Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | Europe Equities | 50% |
VUSA.L Vanguard S&P 500 UCITS ETF | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio, 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 Nov 28, 2016, corresponding to the inception date of ISX5.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| Portfolio | -1.42% | -4.90% | -2.32% | 8.87% | 15.33% | N/A |
| Portfolio components: | ||||||
VUSA.L Vanguard S&P 500 UCITS ETF | -10.80% | -6.74% | -9.46% | 6.69% | 14.67% | 12.54% |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 12.63% | -2.61% | 7.74% | 11.56% | 16.15% | N/A |
Monthly Returns
The table below presents the monthly returns of Portfolio, 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 | 4.92% | -0.57% | -3.02% | -2.56% | -1.42% | ||||||||
| 2024 | 1.39% | 4.48% | 3.82% | -3.32% | 3.29% | 1.83% | 0.73% | 2.41% | 2.09% | -2.35% | 1.96% | -1.06% | 16.02% |
| 2023 | 7.96% | -1.39% | 3.67% | 2.57% | -2.06% | 6.67% | 3.07% | -2.94% | -4.88% | -3.02% | 10.11% | 5.21% | 26.44% |
| 2022 | -5.63% | -3.31% | 2.15% | -7.55% | -0.26% | -9.16% | 6.72% | -4.17% | -7.83% | 7.35% | 7.96% | -2.19% | -16.57% |
| 2021 | -1.50% | 3.33% | 4.42% | 4.83% | 2.53% | -0.13% | 1.63% | 2.50% | -4.32% | 5.48% | -2.72% | 5.00% | 22.50% |
| 2020 | -1.63% | -9.36% | -12.75% | 7.65% | 5.26% | 4.76% | 4.40% | 6.67% | -3.86% | -5.45% | 14.99% | 4.37% | 12.19% |
| 2019 | 6.43% | 3.80% | 0.98% | 4.43% | -5.43% | 7.10% | 0.04% | -2.60% | 2.98% | 2.79% | 2.70% | 2.87% | 28.59% |
| 2018 | 5.68% | -4.70% | -2.47% | 2.87% | -1.99% | 0.35% | 3.63% | -1.00% | 0.71% | -7.47% | -0.07% | -6.10% | -10.84% |
| 2017 | 1.02% | 2.53% | 3.50% | 2.52% | 2.86% | -0.44% | 3.01% | 0.14% | 2.95% | 1.92% | 0.99% | 0.43% | 23.56% |
| 2016 | 0.68% | 4.73% | 5.45% |
Expense Ratio
Portfolio has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio is 69, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
VUSA.L Vanguard S&P 500 UCITS ETF | 0.31 | 0.52 | 1.07 | 0.28 | 1.20 |
ISX5.L iShares Core EURO STOXX 50 UCITS ETF | 0.45 | 0.76 | 1.09 | 0.60 | 1.64 |
Dividends
Dividend yield
Portfolio provided a 0.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.61% | 0.50% | 0.62% | 0.70% | 0.52% | 0.72% | 0.75% | 0.86% | 0.80% | 0.79% | 0.87% | 0.75% |
| Portfolio components: | ||||||||||||
VUSA.L Vanguard S&P 500 UCITS ETF | 1.22% | 1.00% | 1.24% | 1.41% | 1.04% | 1.44% | 1.50% | 1.72% | 1.61% | 1.58% | 1.73% | 1.50% |
ISX5.L iShares Core EURO STOXX 50 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% |
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 Portfolio. 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 Portfolio was 34.83%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
The current Portfolio drawdown is 7.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.83% | Feb 18, 2020 | 25 | Mar 23, 2020 | 108 | Aug 26, 2020 | 133 |
| -28.47% | Jan 6, 2022 | 192 | Oct 11, 2022 | 190 | Jul 14, 2023 | 382 |
| -19.2% | Jan 29, 2018 | 231 | Dec 24, 2018 | 131 | Jul 4, 2019 | 362 |
| -15.79% | Feb 18, 2025 | 35 | Apr 7, 2025 | — | — | — |
| -11.32% | Jul 31, 2023 | 64 | Oct 27, 2023 | 31 | Dec 11, 2023 | 95 |
Volatility
Volatility Chart
The current Portfolio volatility is 10.99%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ISX5.L | VUSA.L | |
|---|---|---|
| ISX5.L | 1.00 | 0.67 |
| VUSA.L | 0.67 | 1.00 |