USA large-cap blend equity
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Apr 29, 2022, corresponding to the inception date of UPAD.L
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| USA large-cap blend equity | -4.43% | 7.98% | -5.48% | 9.73% | N/A | N/A |
| Portfolio components: | ||||||
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | -4.90% | 8.48% | -5.31% | 10.52% | 16.02% | N/A |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | -4.15% | 7.99% | -5.15% | 9.60% | 15.32% | 11.71% |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | -4.91% | 7.49% | -5.77% | 9.62% | N/A | N/A |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
Monthly Returns
The table below presents the monthly returns of USA large-cap blend equity, 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 | 3.11% | -3.49% | -6.00% | -0.52% | 2.70% | -4.43% | |||||||
| 2024 | 1.88% | 4.59% | 3.22% | -3.56% | 3.10% | 5.30% | 0.82% | 1.53% | 2.54% | -0.10% | 5.85% | -1.87% | 25.42% |
| 2023 | 6.51% | -1.45% | 2.75% | 1.32% | 1.13% | 6.80% | 3.50% | -1.47% | -4.62% | -3.12% | 9.50% | 5.70% | 28.73% |
| 2022 | -2.17% | -7.83% | 8.70% | -3.07% | -8.05% | 5.87% | 2.72% | -3.89% | -8.69% |
Expense Ratio
USA large-cap blend equity has an expense ratio of 0.08%, 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 USA large-cap blend equity is 31, 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 | |
|---|---|---|---|---|---|
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.57 | 0.71 | 1.10 | 0.40 | 1.52 |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 0.55 | 0.68 | 1.10 | 0.38 | 1.49 |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | 0.55 | 0.68 | 1.10 | 0.39 | 1.53 |
VTI Vanguard Total Stock Market ETF | 0.46 | 0.67 | 1.10 | 0.39 | 1.49 |
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Dividends
Dividend yield
USA large-cap blend equity provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.95% | 1.10% | 1.09% | 0.73% | 0.90% | 1.08% | 0.88% | 0.57% | 0.80% | 0.82% | 0.44% |
| Portfolio components: | ||||||||||||
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.94% | 0.90% | 1.06% | 1.32% | 0.95% | 1.18% | 1.40% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 0.73% | 0.76% | 0.89% | 1.04% | 0.75% | 1.01% | 1.14% | 1.25% | 0.58% | 1.26% | 1.28% | 0.00% |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | 0.94% | 0.88% | 1.01% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
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 USA large-cap blend equity. 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 USA large-cap blend equity was 19.13%, occurring on Apr 7, 2025. The portfolio has not yet recovered.
The current USA large-cap blend equity drawdown is 7.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.13% | Feb 20, 2025 | 33 | Apr 7, 2025 | — | — | — |
| -16.95% | Aug 17, 2022 | 41 | Oct 12, 2022 | 163 | Jun 2, 2023 | 204 |
| -12.96% | May 3, 2022 | 33 | Jun 16, 2022 | 39 | Aug 10, 2022 | 72 |
| -9.78% | Aug 1, 2023 | 64 | Oct 27, 2023 | 25 | Dec 1, 2023 | 89 |
| -8.13% | Jul 17, 2024 | 14 | Aug 5, 2024 | 31 | Sep 17, 2024 | 45 |
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 4 assets, with an effective number of assets of 4.00, 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
| ^GSPC | VTI | UPAD.L | UC67.L | SDUS.L | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.99 | 0.58 | 0.58 | 0.58 | 0.75 |
| VTI | 0.99 | 1.00 | 0.58 | 0.58 | 0.58 | 0.75 |
| UPAD.L | 0.58 | 0.58 | 1.00 | 0.98 | 0.99 | 0.96 |
| UC67.L | 0.58 | 0.58 | 0.98 | 1.00 | 0.98 | 0.96 |
| SDUS.L | 0.58 | 0.58 | 0.99 | 0.98 | 1.00 | 0.96 |
| Portfolio | 0.75 | 0.75 | 0.96 | 0.96 | 0.96 | 1.00 |