Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfolio

Currency in USD · Last updated May 21, 2025

Asset Allocation

Position	Category/Sector	Target Weight
^STOXX STOXX Europe 600 Index		8.33%
2B76.DE iShares Automation & Robotics UCITS ETF	Technology Equities	8.33%
8PSE.DE Invesco Physical Gold (EUR Hedged) ETC	Precious Metals	8.33%
CNDX.L iShares NASDAQ 100 UCITS ETF	Large Cap Blend Equities	8.33%
CSPX.AS iShares Core S&P 500 UCITS ETF	Large Cap Blend Equities	8.33%
DFNS.L VanEck Defense UCITS ETF	Aerospace & Defense	8.33%
HEAE.L SPDR MSCI Europe Health Care UCITS ETF	Health & Biotech Equities	8.33%
HUKX.L HSBC FTSE 100 UCITS ETF GBP	Europe Equities	8.33%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	8.33%
IEUR iShares Core MSCI Europe ETF	Europe Equities	8.33%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	Europe Equities	8.33%
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	Global Equities	8.33%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 5, 2023, corresponding to the inception date of DFNS.L

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
Portfolio	894.35%	845.78%	890.02%	894.18%	N/A	N/A
Portfolio components:
HEAE.L SPDR MSCI Europe Health Care UCITS ETF	10,632.94%	10,536.11%	10,262.78%	9,348.18%	N/A	N/A
IEUR iShares Core MSCI Europe ETF	21.88%	10.46%	20.79%	13.01%	13.91%	6.25%
2B76.DE iShares Automation & Robotics UCITS ETF	3.15%	17.11%	2.66%	7.09%	11.54%	N/A
CSPX.AS iShares Core S&P 500 UCITS ETF	1.51%	12.76%	1.75%	13.50%	15.89%	12.24%
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	23.23%	11.17%	26.32%	15.44%	17.46%	N/A
CNDX.L iShares NASDAQ 100 UCITS ETF	0.40%	17.00%	4.41%	14.81%	18.32%	17.47%
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	4.50%	11.54%	5.22%	13.02%	15.14%	9.89%
8PSE.DE Invesco Physical Gold (EUR Hedged) ETC	33.96%	-1.65%	30.50%	36.67%	N/A	N/A
^STOXX STOXX Europe 600 Index	19.00%	8.59%	18.48%	10.18%	10.24%	3.11%
ICLN iShares Global Clean Energy ETF	14.15%	13.25%	8.58%	-7.48%	3.69%	2.35%
HUKX.L HSBC FTSE 100 UCITS ETF GBP	17.37%	7.35%	17.12%	14.25%	11.76%	6.13%
DFNS.L VanEck Defense UCITS ETF	46.03%	11.47%	44.95%	67.45%	N/A	N/A

*Annualized

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	4.96%	-1.93%	2.44%	3.73%	809.03%								894.35%
2024	-0.68%	3.30%	3.75%	-2.54%	4.50%	-0.07%	2.21%	3.05%	1.32%	-2.85%	0.44%	-2.74%	9.73%
2023				1.73%	-1.36%	4.70%	2.75%	-3.60%	-4.58%	-3.25%	9.01%	5.51%	10.49%

Expense Ratio

Portfolio has an expense ratio of 0.22%, 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.

DFNS.L

VanEck Defense UCITS ETF

ICLN

iShares Global Clean Energy ETF

2B76.DE

iShares Automation & Robotics UCITS ETF

8PSE.DE

Invesco Physical Gold (EUR Hedged) ETC

CNDX.L

iShares NASDAQ 100 UCITS ETF

IWDA.L

iShares Core MSCI World UCITS ETF USD (Acc)

HEAE.L

SPDR MSCI Europe Health Care UCITS ETF

IEUR

iShares Core MSCI Europe ETF

CSPX.AS

iShares Core S&P 500 UCITS ETF

HUKX.L

HSBC FTSE 100 UCITS ETF GBP

ISX5.L

iShares Core EURO STOXX 50 UCITS ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, Portfolio is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
HEAE.L SPDR MSCI Europe Health Care UCITS ETF	0.85	713.66	99.17	361.09	743.97
IEUR iShares Core MSCI Europe ETF	0.72	1.19	1.16	0.96	2.54
2B76.DE iShares Automation & Robotics UCITS ETF	0.25	0.61	1.08	0.31	1.13
CSPX.AS iShares Core S&P 500 UCITS ETF	0.70	1.14	1.17	0.71	2.83
ISX5.L iShares Core EURO STOXX 50 UCITS ETF	0.71	1.15	1.15	1.01	2.74
CNDX.L iShares NASDAQ 100 UCITS ETF	0.66	0.97	1.13	0.61	1.99
IWDA.L iShares Core MSCI World UCITS ETF USD (Acc)	0.75	1.16	1.17	0.78	3.33
8PSE.DE Invesco Physical Gold (EUR Hedged) ETC	0.51	1.40	1.36	1.37	5.64
^STOXX STOXX Europe 600 Index	0.56	0.97	1.13	0.73	2.02
ICLN iShares Global Clean Energy ETF	-0.28	-0.62	0.92	-0.27	-0.75
HUKX.L HSBC FTSE 100 UCITS ETF GBP	0.87	1.34	1.20	1.19	4.09
DFNS.L VanEck Defense UCITS ETF	2.86	3.63	1.52	5.56	14.98

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Portfolio Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 1.11
All Time: 0.41

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Portfolio provided a 0.66% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.66%	0.76%	0.69%	0.64%	0.61%	0.55%	0.75%	0.91%	0.77%	0.89%	0.76%	0.58%
Portfolio components:
HEAE.L SPDR MSCI Europe Health Care 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%
IEUR iShares Core MSCI Europe ETF	2.90%	3.54%	3.17%	3.05%	2.88%	2.13%	3.26%	3.76%	2.64%	3.19%	2.79%	0.64%
2B76.DE iShares Automation & Robotics 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%
CSPX.AS iShares Core S&P 500 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%
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%
CNDX.L iShares NASDAQ 100 UCITS ETF	0.00%	0.02%	0.05%	0.06%	0.03%	0.04%	0.07%	0.06%	0.30%	0.16%	0.16%	0.19%
IWDA.L iShares Core MSCI World 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%
8PSE.DE Invesco Physical Gold (EUR Hedged) ETC	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
^STOXX STOXX Europe 600 Index	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ICLN iShares Global Clean Energy ETF	1.62%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%	2.83%
HUKX.L HSBC FTSE 100 UCITS ETF GBP	3.41%	3.74%	3.50%	3.63%	3.19%	4.04%	4.31%	4.35%	3.79%	3.49%	3.79%	3.25%
DFNS.L VanEck Defense 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.

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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 12.48%, occurring on Apr 7, 2025. Recovery took 15 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.48%	Mar 20, 2025	13	Apr 7, 2025	15	Apr 29, 2025	28
-12.23%	Jul 20, 2023	72	Oct 27, 2023	34	Dec 14, 2023	106
-6.67%	Jul 15, 2024	16	Aug 5, 2024	10	Aug 19, 2024	26
-6.66%	Sep 30, 2024	74	Jan 13, 2025	25	Feb 17, 2025	99
-4.82%	Feb 19, 2025	8	Feb 28, 2025	3	Mar 5, 2025	11

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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	8PSE.DE	ICLN	HEAE.L	DFNS.L	CNDX.L	CSPX.AS	IEUR	ISX5.L	HUKX.L	2B76.DE	IWDA.L	^STOXX	Portfolio
^GSPC	1.00	0.11	0.49	0.28	0.38	0.54	0.59	0.65	0.37	0.40	0.57	0.55	0.43	0.59
8PSE.DE	0.11	1.00	0.27	0.24	0.18	0.08	0.16	0.37	0.28	0.42	0.21	0.22	0.40	0.44
ICLN	0.49	0.27	1.00	0.27	0.22	0.22	0.29	0.61	0.38	0.48	0.38	0.34	0.46	0.54
HEAE.L	0.28	0.24	0.27	1.00	0.30	0.23	0.34	0.57	0.48	0.61	0.32	0.42	0.65	0.58
DFNS.L	0.38	0.18	0.22	0.30	1.00	0.52	0.56	0.38	0.51	0.48	0.59	0.65	0.50	0.67
CNDX.L	0.54	0.08	0.22	0.23	0.52	1.00	0.84	0.34	0.57	0.40	0.81	0.87	0.50	0.70
CSPX.AS	0.59	0.16	0.29	0.34	0.56	0.84	1.00	0.45	0.56	0.52	0.83	0.87	0.63	0.77
IEUR	0.65	0.37	0.61	0.57	0.38	0.34	0.45	1.00	0.71	0.77	0.52	0.55	0.83	0.77
ISX5.L	0.37	0.28	0.38	0.48	0.51	0.57	0.56	0.71	1.00	0.74	0.66	0.76	0.88	0.83
HUKX.L	0.40	0.42	0.48	0.61	0.48	0.40	0.52	0.77	0.74	1.00	0.56	0.67	0.88	0.82
2B76.DE	0.57	0.21	0.38	0.32	0.59	0.81	0.83	0.52	0.66	0.56	1.00	0.85	0.68	0.82
IWDA.L	0.55	0.22	0.34	0.42	0.65	0.87	0.87	0.55	0.76	0.67	0.85	1.00	0.74	0.88
^STOXX	0.43	0.40	0.46	0.65	0.50	0.50	0.63	0.83	0.88	0.88	0.68	0.74	1.00	0.89
Portfolio	0.59	0.44	0.54	0.58	0.67	0.70	0.77	0.77	0.83	0.82	0.82	0.88	0.89	1.00

The correlation results are calculated based on daily price changes starting from Apr 6, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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