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wealthsimple
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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wealthsimple

Currency in USD · Last updated May 30, 2025

Asset Allocation

MSTY 8%CASH.TO 4%IAU 2.5%BTC-USD 10%SPLG 15%VT 15%NVDA 10%GOOG 7.5%MSTR 4%COST 3%WMT 3%CXB.TO 3%MSFT 2.5%URNM 2.5%PLTR 2%UBER 2%AMZN 2%UFO 2%PM 2%AlternativesAlternativesBondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
AMZN
Amazon.com, Inc.		Consumer Cyclical
2%
BTC-USD
Bitcoin
10%
CASH.TO
Global X High Interest Savings ETF		Money Market
4%
COST
Costco Wholesale Corporation		Consumer Defensive
3%
CXB.TO
Calibre Mining Corp.		Basic Materials
3%
GOOG
Alphabet Inc		Communication Services
7.50%
IAU
iShares Gold Trust		Precious Metals, Gold
2.50%
MSFT
Microsoft Corporation		Technology
2.50%
MSTR
MicroStrategy Incorporated		Technology
4%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		Derivative Income
8%
NVDA
NVIDIA Corporation		Technology
10%
PLTR
Palantir Technologies Inc.		Technology
2%
PM
Philip Morris International Inc.		Consumer Defensive
2%
SPLG
SPDR Portfolio S&P 500 ETF		Large Cap Blend Equities
15%
UBER
Uber Technologies, Inc.		Technology
2%
UFO
Procure Space ETF		Global Equities, Aerospace & Defense
2%
URNM
NorthShore Global Uranium Mining ETF		Commodity Producers Equities
2.50%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
15%
WMT
Walmart Inc.		Consumer Defensive
3%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Feb 22, 2024, corresponding to the inception date of MSTY

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%6.15%-2.00%12.92%14.19%10.85%
wealthsimple11.50%7.19%5.94%40.56%N/AN/A
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		0.89%6.33%-1.55%14.28%15.91%12.72%
VT
Vanguard Total World Stock ETF		5.36%5.81%2.26%13.72%13.37%9.24%
NVDA
NVIDIA Corporation		0.63%24.06%-2.24%22.32%72.51%74.01%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		21.09%-2.22%3.16%93.45%N/AN/A
GOOG
Alphabet Inc		-9.13%7.43%1.61%0.06%19.44%20.48%
BTC-USD
Bitcoin		13.07%12.14%8.39%54.53%61.22%85.17%
CASH.TO
Global X High Interest Savings ETF		5.30%0.20%2.85%2.62%N/AN/A
MSTR
MicroStrategy Incorporated		27.43%-2.91%-4.75%139.49%96.97%35.58%
COST
Costco Wholesale Corporation		13.80%4.73%7.29%28.24%29.64%24.24%
WMT
Walmart Inc.		9.83%1.76%7.51%53.70%20.72%17.03%
CXB.TO
Calibre Mining Corp.		53.63%-1.88%28.63%51.76%18.10%7.77%
MSFT
Microsoft Corporation		9.64%16.68%9.13%11.87%21.26%27.46%
URNM
NorthShore Global Uranium Mining ETF		-0.25%15.95%-13.86%-26.40%26.89%N/A
IAU
iShares Gold Trust		25.55%-0.02%23.70%40.51%13.46%10.41%
PLTR
Palantir Technologies Inc.		74.24%11.26%96.45%506.44%N/AN/A
UBER
Uber Technologies, Inc.		39.52%3.89%16.95%31.25%18.30%N/A
AMZN
Amazon.com, Inc.		-6.55%11.16%-1.39%14.33%10.92%25.27%
UFO
Procure Space ETF		5.09%9.18%1.97%52.50%6.42%N/A
PM
Philip Morris International Inc.		51.38%5.39%38.44%89.82%26.18%13.72%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.82%-4.91%-2.95%7.54%7.19%11.50%
20245.18%15.28%-6.57%10.44%1.83%2.11%-0.85%5.84%6.22%14.35%-4.86%57.77%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

wealthsimple has an expense ratio of 0.14%, 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.

MSTY
YieldMax™ MSTR Option Income Strategy ETF
VT
Vanguard Total World Stock ETF
SPLG
SPDR Portfolio S&P 500 ETF
URNM
NorthShore Global Uranium Mining ETF
CASH.TO
Global X High Interest Savings ETF
UFO
Procure Space ETF
IAU
iShares Gold Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, wealthsimple is among the top 14% 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 wealthsimple is 8686
Overall Rank
The Sharpe Ratio Rank of wealthsimple is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of wealthsimple is 9292
Sortino Ratio Rank
The Omega Ratio Rank of wealthsimple is 9090
Omega Ratio Rank
The Calmar Ratio Rank of wealthsimple is 6767
Calmar Ratio Rank
The Martin Ratio Rank of wealthsimple is 9191
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
SPLG
SPDR Portfolio S&P 500 ETF		0.730.591.090.061.14
VT
Vanguard Total World Stock ETF		0.770.771.110.101.99
NVDA
NVIDIA Corporation		0.380.961.130.201.58
MSTY
YieldMax™ MSTR Option Income Strategy ETF		1.262.531.342.389.38
GOOG
Alphabet Inc		0.000.551.070.050.56
BTC-USD
Bitcoin		1.092.831.302.009.87
CASH.TO
Global X High Interest Savings ETF		0.480.191.020.000.14
MSTR
MicroStrategy Incorporated		1.433.071.373.7911.24
COST
Costco Wholesale Corporation		1.281.441.190.373.30
WMT
Walmart Inc.		2.232.111.280.644.91
CXB.TO
Calibre Mining Corp.		1.020.921.110.181.38
MSFT
Microsoft Corporation		0.470.711.090.081.04
URNM
NorthShore Global Uranium Mining ETF		-0.630.101.01-0.53-0.24
IAU
iShares Gold Trust		2.272.841.361.7011.30
PLTR
Palantir Technologies Inc.		6.974.891.649.5133.17
UBER
Uber Technologies, Inc.		0.720.961.130.191.24
AMZN
Amazon.com, Inc.		0.410.681.080.070.79
UFO
Procure Space ETF		1.532.051.250.705.26
PM
Philip Morris International Inc.		3.584.251.633.7521.68

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.

wealthsimple Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.49
  • All Time: 2.08

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 0.58 to 1.13, 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 wealthsimple compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

wealthsimple provided a 12.12% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio12.12%9.32%1.12%0.95%0.84%0.86%0.87%1.04%0.94%0.97%1.15%1.06%
Portfolio components:
SPLG
SPDR Portfolio S&P 500 ETF		1.29%1.28%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%
VT
Vanguard Total World Stock ETF		1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
MSTY
YieldMax™ MSTR Option Income Strategy ETF		140.35%104.56%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
Alphabet Inc		0.46%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CASH.TO
Global X High Interest Savings ETF		3.88%4.37%5.06%2.30%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation		0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
WMT
Walmart Inc.		0.90%0.92%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.87%3.17%2.22%
CXB.TO
Calibre Mining Corp.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
URNM
NorthShore Global Uranium Mining ETF		3.18%3.17%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PLTR
Palantir Technologies Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UBER
Uber Technologies, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UFO
Procure Space ETF		1.94%1.98%1.90%3.19%1.00%1.07%0.41%0.00%0.00%0.00%0.00%0.00%
PM
Philip Morris International Inc.		2.96%4.40%5.46%4.98%5.16%5.73%5.43%6.73%3.99%4.50%4.60%4.76%

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 wealthsimple. 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 wealthsimple was 20.03%, occurring on Apr 8, 2025. Recovery took 34 trading sessions.

The current wealthsimple drawdown is 0.65%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.03%Dec 17, 2024113Apr 8, 202534May 12, 2025147
-11.78%Jul 17, 202422Aug 7, 202447Sep 23, 202469
-8.84%Mar 28, 202423Apr 19, 202428May 17, 202451
-4.93%Nov 21, 20246Nov 26, 202415Dec 11, 202421
-4.75%Mar 14, 20246Mar 19, 20246Mar 25, 202412
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 19 assets, with an effective number of assets of 11.52, 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.
^GSPCPMIAUCXB.TOCASH.TOWMTBTC-USDUBERCOSTURNMGOOGPLTRNVDAUFOMSFTMSTYMSTRAMZNVTSPLGPortfolio
^GSPC1.000.080.090.190.230.330.320.450.550.420.600.580.680.600.740.430.450.680.951.000.73
PM0.081.000.060.130.120.210.070.010.18-0.07-0.00-0.00-0.130.030.010.040.02-0.040.100.090.05
IAU0.090.061.000.570.320.020.110.060.110.260.150.020.070.140.060.150.140.090.200.120.21
CXB.TO0.190.130.571.000.330.050.090.080.060.300.150.100.070.210.130.100.120.090.240.180.22
CASH.TO0.230.120.320.331.000.020.180.100.110.310.140.150.130.200.050.210.220.090.310.200.24
WMT0.330.210.020.050.021.000.170.160.580.130.150.200.100.180.250.120.110.230.300.340.25
BTC-USD0.320.070.110.090.180.171.000.160.160.200.210.240.180.310.110.550.580.180.260.270.66
UBER0.450.010.060.080.100.160.161.000.260.190.220.320.310.330.330.270.270.320.400.380.36
COST0.550.180.110.060.110.580.160.261.000.160.250.280.260.250.420.210.210.350.470.520.37
URNM0.42-0.070.260.300.310.130.200.190.161.000.260.280.380.320.240.350.340.320.450.380.44
GOOG0.60-0.000.150.150.140.150.210.220.250.261.000.320.340.370.550.300.310.580.490.540.50
PLTR0.58-0.000.020.100.150.200.240.320.280.280.321.000.420.520.400.330.340.430.520.520.53
NVDA0.68-0.130.070.070.130.100.180.310.260.380.340.421.000.320.490.350.330.480.570.620.56
UFO0.600.030.140.210.200.180.310.330.250.320.370.520.321.000.290.380.370.370.580.560.52
MSFT0.740.010.060.130.050.250.110.330.420.240.550.400.490.291.000.240.240.640.580.660.45
MSTY0.430.040.150.100.210.120.550.270.210.350.300.330.350.380.241.000.960.310.410.410.80
MSTR0.450.020.140.120.220.110.580.270.210.340.310.340.330.370.240.961.000.320.430.410.81
AMZN0.68-0.040.090.090.090.230.180.320.350.320.580.430.480.370.640.310.321.000.560.610.48
VT0.950.100.200.240.310.300.260.400.470.450.490.520.570.580.580.410.430.561.000.920.65
SPLG1.000.090.120.180.200.340.270.380.520.380.540.520.620.560.660.410.410.610.921.000.66
Portfolio0.730.050.210.220.240.250.660.360.370.440.500.530.560.520.450.800.810.480.650.661.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2024
Go to the full Correlations tool for more customization options