1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | Large Cap Blend Equities | 50% |
SAEU.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | Europe Equities | 40% |
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | Emerging Markets Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1, 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 Oct 23, 2018, corresponding to the inception date of SAEU.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 1 | 16.65% | -1.17% | 11.69% | 35.83% | 8.46% | N/A |
| Portfolio components: | ||||||
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 23.74% | 2.05% | 16.62% | 44.79% | 10.38% | N/A |
SAEU.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 8.68% | -4.70% | 5.87% | 27.18% | 7.69% | N/A |
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 13.92% | -3.10% | 10.65% | 26.86% | -0.38% | N/A |
Monthly Returns
The table below presents the monthly returns of 1, 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 | 0.28% | 3.55% | 3.40% | -2.74% | 3.68% | 2.61% | 1.26% | 2.03% | 2.03% | 16.65% | |||
| 2023 | 6.90% | -2.19% | 3.15% | 2.43% | -1.21% | 5.63% | 3.36% | -2.67% | -4.16% | -3.59% | 9.79% | 5.75% | 24.41% |
| 2022 | -5.92% | -2.81% | 1.93% | -6.98% | -1.22% | -8.46% | 6.15% | -4.29% | -8.08% | 4.70% | 8.46% | -2.18% | -18.67% |
| 2021 | -0.53% | 2.03% | 2.99% | 4.83% | 2.26% | 0.86% | 1.40% | 2.21% | -4.08% | 4.74% | -2.01% | 4.16% | 20.09% |
| 2020 | -2.05% | -8.68% | -11.59% | 8.61% | 4.14% | 4.18% | 5.00% | 6.82% | -3.21% | -3.57% | 12.48% | 5.35% | 15.59% |
| 2019 | 8.99% | 3.76% | 0.25% | 3.86% | -7.81% | 6.96% | -2.83% | -2.37% | 3.04% | 6.34% | -11.71% | 3.90% | 10.74% |
| 2018 | -1.32% | 1.20% | -6.51% | -6.63% |
Expense Ratio
1 has an expense ratio of 0.10%, 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 rank of 1 is 18, indicating that it is in the bottom 18% 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 | |
|---|---|---|---|---|---|
GPSA.L iShares MSCI USA ESG Screened UCITS ETF USD (Acc) | 1.33 | 2.03 | 1.58 | 2.29 | 5.23 |
SAEU.L iShares MSCI Europe ESG Screened UCITS ETF EUR (Acc) | 1.25 | 1.94 | 1.33 | 2.03 | 6.27 |
SEGM.L iShares MSCI EM IMI ESG Screened UCITS ETF USD (Acc) | 0.86 | 1.43 | 1.32 | 0.93 | 2.21 |
Dividends
Dividend yield
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 1. 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 1 was 37.96%, occurring on Mar 18, 2020. Recovery took 179 trading sessions.
The current 1 drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.96% | Nov 19, 2019 | 84 | Mar 18, 2020 | 179 | Dec 1, 2020 | 263 |
| -29.08% | Jan 6, 2022 | 192 | Oct 11, 2022 | 282 | Nov 16, 2023 | 474 |
| -16.01% | Nov 17, 2023 | 1 | Nov 17, 2023 | 156 | Jul 3, 2024 | 157 |
| -13.44% | Nov 8, 2018 | 33 | Dec 24, 2018 | 38 | Feb 19, 2019 | 71 |
| -10.01% | May 7, 2019 | 72 | Aug 15, 2019 | 44 | Oct 17, 2019 | 116 |
Volatility
Volatility Chart
The current 1 volatility is 2.14%, 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
| SEGM.L | GPSA.L | SAEU.L | |
|---|---|---|---|
| SEGM.L | 1.00 | 0.67 | 0.68 |
| GPSA.L | 0.67 | 1.00 | 0.72 |
| SAEU.L | 0.68 | 0.72 | 1.00 |