% | 13.57% | 12.60% | 35.87% | — | — | — |
| Portfolio components: | ||||||||
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | -0.00% | 2.19% | 1.42% | 0.11% | 23.77% | 16.45% | — | — |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 0.98% | -6.02% | 10.37% | 3.96% | 51.95% | 45.77% | — | — |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | -0.13% | 2.01% | 11.06% | 12.41% | 28.62% | — | — | — |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | -2.23% | 2.51% | 32.71% | 32.74% | 74.51% | 7.48% | — | — |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | -1.06% | 7.48% | 16.06% | 15.14% | 32.15% | 30.63% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 27, 2024, Boring ETF strategy USD v3's average daily return is +0.10%, while the average monthly return is +2.03%. At this rate, an investment would double in approximately 2.9 years.
Historically, 68% of months were positive and 32% were negative. The best month was Apr 2026 with a return of +13.2%, while the worst month was Mar 2026 at -7.7%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Boring ETF strategy USD v3 closed higher 56% of trading days. The best single day was Apr 10, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -6.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.10% | -2.62% | -7.72% | 13.19% | 7.05% | 0.19% | 13.57% | ||||||
| 2025 | 4.46% | -2.93% | -4.88% | 0.95% | 9.42% | 7.69% | 3.35% | 2.44% | 7.42% | 4.76% | -5.12% | 0.69% | 30.58% |
| 2024 | 0.64% | -0.61% | 0.34% | 7.13% | -0.38% | 3.83% | -2.70% | 8.21% |
Benchmark Metrics
Boring ETF strategy USD v3 has an annualized alpha of 16.90%, beta of 0.46, and R2 of 0.16 versus S&P 500 Index. Calculated based on daily prices since June 27, 2024.
- This portfolio captured 131.27% of S&P 500 Index gains and 118.01% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- Beta of 0.46 may look defensive, but with R2 of 0.16 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.16 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 16.90%
- Beta
- 0.46
- R²
- 0.16
- Upside Capture
- 131.27%
- Downside Capture
- 118.01%
Expense Ratio
Boring ETF strategy USD v3 has an expense ratio of 0.26%, 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.
Return for Risk
Risk / Return Rank
Boring ETF strategy USD v3 ranks 35 for risk / return — below 35% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Boring ETF strategy USD v3 and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.09 | 2.01 | +0.08 |
| Sortino ratioReturn per unit of downside risk | 2.91 | 2.71 | +0.20 |
| Omega ratioGain probability vs. loss probability | 1.36 | 1.36 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 2.86 | 2.69 | +0.18 |
| Martin ratioReturn relative to average drawdown | 8.49 | 12.34 | -3.86 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
CBUK.DE iShares MSCI China Tech UCITS ETF USD Acc | 27 | 1.01 | 1.54 | 1.18 | 0.98 | 2.02 |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 38 | 1.25 | 1.86 | 1.22 | 1.90 | 4.64 |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | 79 | 2.38 | 3.43 | 1.42 | 3.21 | 13.58 |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 81 | 2.44 | 3.25 | 1.54 | 4.16 | 11.25 |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 47 | 1.76 | 2.46 | 1.30 | 1.63 | 4.54 |
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Dividends
Dividend yield
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 Boring ETF strategy USD v3. 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 Boring ETF strategy USD v3 was 21.23%, occurring on Apr 9, 2025. Recovery took 36 trading sessions.
The current Boring ETF strategy USD v3 drawdown is 1.94%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
2025 selloff2025 | -21.23%Apr 2025 | 1mo 20d | 1mo 25d | 3mo 15dFeb 2025 - Jun 2025 |
2026 correction2026 | -12.68%Mar 2026 | 1mo 27d | 1mo 8d | 3mo 5dJan 2026 - May 2026 |
2025 correction2025 | -11.05%Nov 2025 | 23d | 2mo 8d | 3mo 1dOct 2025 - Jan 2026 |
2024 correction2024 | -10.87%Aug 2024 | 21d | 1mo 20d | 2mo 11dJul 2024 - Sep 2024 |
2025 pullback2025 | -6.57%Jan 2025 | 1mo 4d | 24d | 1mo 28dDec 2024 - Feb 2025 |
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 5 assets, with an effective number of assets of 3.64, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | All Time | |
|---|---|---|
Diversification Ratio | 1.24 | 1.22 |
The portfolio has a diversification ratio of 1.22, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Boring ETF strategy USD v3 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (All Time) Calculated using the full available price history since Jun 27, 2024 | 0.57 |
Benchmark Correlations
Correlation vs. S&P 500 Index. WEBN.DE has the highest benchmark correlation at 0.59, while CBUK.DE has the lowest at 0.27.
Asset Correlations Table
Find what Boring ETF strategy USD v3 is missing
See which holdings overlap, where Boring ETF strategy USD v3 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification