Globally diversified value and quality portfolio with strong factor tilts and moderate overall risk level

Report created on May 31, 2026

Risk profile Info

4/7
Balanced
Less risk More risk

Diversification profile Info

4/5
Broadly Diversified
Less diversification More diversification

Positions

This portfolio is almost entirely in growth-oriented assets, with 97% in stocks and 3% in crypto. The largest single position is a global total stock market ETF, making up just under a third of the portfolio and providing broad market coverage. Around half of the portfolio then leans into more focused funds targeting smaller companies, value characteristics, momentum, dividends, and low volatility, plus a gold-plus-equity strategy. This mix means the core holding anchors the portfolio to the global market, while the satellite funds tilt it toward specific return drivers. Structurally, this is a “core and satellites” setup, where one broadly diversified fund is surrounded by smaller, more specialized positions that shape the portfolio’s behavior.

Growth Info

Over the observed period, a $1,000 investment grew to about $1,566, with a compound annual growth rate (CAGR) of 22.86%. CAGR is like averaging your speed on a road trip — it smooths the ups and downs into a single yearly growth figure. This growth outpaced both the US and global market benchmarks by roughly 3 percentage points per year. The portfolio’s maximum drawdown, a peak‑to‑trough drop of -17.08%, was slightly smaller than the US market’s and similar to the global market’s. That combination — higher return with comparable downside — suggests the factor tilts and diversifiers have paid off in this specific period. As always, past performance doesn’t guarantee similar future results.

Projection Info

The forward projection uses Monte Carlo simulation, which takes the historical risk and return pattern and spins it forward thousands of times with random variations. Think of it as rolling loaded dice that reflect the portfolio’s past behavior to see many possible future paths. Here, the median outcome shows $1,000 potentially growing to about $2,830 over 15 years, with a wide “likely” range from roughly $1,907 to $4,217. The very broad overall range, from about $1,022 to $7,839, highlights how much uncertainty long‑term investing involves. The average simulated annual return of 8.21% is noticeably lower than the recent historical figure, underlining that the backtest period was unusually strong.

Asset classes Info

  • Stocks
    97%
  • Crypto
    3%

With 97% in equities and 3% in crypto, this portfolio is firmly in the growth-asset camp and has very little in defensive assets like bonds or cash. Asset classes matter because they tend to react differently to economic shocks; for example, high-quality bonds often cushion equity drawdowns, while stocks usually drive long-term growth. The small crypto slice adds a distinct return stream but also introduces an extra source of volatility. Compared with a traditional balanced mix that might include a substantial bond allocation, this structure aims more for long-term capital appreciation than for short-term stability, which shows up in both the strong historical returns and the meaningful but manageable drawdowns.

Sectors Info

  • Technology
    19%
  • Financials
    17%
  • Industrials
    15%
  • Consumer Discretionary
    11%
  • Energy
    8%
  • Basic Materials
    7%
  • Health Care
    6%
  • Telecommunications
    5%
  • Consumer Staples
    4%
  • Crypto
    3%
  • Utilities
    2%
  • Real Estate
    2%

This breakdown covers the equity portion of your portfolio only.

Sector exposure is quite spread out: technology, financials, and industrials together account for about half of the equity allocation, with meaningful slices in consumer areas, energy, basic materials, and others. This broad spread helps avoid heavy reliance on a single industry. Relative to a typical global equity index, the mix looks less dominated by mega-cap tech because small-cap value, dividend, and low-volatility strategies pull more weight into financials, industrials, and traditional sectors. Tech-heavy portfolios often benefit strongly in growth-driven markets but can be sensitive to interest rate changes; this portfolio’s more balanced sector profile can behave differently, sometimes lagging pure tech rallies but reducing dependence on one narrow engine of returns.

Regions Info

  • North America
    61%
  • Europe Developed
    10%
  • Asia Developed
    7%
  • Japan
    6%
  • Asia Emerging
    5%
  • Australasia
    4%
  • Africa/Middle East
    2%
  • Latin America
    2%

This breakdown covers the equity portion of your portfolio only.

Geographically, about 61% is in North America, with the rest spread across developed Europe, Japan, developed Asia, emerging Asia, Australasia, Latin America, and Africa/Middle East. This provides genuinely global exposure and aligns reasonably well with global market weights, while still retaining a noticeable home bias toward North America. Geographic spread matters because different regions face different economic cycles, currencies, and policy regimes. A shock in one country or region is less likely to dominate a portfolio that holds companies across many markets. In this case, the allocation is well-balanced and aligns closely with global standards, which is a strong foundation for diversification across economies and currencies.

Market capitalization Info

  • Mid-cap
    25%
  • Mega-cap
    23%
  • Small-cap
    20%
  • Large-cap
    20%
  • Micro-cap
    9%

This breakdown covers the equity portion of your portfolio only.

Market capitalization exposure is quite evenly distributed: roughly a quarter in mid-caps, about one-fifth each in mega, large, and small caps, and a notable 9% in micro-caps. Market cap matters because company size tends to affect both risk and potential return; smaller businesses can be more volatile but may offer higher growth over long horizons. This portfolio clearly leans more heavily into small and micro-cap stocks than a classic global index, which is usually dominated by mega and large caps. That tilt helps explain the higher historical return and factor scores, but it also contributes to bumpier rides during periods when smaller companies fall out of favor or face liquidity stress.

True holdings Info

  • Grayscale Bitcoin Mini Trust (BTC)
    2.71%
    Part of fund(s):
    • iShares Bitcoin Trust
  • NVIDIA Corporation
    1.84%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Apple Inc
    1.60%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Microsoft Corporation
    1.16%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Alphabet Inc Class A
    1.15%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Amazon.com Inc
    1.03%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Broadcom Inc
    0.72%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Meta Platforms Inc.
    0.56%
    Part of fund(s):
    • American Century ETF Trust - Avantis U.S. Large Cap Value ETF
    • Avantis ALL Equity Markets Value ETF
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Alphabet Inc Class C
    0.46%
    Part of fund(s):
    • Vanguard Total World Stock Index Fund ETF Shares
  • Tesla Inc
    0.43%
    Part of fund(s):
    • LS 1x Tesla Tracker ETP Securities GBP
    • Vanguard Total World Stock Index Fund ETF Shares
    • WisdomTree Efficient Gold Plus Equity Strategy Fund
  • Top 10 total 11.67%

This breakdown covers the equity portion of your portfolio only.

The look-through data, while only covering ETF top-10 holdings, reveals that familiar mega-cap names like NVIDIA, Apple, Microsoft, Alphabet, Amazon, Broadcom, Meta, and Tesla appear across multiple funds. Overlap like this creates “hidden concentration,” where a company’s true footprint in the portfolio is larger than any single fund suggests. At the moment, no single stock dominates overall exposure, but several big tech and growth names do form a notable cluster. Because only about a quarter of holdings are visible through this lens, actual overlap is probably higher. This means the portfolio still participates meaningfully in the large-growth segment even though many funds are explicitly tilted toward value and smaller stocks.

Factors Info

Value
Preference for undervalued stocks
Very high
Data availability: 45%
Size
Exposure to smaller companies
Low
Data availability: 97%
Momentum
Exposure to recently outperforming stocks
High
Data availability: 9%
Quality
Preference for financially healthy companies
Very high
Data availability: 3%
Yield
Preference for dividend-paying stocks
Neutral
Data availability: 100%
Low Volatility
Preference for stable, lower-risk stocks
High
Data availability: 88%

Factor exposures are estimated using statistical models based on historical data and measure systematic (market-relative) tilts, not absolute portfolio characteristics. Results may vary depending on the analysis period, data availability, and currency of the underlying assets.

Factor exposure is where this portfolio really stands out. It shows very high tilts to value and quality, both at 85%, plus a high momentum tilt at 75% and high low-volatility exposure at 62%. Factors are like underlying “personality traits” of stocks — value leans toward cheaper companies, quality favors strong balance sheets, momentum follows recent winners, and low volatility emphasizes steadier names. Combining strong value and quality tilts can support resilience in tougher markets, while momentum often shines when trends persist. However, factors can go through long periods out of favor. This strong multi-factor tilt means performance is likely to diverge noticeably from broad market indices, sometimes positively, sometimes negatively, depending on the market cycle.

Risk contribution Info

  • Vanguard Total World Stock Index Fund ETF Shares
    Weight: 28.87%
    25.8%
  • Avantis® U.S. Small Cap Value ETF
    Weight: 15.95%
    18.2%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund
    Weight: 8.01%
    10.1%
  • Avantis® International Small Cap Value ETF
    Weight: 11.34%
    10.0%
  • Invesco S&P MidCap Momentum ETF
    Weight: 7.79%
    9.0%
  • Top 5 risk contribution 73.1%

Risk contribution shows how much each holding drives the portfolio’s overall ups and downs, which can differ from its simple weight. Here, the global total market fund, US small-cap value ETF, and gold-plus-equity strategy together contribute just over half of total risk, even though they represent about 53% of the weight. The gold-plus-equity fund has a higher risk/weight ratio, meaning it adds more volatility than its size alone might imply. This concentration of risk in a few positions is common in core-satellite setups, where a broad fund plus one or two punchy tilts set the tone. It also means changes in those key holdings will be especially noticeable in the portfolio’s day-to-day moves.

Redundant positions Info

  • Invesco S&P SmallCap 600 Revenue ETF
    Avantis U.S. Mid Cap Value ETF
    Avantis® U.S. Small Cap Value ETF
    High correlation

The correlation data highlights a couple of pairs that move almost identically, particularly between the US small-cap value ETF and both the small-cap revenue and US mid-cap value funds. Correlation measures how often assets move in the same direction; when it’s very high, owning both doesn’t add much diversification in that specific dimension. This doesn’t make either fund “bad,” but it does mean they tend to respond similarly to market shocks affecting smaller US value-oriented companies. In practical terms, during a downturn that hits this corner of the market, these holdings are likely to fall together, so they act more like a single cluster than separate diversification pillars.

Risk vs. return

This chart shows the Efficient Frontier, calculated using your current assets with different allocation combinations. It highlights the best balance between risk and return based on historical data. "Efficient" portfolios maximize returns for a given risk or minimize risk for a given return. Portfolios below the curve are less efficient. This is informational and not a recommendation to buy or sell any assets.

Click on the colored dots to explore allocations.

The risk vs. return analysis compares the current mix to an efficient frontier built from the same holdings. The Sharpe ratio — a measure of return per unit of risk above the risk-free rate — is 1.09 for the current portfolio, while the “optimal” mix of these same funds reaches 1.79. The current portfolio also sits about 8 percentage points below the efficient frontier at its risk level, meaning that, historically, a different weighting of the same positions could have delivered higher return for similar volatility. Importantly, this doesn’t require new securities — just different proportions. The minimum-variance version shows how much risk could be reduced if return targets were lowered.

Dividends Info

  • Avantis® International Small Cap Value ETF 2.70%
  • Avantis® Emerging Markets Value ETF 2.80%
  • Avantis ALL Equity Markets Value ETF 1.90%
  • Avantis® U.S. Small Cap Value ETF 1.30%
  • Avantis Emerging Markets ex-China Equity ETF 1.50%
  • iShares MSCI Australia ETF 2.90%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 3.80%
  • Invesco S&P International Developed Momentum ETF 3.50%
  • Alpha Architect U.S. Quantitative Value ETF 1.50%
  • Invesco S&P SmallCap 600 Revenue ETF 1.00%
  • Schwab U.S. Dividend Equity ETF 3.20%
  • Invesco S&P 500® Low Volatility ETF 2.20%
  • Vanguard Total World Stock Index Fund ETF Shares 1.60%
  • Invesco S&P MidCap Momentum ETF 0.60%
  • Avantis U.S. Mid Cap Value ETF 1.00%
  • Weighted yield (per year) 1.88%

The overall dividend yield of about 1.88% is modest but meaningful, with some standout contributors like the gold-plus-equity strategy, international momentum ETF, Australian exposure, and the dedicated US dividend ETF. Dividend yield is simply the annual cash payout investors receive relative to the price; it acts as a built-in return component, especially when reinvested. In this portfolio, dividends are more of a supporting role than the main focus, given the strong growth and factor tilts. Still, the presence of several funds with yields above 3% provides a steady income stream that can help offset volatility and slightly smooth total returns over time, particularly when markets are flat.

Ongoing product costs Info

  • Avantis® International Small Cap Value ETF 0.36%
  • Avantis® Emerging Markets Value ETF 0.36%
  • Avantis ALL Equity Markets Value ETF 0.26%
  • Avantis® U.S. Small Cap Value ETF 0.25%
  • iShares MSCI Australia ETF 0.50%
  • WisdomTree Efficient Gold Plus Equity Strategy Fund 0.20%
  • iShares Bitcoin Trust 0.12%
  • Invesco S&P International Developed Momentum ETF 0.25%
  • Alpha Architect U.S. Quantitative Value ETF 0.29%
  • Invesco S&P SmallCap 600 Revenue ETF 0.39%
  • Schwab U.S. Dividend Equity ETF 0.06%
  • Invesco S&P 500® Low Volatility ETF 0.25%
  • Vanguard Total World Stock Index Fund ETF Shares 0.07%
  • Invesco S&P MidCap Momentum ETF 0.34%
  • Avantis U.S. Mid Cap Value ETF 0.20%
  • Weighted costs total (per year) 0.21%

The portfolio’s total expense ratio (TER) of about 0.21% per year is impressively low given the number of specialized strategies involved. TER is the annual fee charged by funds, taken out of assets rather than billed directly, so its impact quietly compounds over time. Here, the anchor global ETF is very cheap, and even the more complex factor and regional funds are in a reasonable cost range. Compared with many actively managed or niche products, this blended cost level supports better long-term performance by leaving more of the gross return in the portfolio. Overall, the costs are impressively low and form a strong structural advantage for compounding over long horizons.

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