Asset Allocation
Find the right asset allocation for Boring ETF strategy EUR v8
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of €10,000 in Boring ETF strategy EUR v8, 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 never rebalanced.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.01% | -0.35% | 8.98% | 11.89% | 20.36% | 16.94% | 12.03% | 12.65% | 10.08% |
Portfolio Boring ETF strategy EUR v8 | 0.06% | -8.07% | 9.62% | 15.40% | — | — | — | — | — |
| Portfolio components: | |||||||||
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | -0.26% | -0.52% | -0.92% | -1.42% | 1.52% | 2.48% | -2.11% | — | -0.81% |
FLCH Franklin FTSE China ETF | 2.20% | 2.07% | -11.11% | -6.65% | -1.52% | 8.35% | -3.67% | — | 0.39% |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 0.00% | -17.84% | -27.84% | -11.10% | -0.71% | 31.71% | — | — | 24.63% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.00% | -18.53% | 57.29% | 77.06% | 132.65% | 50.01% | — | — | 31.43% |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | 0.00% | -1.22% | 9.62% | 12.16% | 23.47% | — | — | — | 14.14% |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 0.00% | -12.88% | 7.76% | 14.08% | 36.24% | -0.08% | — | — | -6.19% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 0.00% | -6.32% | 11.59% | 9.58% | — | — | — | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Aug 11, 2025, Boring ETF strategy EUR v8's average daily return is +0.11%, while the average monthly return is +2.23%. At this rate, an investment would double in approximately 2.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +13.1%, while the worst month was Jul 2026 at -7.0%. The longest winning streak lasted 3 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Boring ETF strategy EUR v8 closed higher 58% of trading days. The best single day was Oct 24, 2025 with a return of +8.4%, while the worst single day was Oct 27, 2025 at -5.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.31% | 0.16% | -5.61% | 13.12% | 8.95% | 1.17% | -7.04% | 15.40% | |||||
| 2025 | 0.75% | 6.09% | 7.68% | -3.76% | 0.00% | 10.76% |
Benchmark Metrics
Boring ETF strategy EUR v8 has an annualized alpha of 10.41%, beta of 0.86, and R2 of 0.27 versus S&P 500 Index. Calculated based on daily prices since August 11, 2025.
- This portfolio participated in 269.47% of S&P 500 Index downside but only 207.20% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.27 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 10.41%
- Beta
- 0.86
- R²
- 0.27
- Upside Capture
- 207.20%
- Downside Capture
- 269.47%
Expense Ratio
Boring ETF strategy EUR v8 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.
Return for Risk
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Boring ETF strategy EUR v8 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | 1.62 | — |
| Sortino ratioReturn per unit of downside risk | — | 2.14 | — |
| Omega ratioGain probability vs. loss probability | — | 1.30 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.70 | — |
| Martin ratioReturn relative to average drawdown | — | 9.96 | — |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | 16 | 0.32 | 0.47 | 1.06 | 0.51 | 1.18 |
FLCH Franklin FTSE China ETF | 9 | -0.08 | 0.02 | 1.00 | -0.08 | -0.17 |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 11 | -0.02 | 0.28 | 1.03 | -0.02 | -0.05 |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 95 | 3.48 | 3.74 | 1.48 | 6.49 | 26.31 |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | 43 | 0.97 | 1.57 | 1.32 | 1.49 | 2.67 |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 50 | 1.16 | 1.80 | 1.29 | 2.07 | 4.69 |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | — | — | — | — | — | — |
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Dividends
Dividend yield
Boring ETF strategy EUR v8 provided a 0.62% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.62% | 0.59% | 0.62% | 0.59% | 0.43% | 0.25% | 0.13% | 0.10% | 0.10% | 0.00% |
| Portfolio components: | ||||||||||
36BA.DE iShares USD Corporate Bond ESG SRI UCITS ETF EUR Hedged (Dist) | 4.99% | 4.74% | 4.75% | 4.14% | 2.95% | 1.76% | 0.87% | 0.00% | 0.00% | 0.00% |
FLCH Franklin FTSE China ETF | 2.39% | 2.36% | 2.87% | 3.47% | 2.69% | 1.48% | 0.91% | 1.98% | 1.92% | 0.01% |
NUKL.DE VanEck Uranium and Nuclear Technologies UCITS ETF A | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEC0.DE iShares MSCI Global Semiconductors UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WEBN.DE Amundi Prime All Country World UCITS ETF Acc EUR | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XDG7.DE Xtrackers MSCI Global SDG 7 Affordable and Clean Energy UCITS ETF 1C | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XNGI.DE Xtrackers MSCI Next Generation Internet Innovation UCITS ETF 1C | 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 Boring ETF strategy EUR v8. 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 Boring ETF strategy EUR v8 was 11.95%, occurring on Nov 21, 2025. Recovery took 101 trading sessions.
The current Boring ETF strategy EUR v8 drawdown is 8.82%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-11.95%Nov 2025 | 25d | 4mo 26d | 5mo 21dOct 2025 - Apr 2026 | — |
-8.88%Jul 2026 | 24d | — | 28dJun 2026 - now | — |
-6.98%Jun 2026 | 7d | 9d | 16dJun 2026 - Jun 2026 | — |
-3.85%May 2026 | 4d | 3d | 7dMay 2026 - May 2026 | — |
-2.50%May 2026 | 0s | 2d | 2dMay 2026 - May 2026 | — |
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 7 assets, with an effective number of assets of 4.44, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
All Time | |
|---|---|
Diversification Ratio | 1.34 |
The portfolio has a diversification ratio of 1.34, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Boring ETF strategy EUR v8 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Aug 11, 2025 | 0.65 |
Benchmark Correlations
Correlation vs. S&P 500 Index. XNGI.DE has the highest benchmark correlation at 0.63, while 36BA.DE has the lowest at 0.25.
Asset Correlations Table
Find what Boring ETF strategy EUR v8 is missing
See which holdings overlap, where Boring ETF strategy EUR v8 is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification