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Paola (pre opt 31.01.2026)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Paola (pre opt 31.01.2026)

Currency in EUR · Last updated Apr 4, 2026

This is an optimization, based on the assets that she has and without including any new.

Asset Allocation

PRAB.DE 5.61%AUM5.DE 17.57%SXR8.DE 15.21%EQQB.DE 14.18%MHL.DE 8.18%IUSK.DE 7.96%INDA.DE 7.92%17 positions 23.22%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF		Consumer Staples Equities, S&P 500
0.67%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD		Latin America Equities
0.94%
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR		Latin America Equities
0.19%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		S&P 500
17.57%
BAYN.DE
Bayer Aktiengesellschaft		Healthcare
0.16%
COFF.L
WisdomTree Coffee		Agricultural Commodities
0.13%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		Europe Equities
4.10%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc		Large Cap Growth Equities
14.18%
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		Global Equities
1.59%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)		Consumer Staples Equities
0.69%
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)		Utilities Equities
2.48%
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)		Industrials Equities
3.38%
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist		Financials Equities
7.92%
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)		Energy Equities
0.17%
IUSK.DE
iShares MSCI Europe SRI UCITS ETF (Acc)		Europe Equities
7.96%
LYP6.DE
Amundi Core STOXX Europe 600 (DR) UCITS ETF Acc		Europe Equities
1.18%
MHL.DE
S&P Global Inc		Financial Services
8.18%
NVDA
NVIDIA Corporation		Technology
2.18%
PRAB.DE
Amundi Prime Euro Government Bonds 0-1Y UCITS ETF		European Government Bonds
5.61%
QDVE.DE
iShares S&P 500 Information Technology Sector UCITS ETF		Technology Equities, S&P 500
1.56%
QDVH.DE
iShares S&P 500 Financials Sector UCITS ETF (Acc)		Financials Equities, S&P 500
0.13%
SC04.DE
Invesco European Household Sector UCITS ETF		Consumer Staples Equities
1.44%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		S&P 500
15.21%
XDAX.L
Xtrackers DAX UCITS ETF 1C		Europe Equities
0.70%
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C		Technology Equities
1.66%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of €10,000 in Paola (pre opt 31.01.2026), 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.

Loading graphics...

The earliest data available for this chart is Feb 18, 2022, corresponding to the inception date of EQQB.DE

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.52%-3.08%-2.14%-0.28%23.19%14.66%10.81%12.14%
Portfolio
Paola (pre opt 31.01.2026)
0.03%-2.55%-3.54%0.26%21.54%17.38%——
Portfolio components:
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF		-13.12%-4.29%8.52%9.67%-0.13%5.65%8.40%—
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD		0.55%4.42%18.51%30.65%58.52%16.92%13.60%8.21%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		0.22%-3.45%-2.80%-0.36%16.89%16.10%12.27%13.82%
BAYN.DE
Bayer Aktiengesellschaft		-1.06%6.14%7.25%37.59%87.57%-10.95%-3.42%-6.27%
COFF.L
WisdomTree Coffee		1.08%4.39%-11.79%-14.38%-12.28%30.78%28.10%6.57%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.21%-3.45%-2.80%-0.38%16.87%16.02%12.15%13.67%
DBXD.DE
Xtrackers DAX UCITS ETF 1C		-0.76%-4.43%-5.70%-5.21%6.12%13.53%8.37%8.43%
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc		0.11%-3.53%-4.15%-1.97%23.26%20.53%——
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		0.02%-3.05%-1.25%1.39%18.16%15.02%10.85%11.91%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)		0.18%-8.04%-12.76%-7.61%-4.98%-3.20%1.40%4.57%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 21, 2022, Paola (pre opt 31.01.2026)'s average daily return is +0.05%, while the average monthly return is +1.05%. At this rate, your investment would double in approximately 5.5 years.

Historically, 67% of months were positive and 33% were negative. The best month was Jul 2022 with a return of +10.0%, while the worst month was Jun 2022 at -6.5%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Paola (pre opt 31.01.2026) closed higher 55% of trading days. The best single day was Apr 10, 2025 with a return of +3.7%, while the worst single day was Apr 4, 2025 at -4.6%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.62%-1.02%-5.21%2.17%-3.54%
20254.24%-0.46%-6.53%-2.59%6.65%0.98%4.55%-0.69%1.61%4.05%-0.19%1.28%12.89%
20243.45%3.36%3.68%-1.59%2.73%4.21%0.74%0.06%1.32%0.54%5.77%0.01%26.87%
20237.12%1.88%0.77%0.97%3.88%4.27%2.14%-0.54%-2.24%-3.41%7.53%3.74%28.71%
20220.06%4.51%-3.46%-3.19%-6.54%10.01%-2.75%-6.21%4.62%1.90%-5.23%-7.41%

Benchmark Metrics

Paola (pre opt 31.01.2026) has an annualized alpha of 8.07%, beta of 0.43, and R² of 0.30 versus S&P 500 Index. Calculated based on daily prices since February 21, 2022.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (97.24%) than losses (85.75%) — typical of diversified or defensive assets.
  • Beta of 0.43 may look defensive, but with R² of 0.30 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 0.30 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
8.07%
Beta
0.43
R²
0.30
Upside Capture
97.24%
Downside Capture
85.75%

Expense Ratio

Paola (pre opt 31.01.2026) has an expense ratio of 0.18%, 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.

Top 10 holdings
IQQH.DE
iShares Global Clean Energy UCITS ETF USD (Dist)
COFF.L
WisdomTree Coffee
EXH9.DE
iShares STOXX Europe 600 Utilities UCITS ETF (DE)
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)
EXV8.DE
iShares STOXX Europe 600 Construction & Materials UCITS ETF (DE)
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc
INDA.DE
Lyxor STOXX Europe 600 Banks UCITS ETF Dist
XDWT.DE
Xtrackers MSCI World Information Technology UCITS ETF 1C
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)
AMEL.DE
Amundi MSCI Emerging Markets Latin America UCITS ETF EUR

Return for Risk

Risk / Return Rank

Paola (pre opt 31.01.2026) 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.

Paola (pre opt 31.01.2026) Risk / Return Rank: 3535
Overall Rank
Paola (pre opt 31.01.2026) Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
Paola (pre opt 31.01.2026) Sortino Ratio Rank: 1212
Sortino Ratio Rank
Paola (pre opt 31.01.2026) Omega Ratio Rank: 1313
Omega Ratio Rank
Paola (pre opt 31.01.2026) Calmar Ratio Rank: 7171
Calmar Ratio Rank
Paola (pre opt 31.01.2026) Martin Ratio Rank: 6666
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.70

0.43

+0.27

Sortino ratio

Return per unit of downside risk

1.03

0.73

+0.30

Omega ratio

Gain probability vs. loss probability

1.15

1.12

+0.03

Calmar ratio

Return relative to maximum drawdown

2.47

0.64

+1.82

Martin ratio

Return relative to average drawdown

9.49

2.67

+6.82

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.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
2B7D.DE
iShares S&P 500 Consumer Staples Sector UCITS ETF		11-0.030.191.04-0.01-0.01
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD		942.423.011.424.8917.29
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		440.600.921.142.368.04
BAYN.DE
Bayer Aktiengesellschaft		882.152.761.383.3410.54
COFF.L
WisdomTree Coffee		4-0.50-0.520.94-0.46-0.87
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		440.610.921.142.378.02
DBXD.DE
Xtrackers DAX UCITS ETF 1C		160.160.341.040.501.74
EQQB.DE
Invesco EQQQ Nasdaq-100 UCITS ETF Acc		480.771.181.162.316.93
EUNL.DE
iShares Core MSCI World UCITS ETF USD (Acc)		540.761.111.172.7910.65
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)		4-0.43-0.490.94-0.31-1.02

Sharpe Ratio

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.

Paola (pre opt 31.01.2026) Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 0.70
  • All Time: 0.91

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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Paola (pre opt 31.01.2026) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Paola (pre opt 31.01.2026) provided a 0.64% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio0.64%0.62%0.69%0.35%0.64%0.49%0.21%0.52%0.54%0.32%0.26%0.26%
Portfolio components:
2B7D.DE
iShares S&P 500 Consumer Staples 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%
ALAG.L
Amundi MSCI Em Latin America UCITS ETF-C USD		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AUM5.DE
Amundi S&P 500 UCITS ETF EUR		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BAYN.DE
Bayer Aktiengesellschaft		0.28%0.30%0.57%7.14%4.14%4.26%5.81%3.85%4.55%2.63%2.52%1.94%
COFF.L
WisdomTree Coffee		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SXR8.DE
iShares Core S&P 500 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%
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%
EQQB.DE
Invesco EQQQ Nasdaq-100 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%
EUNL.DE
iShares Core MSCI World 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%
EXH7.DE
iShares STOXX Europe 600 Personal & Household Goods UCITS ETF (DE)		2.61%2.31%2.35%2.27%2.39%1.77%1.82%2.36%2.00%5.68%2.74%2.79%

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 Paola (pre opt 31.01.2026). 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 Paola (pre opt 31.01.2026) was 18.86%, occurring on Apr 9, 2025. Recovery took 79 trading sessions.

The current Paola (pre opt 31.01.2026) drawdown is 6.02%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.86%Feb 19, 202536Apr 9, 202579Jul 30, 2025115
-15.38%Mar 30, 202256Jun 16, 2022238May 18, 2023294
-8.86%Jan 16, 202651Mar 27, 2026———
-7.74%Jul 15, 202416Aug 5, 202438Sep 26, 202454
-7.52%Jul 28, 202366Oct 27, 202318Nov 22, 202384

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 25 assets, with an effective number of assets of 9.82, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
BenchmarkPRAB.DECOFF.L2B7D.DEBAYN.DEEXH9.DENVDAALAG.LAMEL.DEMHL.DEIQQH.DEINDA.DEEXH7.DEQDVH.DESC04.DEQDVE.DEXDWT.DEEXV8.DEXDAX.LEQQB.DEDBXD.DEIUSK.DEAUM5.DESXR8.DELYP6.DEEUNL.DEPortfolio
Benchmark1.000.060.050.190.110.130.670.300.260.320.290.220.280.420.290.550.560.340.380.580.370.410.600.600.400.580.59
PRAB.DE0.061.000.000.040.020.120.030.010.010.040.05-0.020.090.060.090.020.020.100.060.020.080.090.040.040.080.050.04
COFF.L0.050.001.000.070.02-0.010.010.140.140.060.050.040.020.070.020.060.060.050.030.070.030.050.100.100.070.100.09
2B7D.DE0.190.040.071.000.070.19-0.080.080.090.350.060.030.260.440.260.160.150.140.120.230.140.190.400.400.190.350.29
BAYN.DE0.110.020.020.071.000.280.060.270.250.120.280.380.340.240.340.120.140.410.470.150.470.400.190.190.480.280.30
EXH9.DE0.130.12-0.010.190.281.000.060.210.240.180.420.280.350.300.360.110.130.410.400.150.420.470.230.230.490.310.32
NVDA0.670.030.01-0.080.060.061.000.200.170.140.220.190.180.180.190.580.580.280.310.520.310.310.430.440.300.430.50
ALAG.L0.300.010.140.080.270.210.201.000.920.200.410.340.290.290.300.270.290.360.410.300.370.380.340.340.430.400.41
AMEL.DE0.260.010.140.090.250.240.170.921.000.220.400.370.300.320.300.280.300.380.380.310.380.390.360.360.460.420.42
MHL.DE0.320.040.060.350.120.180.140.200.221.000.250.170.300.550.310.420.420.350.320.480.350.390.560.560.370.540.59
IQQH.DE0.290.050.050.060.280.420.220.410.400.251.000.340.370.350.370.380.410.460.450.430.460.500.450.450.510.510.51
INDA.DE0.22-0.020.040.030.380.280.190.340.370.170.341.000.460.460.460.300.320.610.630.320.660.580.370.360.690.470.55
EXH7.DE0.280.090.020.260.340.350.180.290.300.300.370.461.000.420.990.370.390.660.640.420.670.770.460.460.770.560.59
QDVH.DE0.420.060.070.440.240.300.180.290.320.550.350.460.421.000.430.460.470.520.490.530.530.550.720.720.580.740.70
SC04.DE0.290.090.020.260.340.360.190.300.300.310.370.460.990.431.000.370.400.660.640.420.680.780.470.470.780.570.60
QDVE.DE0.550.020.060.160.120.110.580.270.280.420.380.300.370.460.371.000.990.470.490.950.530.550.870.870.530.840.85
XDWT.DE0.560.020.060.150.140.130.580.290.300.420.410.320.390.470.400.991.000.500.520.960.560.580.880.880.560.860.87
EXV8.DE0.340.100.050.140.410.410.280.360.380.350.460.610.660.520.660.470.501.000.780.510.820.820.550.550.860.660.71
XDAX.L0.380.060.030.120.470.400.310.410.380.320.450.630.640.490.640.490.520.781.000.520.950.810.540.550.860.650.71
EQQB.DE0.580.020.070.230.150.150.520.300.310.480.430.320.420.530.420.950.960.510.521.000.560.590.920.930.570.890.90
DBXD.DE0.370.080.030.140.470.420.310.370.380.350.460.660.670.530.680.530.560.820.950.561.000.850.590.590.900.700.76
IUSK.DE0.410.090.050.190.400.470.310.380.390.390.500.580.770.550.780.550.580.820.810.590.851.000.630.630.950.750.79
AUM5.DE0.600.040.100.400.190.230.430.340.360.560.450.370.460.720.470.870.880.550.540.920.590.631.001.000.630.970.93
SXR8.DE0.600.040.100.400.190.230.440.340.360.560.450.360.460.720.470.870.880.550.550.930.590.631.001.000.630.970.93
LYP6.DE0.400.080.070.190.480.490.300.430.460.370.510.690.770.580.780.530.560.860.860.570.900.950.630.631.000.760.80
EUNL.DE0.580.050.100.350.280.310.430.400.420.540.510.470.560.740.570.840.860.660.650.890.700.750.970.970.761.000.97
Portfolio0.590.040.090.290.300.320.500.410.420.590.510.550.590.700.600.850.870.710.710.900.760.790.930.930.800.971.00
The correlation results are calculated based on daily price changes starting from Feb 21, 2022