USA large-cap blend equity
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USA large-cap blend equity, 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 Quarterly
The earliest data available for this chart is Apr 29, 2022, corresponding to the inception date of UPAD.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| USA large-cap blend equity | 26.74% | 3.58% | 15.64% | 38.49% | N/A | N/A |
| Portfolio components: | ||||||
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 27.38% | 3.73% | 16.41% | 39.60% | 16.50% | N/A |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 26.07% | 3.40% | 15.26% | 37.23% | 15.51% | 12.74% |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | 27.30% | 3.60% | 15.89% | 38.78% | N/A | N/A |
VTI Vanguard Total Stock Market ETF | 26.21% | 3.59% | 14.99% | 38.35% | 15.34% | 12.90% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.88% | 4.59% | 3.22% | -3.56% | 3.10% | 5.30% | 0.82% | 1.53% | 2.54% | -0.10% | 26.74% | ||
| 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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of USA large-cap blend equity is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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) | 2.89 | 3.97 | 1.55 | 4.17 | 17.50 |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 2.82 | 3.94 | 1.53 | 4.25 | 17.91 |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | 2.94 | 4.05 | 1.56 | 4.49 | 18.19 |
VTI Vanguard Total Stock Market ETF | 2.73 | 3.65 | 1.51 | 3.94 | 17.40 |
Dividends
Dividend yield
USA large-cap blend equity provided a 0.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.94% | 1.10% | 1.09% | 0.73% | 0.90% | 1.08% | 0.88% | 0.57% | 0.80% | 0.82% | 0.44% | 0.44% |
| Portfolio components: | ||||||||||||
SDUS.L iShares MSCI USA ESG Screened UCITS ETF USD (Dist) | 0.86% | 1.06% | 1.32% | 0.95% | 1.18% | 1.40% | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
UC67.L UBS ETF (LU) MSCI USA UCITS ETF (USD) A-dis | 0.75% | 0.89% | 1.04% | 0.75% | 1.01% | 1.14% | 1.25% | 0.58% | 1.26% | 1.28% | 0.00% | 0.00% |
UPAD.L iShares S&P 500 Paris-Aligned Climate UCITS ETF USD (Dist) | 0.87% | 1.01% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 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 16.95%, occurring on Oct 12, 2022. Recovery took 163 trading sessions.
The current USA large-cap blend equity drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -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 |
| -5.52% | Mar 22, 2024 | 20 | Apr 19, 2024 | 18 | May 15, 2024 | 38 |
Volatility
Volatility Chart
The current USA large-cap blend equity volatility is 3.77%, 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
| VTI | UC67.L | UPAD.L | SDUS.L | |
|---|---|---|---|---|
| VTI | 1.00 | 0.60 | 0.60 | 0.60 |
| UC67.L | 0.60 | 1.00 | 0.98 | 0.98 |
| UPAD.L | 0.60 | 0.98 | 1.00 | 0.99 |
| SDUS.L | 0.60 | 0.98 | 0.99 | 1.00 |