PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
Trade Republic Current Feb 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Trade Republic Current Feb 2024

Last updated May 3, 2025

Asset Allocation

BTC-USD 12.64%ETH-USD 6.75%SXR8.DE 32.53%SXRV.DE 19.77%MSFT 12.65%TSLA 10.54%PSH.AS 5.12%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorTarget Weight
BTC-USD
Bitcoin
12.64%
ETH-USD
Ethereum
6.75%
MSFT
Microsoft Corporation		Technology
12.65%
PSH.AS
Pershing Square Holdings Ltd		Financial Services
5.12%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		Large Cap Blend Equities
32.53%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)		Large Cap Growth Equities
19.77%
TSLA
Tesla, Inc.		Consumer Cyclical
10.54%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Trade Republic Current Feb 2024, 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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2025FebruaryMarchAprilMay
5,445.33%
173.72%
Trade Republic Current Feb 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-3.31%5.38%-0.74%10.90%14.93%10.61%
Trade Republic Current Feb 2024-6.81%7.83%7.99%19.31%36.03%N/A
Portfolio components:
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		-3.80%4.00%-1.17%11.81%16.41%12.09%
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)		-5.49%7.09%-0.36%12.49%18.36%16.91%
MSFT
Microsoft Corporation		3.48%16.66%6.50%7.86%20.53%27.06%
TSLA
Tesla, Inc.		-28.88%7.46%15.35%58.51%41.46%34.13%
PSH.AS
Pershing Square Holdings Ltd		8.29%0.00%13.64%1.32%22.84%7.65%
BTC-USD
Bitcoin		3.73%16.61%39.86%54.09%61.21%83.05%
ETH-USD
Ethereum		-44.71%1.49%-26.03%-40.63%54.71%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Trade Republic Current Feb 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.04%-9.90%-6.11%3.22%3.58%-6.81%
2024-0.59%12.46%4.14%-5.60%5.34%4.40%0.35%-3.08%5.32%-0.26%15.70%0.22%43.20%
202315.98%2.14%8.36%-0.19%4.11%8.70%1.28%-3.34%-2.97%1.29%10.96%6.68%65.13%
2022-10.87%-0.79%7.18%-12.00%-7.11%-13.13%16.11%-5.65%-7.96%3.05%-1.56%-7.27%-36.17%
20218.63%5.12%10.76%7.49%-5.59%1.69%5.05%7.97%-4.73%18.65%0.43%-3.50%62.21%
202013.97%-4.10%-14.20%21.53%5.87%6.26%13.48%18.85%-7.83%0.68%22.30%16.48%128.59%
20192.69%6.57%1.91%7.08%8.11%14.16%0.46%-3.32%0.86%6.38%-0.02%4.63%60.68%
20185.65%-4.02%-13.01%11.61%-2.07%-0.80%3.42%-0.51%-2.19%-3.79%-5.93%-7.07%-19.04%
20175.92%8.71%26.71%10.05%30.48%8.42%0.85%14.40%-3.49%9.58%14.20%14.38%262.04%
20161.06%31.00%34.25%-1.23%6.98%0.88%4.64%-1.74%1.32%0.06%1.07%6.72%113.00%
2015-8.83%-3.26%11.45%4.07%3.61%5.99%

Expense Ratio

Trade Republic Current Feb 2024 has an expense ratio of 0.11%, 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.

SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)
Expense ratio chart for SXRV.DE: current value is 0.36%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SXRV.DE: 0.36%
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)
Expense ratio chart for SXR8.DE: current value is 0.12%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SXR8.DE: 0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Trade Republic Current Feb 2024 is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Trade Republic Current Feb 2024 is 2727
Overall Rank
The Sharpe Ratio Rank of Trade Republic Current Feb 2024 is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of Trade Republic Current Feb 2024 is 4343
Sortino Ratio Rank
The Omega Ratio Rank of Trade Republic Current Feb 2024 is 2525
Omega Ratio Rank
The Calmar Ratio Rank of Trade Republic Current Feb 2024 is 99
Calmar Ratio Rank
The Martin Ratio Rank of Trade Republic Current Feb 2024 is 1818
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.

The chart of Sharpe ratio for Portfolio, currently valued at 0.72, compared to the broader market-4.00-2.000.002.004.00
Portfolio: 0.72
^GSPC: 0.67
The chart of Sortino ratio for Portfolio, currently valued at 1.14, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 1.14
^GSPC: 1.05
The chart of Omega ratio for Portfolio, currently valued at 1.13, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.13
^GSPC: 1.16
The chart of Calmar ratio for Portfolio, currently valued at 0.15, compared to the broader market0.002.004.006.00
Portfolio: 0.15
^GSPC: 0.68
The chart of Martin ratio for Portfolio, currently valued at 1.54, compared to the broader market0.005.0010.0015.0020.0025.00
Portfolio: 1.54
^GSPC: 2.70
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SXR8.DE
iShares Core S&P 500 UCITS ETF USD (Acc)		0.080.261.040.010.30
SXRV.DE
iShares NASDAQ 100 UCITS ETF USD (Acc)		0.110.321.040.010.35
MSFT
Microsoft Corporation		0.250.591.080.050.78
TSLA
Tesla, Inc.		0.611.451.170.331.79
PSH.AS
Pershing Square Holdings Ltd		0.630.991.150.142.94
BTC-USD
Bitcoin		1.642.271.241.357.13
ETH-USD
Ethereum		-0.62-0.630.940.03-1.45

The current Trade Republic Current Feb 2024 Sharpe ratio is 0.71. 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 0.55 to 1.08, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Trade Republic Current Feb 2024 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.72
0.67
Trade Republic Current Feb 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Trade Republic Current Feb 2024 provided a 0.15% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.15%0.16%0.15%0.20%0.14%0.18%0.26%0.21%0.24%0.30%0.29%0.31%
Portfolio components:
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%
SXRV.DE
iShares NASDAQ 100 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%
MSFT
Microsoft Corporation		0.73%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%
TSLA
Tesla, 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%
PSH.AS
Pershing Square Holdings Ltd		1.17%1.22%1.13%1.37%0.97%1.14%2.09%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%
ETH-USD
Ethereum		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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-14.05%
-7.45%
Trade Republic Current Feb 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Trade Republic Current Feb 2024. 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 Trade Republic Current Feb 2024 was 42.08%, occurring on Jan 5, 2023. Recovery took 399 trading sessions.

The current Trade Republic Current Feb 2024 drawdown is 14.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.08%Nov 9, 2021423Jan 5, 2023399Feb 8, 2024822
-38.76%Feb 20, 202028Mar 18, 202084Jun 10, 2020112
-30.99%Dec 19, 2017372Dec 25, 2018178Jun 21, 2019550
-26.34%Dec 18, 2024111Apr 7, 2025———
-15.02%Mar 14, 20167Mar 20, 201684Jun 12, 201691

Volatility

Volatility Chart

The current Trade Republic Current Feb 2024 volatility is 8.48%, 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%12.00%14.00%December2025FebruaryMarchAprilMay
8.48%
14.17%
Trade Republic Current Feb 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics

Number of Effective Assets
1.002.003.004.005.006.007.00
Effective Assets: 5.12

The portfolio contains 7 assets, with an effective number of assets of 5.12, 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.
^GSPCBTC-USDETH-USDPSH.ASTSLAMSFTSXR8.DESXRV.DEPortfolio
^GSPC1.000.190.210.340.480.760.590.550.58
BTC-USD0.191.000.640.080.120.120.090.110.65
ETH-USD0.210.641.000.080.110.120.090.110.66
PSH.AS0.340.080.081.000.170.210.440.410.33
TSLA0.480.120.110.171.000.370.290.350.48
MSFT0.760.120.120.210.371.000.380.450.45
SXR8.DE0.590.090.090.440.290.381.000.870.53
SXRV.DE0.550.110.110.410.350.450.871.000.58
Portfolio0.580.650.660.330.480.450.530.581.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015