TDIV_VWRL_4GLD
TDIV and VWRL and GOLD
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
4GLD.DE Xetra-Gold ETF | Gold, Precious Metals | 30% |
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | Asia Pacific Equities | 25% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | Global Equity Income | 25% |
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | Global Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in TDIV_VWRL_4GLD, 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.
The earliest data available for this chart is May 30, 2018, corresponding to the inception date of QDV5.DE
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| TDIV_VWRL_4GLD | 9.49% | 1.41% | 5.32% | 18.31% | 16.52% | N/A |
| Portfolio components: | ||||||
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | -5.50% | -5.24% | -6.20% | 7.59% | 12.91% | 9.89% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 11.11% | -4.46% | 7.20% | 18.62% | 18.83% | N/A |
4GLD.DE Xetra-Gold ETF | 26.16% | 9.23% | 20.96% | 37.81% | 13.70% | 10.24% |
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | 0.46% | 3.35% | -5.88% | 3.58% | 18.13% | N/A |
Monthly Returns
The table below presents the monthly returns of TDIV_VWRL_4GLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.36% | -0.47% | 5.14% | 1.22% | 9.49% | ||||||||
| 2024 | 0.68% | 1.23% | 4.86% | 0.37% | 2.46% | 1.57% | 3.77% | 1.85% | 2.83% | -1.39% | 0.01% | -3.07% | 15.95% |
| 2023 | 3.39% | -3.92% | 2.99% | 2.60% | -1.05% | 2.89% | 3.13% | -2.16% | -2.15% | -0.07% | 5.91% | 4.70% | 16.92% |
| 2022 | 0.08% | -0.06% | 2.48% | -2.99% | -1.88% | -5.83% | 3.13% | -1.22% | -5.58% | 2.83% | 7.68% | -0.43% | -2.56% |
| 2021 | -0.88% | 0.26% | 2.56% | 1.87% | 5.91% | -2.86% | 1.79% | 2.74% | -1.96% | 1.44% | -1.45% | 3.58% | 13.41% |
| 2020 | -0.21% | -5.94% | -10.45% | 7.57% | 1.38% | 4.33% | 6.32% | 4.02% | -2.03% | -1.83% | 6.98% | 6.30% | 15.68% |
| 2019 | 3.70% | 1.22% | 2.15% | 1.16% | -2.07% | 4.71% | -1.66% | 0.12% | 1.62% | 2.86% | -0.14% | 3.11% | 17.87% |
| 2018 | 0.36% | -1.42% | 2.13% | -0.97% | -1.60% | -3.95% | 2.71% | -0.90% | -3.75% |
Expense Ratio
TDIV_VWRL_4GLD has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 92, TDIV_VWRL_4GLD is among the top 8% 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.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.40 | 0.63 | 1.09 | 0.37 | 1.75 |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 1.01 | 1.37 | 1.20 | 1.14 | 5.11 |
4GLD.DE Xetra-Gold ETF | 2.62 | 3.46 | 1.45 | 5.17 | 14.20 |
QDV5.DE iShares MSCI India UCITS ETF USD (Acc) | 0.10 | 0.26 | 1.03 | 0.08 | 0.17 |
Dividends
Dividend yield
TDIV_VWRL_4GLD provided a 1.18% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.18% | 1.21% | 1.59% | 1.54% | 1.29% | 1.35% | 1.49% | 1.68% | 1.37% | 0.65% | 0.40% | 0.43% |
| Portfolio components: | ||||||||||||
VWRL.L Vanguard FTSE All-World UCITS ETF Distributing | 0.63% | 0.83% | 1.73% | 2.04% | 1.45% | 1.58% | 1.95% | 2.23% | 1.90% | 1.85% | 1.98% | 2.14% |
TDIV.AS VanEck Morningstar Developed Markets Dividend Leaders UCITS ETF | 4.23% | 4.19% | 4.98% | 4.55% | 3.98% | 4.12% | 4.40% | 4.93% | 3.95% | 1.11% | 0.00% | 0.00% |
4GLD.DE Xetra-Gold 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the TDIV_VWRL_4GLD. 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 TDIV_VWRL_4GLD was 26.82%, occurring on Mar 23, 2020. Recovery took 88 trading sessions.
The current TDIV_VWRL_4GLD drawdown is 0.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.82% | Feb 20, 2020 | 23 | Mar 23, 2020 | 88 | Jul 27, 2020 | 111 |
| -15.75% | Jan 13, 2022 | 182 | Sep 27, 2022 | 182 | Jun 14, 2023 | 364 |
| -8.36% | Apr 3, 2025 | 3 | Apr 7, 2025 | 7 | Apr 16, 2025 | 10 |
| -8.02% | Jun 14, 2018 | 128 | Dec 10, 2018 | 52 | Feb 25, 2019 | 180 |
| -6.46% | Jul 27, 2023 | 50 | Oct 4, 2023 | 35 | Nov 22, 2023 | 85 |
Volatility
Volatility Chart
The current TDIV_VWRL_4GLD volatility is 8.44%, 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.
Diversification
Asset Correlations Table
| 4GLD.DE | QDV5.DE | TDIV.AS | VWRL.L | |
|---|---|---|---|---|
| 4GLD.DE | 1.00 | 0.19 | 0.18 | 0.15 |
| QDV5.DE | 0.19 | 1.00 | 0.50 | 0.57 |
| TDIV.AS | 0.18 | 0.50 | 1.00 | 0.76 |
| VWRL.L | 0.15 | 0.57 | 0.76 | 1.00 |