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ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SGLN.L 10%QQQ 80%SMH 10%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
QQQ
Invesco QQQ
Large Cap Blend Equities
80%
SGLN.L
iShares Physical Gold ETC
Precious Metals, Commodities
10%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF, 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.


-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.92%
7.77%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 12, 2011, corresponding to the inception date of SGLN.L

Returns By Period

As of Jan 19, 2025, the ETF returned 2.97% Year-To-Date and 19.05% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.96%1.11%7.77%23.90%12.59%11.36%
ETF2.97%1.96%6.92%27.31%20.25%18.86%
QQQ
Invesco QQQ
2.06%0.76%8.50%24.61%18.79%18.03%
SMH
VanEck Vectors Semiconductor ETF
6.64%6.87%0.65%38.58%28.74%25.93%
SGLN.L
iShares Physical Gold ETC
4.00%3.28%13.33%33.26%11.32%7.38%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.56%6.80%2.34%-4.34%7.32%6.77%-2.36%0.61%2.29%-0.90%4.17%0.41%27.98%
202311.51%-0.27%9.55%-0.60%9.13%5.98%4.12%-1.70%-5.43%-2.25%11.42%6.21%56.82%
2022-8.97%-4.00%3.96%-13.56%-0.39%-10.05%12.80%-5.78%-10.86%3.60%7.75%-8.90%-32.21%
20210.72%0.71%1.54%4.89%-0.47%5.83%2.49%3.93%-5.59%7.58%3.39%1.28%28.93%
20202.24%-5.62%-7.60%14.59%6.31%6.45%7.60%9.93%-4.95%-2.52%11.91%5.03%48.95%
20199.02%3.38%3.65%5.81%-8.94%8.17%2.79%-1.69%1.19%4.69%3.89%4.47%41.46%
20188.61%-1.14%-3.69%-0.52%6.07%0.29%2.70%5.21%-0.54%-8.78%0.19%-8.22%-1.35%
20174.96%4.11%2.23%2.34%4.25%-2.61%4.09%2.28%0.33%4.99%1.48%0.41%32.62%
2016-6.39%-0.78%6.78%-3.01%4.29%-1.52%7.37%1.25%2.46%-1.56%0.53%1.11%10.13%
2015-1.84%6.72%-2.43%1.63%2.80%-3.17%3.13%-6.23%-1.91%10.71%0.56%-1.66%7.39%
2014-1.76%5.33%-2.01%-0.48%3.94%3.66%0.70%4.86%-1.07%2.13%4.77%-1.90%19.22%

Expense Ratio

ETF has an expense ratio of 0.20%, 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 SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for QQQ: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF is 17, meaning it’s performing worse than 83% of other 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 ETF is 1717
Overall Rank
The Sharpe Ratio Rank of ETF is 1616
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF is 1515
Sortino Ratio Rank
The Omega Ratio Rank of ETF is 1717
Omega Ratio Rank
The Calmar Ratio Rank of ETF is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ETF is 1616
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 ETF, currently valued at 1.23, compared to the broader market-1.000.001.002.003.004.005.001.232.06
The chart of Sortino ratio for ETF, currently valued at 1.72, compared to the broader market0.002.004.006.001.722.74
The chart of Omega ratio for ETF, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.221.38
The chart of Calmar ratio for ETF, currently valued at 1.61, compared to the broader market0.002.004.006.008.0010.001.613.13
The chart of Martin ratio for ETF, currently valued at 5.30, compared to the broader market0.0010.0020.0030.0040.005.3012.84
ETF
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
QQQ
Invesco QQQ
1.281.771.231.705.91
SMH
VanEck Vectors Semiconductor ETF
1.001.501.191.403.35
SGLN.L
iShares Physical Gold ETC
2.393.081.424.4311.71

The current ETF Sharpe ratio is 1.23. 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 1.46 to 2.25, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ETF 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 Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.23
2.06
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF provided a 0.48% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.48%0.49%0.56%0.76%0.39%0.51%0.75%0.92%0.81%0.93%1.00%1.24%
QQQ
Invesco QQQ
0.55%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
SMH
VanEck Vectors Semiconductor ETF
0.41%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%1.16%
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.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-1.80%
-1.54%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF. 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 ETF was 36.34%, occurring on Oct 14, 2022. Recovery took 297 trading sessions.

The current ETF drawdown is 1.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.34%Dec 28, 2021208Oct 14, 2022297Dec 11, 2023505
-28.62%Feb 20, 202018Mar 16, 202057Jun 5, 202075
-22.37%Aug 30, 201883Dec 24, 201872Apr 5, 2019155
-15.81%Jul 11, 202420Aug 7, 202466Nov 7, 202486
-15.15%Dec 7, 201545Feb 9, 2016112Jul 18, 2016157

Volatility

Volatility Chart

The current ETF volatility is 6.64%, 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%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
6.64%
5.07%
ETF
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.

SGLN.LSMHQQQ
SGLN.L1.000.020.04
SMH0.021.000.82
QQQ0.040.821.00
The correlation results are calculated based on daily price changes starting from Apr 13, 2011
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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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