Factor heavy value tilted global equity portfolio with small and mid cap focus and gold overlay
Report created on Apr 11, 2026Risk profile
4/7
Diversification profile
4/5
Positions
-
AV Avantis® U.S. Small Cap Value ETF
AVUV - US0250728773 28.00% -
VT Vanguard Total World Stock Index Fund ETF Shares
VT - US9220427424 25.00% -
AV Avantis® International Small Cap Value ETF
AVDV - US0250728021 14.00% -
GD WisdomTree Efficient Gold Plus Equity Strategy Fund
GDE - US97717Y5684 10.00% -
XM Invesco S&P MidCap Momentum ETF
XMMO - US46137V4648 9.00% -
AV Avantis® Emerging Markets Value ETF
AVES - US0250723725 8.00% -
AV Avantis Emerging Markets ex-China Equity ETF
AVXC 4.00% -
ID Invesco S&P International Developed Momentum ETF
IDMO - US46138E2220 2.00%
This is an almost all‑equity portfolio with 99% in stocks and about 1% in “other,” mainly via the gold plus equity ETF. The core is a global total stock ETF at 25%, surrounded by strong tilts: 28% in US small cap value, 14% in international small cap value, and 12% in emerging markets value and ex‑China. Momentum mid caps and developed international momentum add another 11%, while 10% sits in the gold plus equity fund. Structurally, this is an aggressive equity engine wrapped in a diversified global shell. The takeaway is that returns will be driven mostly by stocks, with modest diversification from the gold strategy rather than from bonds or cash.
Growth
Over the recent period, $1,000 grew to $1,454, giving a portfolio CAGR of 20.27%. CAGR is the “average speed” of growth per year, smoothing the ups and downs over time. This return comfortably beat both the US market (13.49%) and global market (14.58%) while experiencing a max drawdown of -17.34%, similar to the benchmarks. That -17% drop shows the emotional reality of owning equities: values can fall sharply before recovering. This recent outperformance is encouraging, especially given comparable drawdowns, but it is a short window. Past data over just two years can be heavily influenced by factor cycles and may not repeat in the same way going forward.
Projection
The Monte Carlo projection uses thousands of simulated paths, remixing past return and volatility patterns to estimate a range of future outcomes. For a $1,000 starting point over 15 years, the median result is about $2,759, implying an annualized return around 8.05%. The likely middle range runs from roughly $1,758 to $4,149, with an outside band from about $1,004 to $7,580. This illustrates that even with the same starting portfolio, outcomes can vary widely depending on market paths. Simulations are helpful for setting expectations, but they’re still based on history and assumptions; they can’t account for future structural changes, regime shifts, or personal behavior during rough markets.
Asset classes
- Stocks 99%
- Other 1%
Asset‑class wise, this is effectively a pure equity portfolio with 99% in stocks and only a sliver in “other,” largely from the gold plus equity ETF. Compared with a typical “balanced” allocation that might hold 40–60% bonds, this structure is much more growth‑oriented and sensitive to equity market swings. The positive side is higher long‑term return potential, especially when combined with the value and small‑cap tilts. The flip side is deeper and more frequent drawdowns, since there’s very little ballast from fixed income. For someone truly “balanced” by temperament, this means the emotional ride may feel more like a growth or even aggressive allocation during downturns.
Sectors
- Financials 19%
- Industrials 17%
- Technology 16%
- Consumer Discretionary 12%
- Energy 9%
- Basic Materials 8%
- Health Care 5%
- Telecommunications 5%
- Consumer Staples 4%
- Utilities 2%
- Real Estate 2%
Sector exposure is quite spread out: financials (19%), industrials (17%), and technology (16%) are the largest, followed by consumer discretionary at 12%, with energy and basic materials together at 17%. Health care, telecom, staples, utilities, and real estate round out the mix. Overall, this is a fairly diversified sector spread and aligns reasonably well with broad global patterns, especially the meaningful but not overwhelming tech weight. That’s a strength: it avoids being overly tied to one theme like pure tech or energy. Sector tilts toward financials and industrials are consistent with value and small‑cap strategies, which can shine in certain economic cycles but lag in growth‑led rallies.
Regions
- North America 64%
- Europe Developed 11%
- Asia Developed 7%
- Japan 7%
- Asia Emerging 6%
- Africa/Middle East 2%
- Latin America 2%
- Australasia 2%
Geographically, about 64% sits in North America, with the rest spread across developed Europe, Japan, other developed Asia, and emerging regions like Asia, Latin America, and Africa/Middle East. This is a bit more US‑tilted than a typical global market weight but still has solid international representation. That’s beneficial for diversification: returns aren’t fully tied to one economy, policy regime, or currency. The emerging markets allocations, plus intentional ex‑China exposure, create a more nuanced global profile than a simple world index. The tradeoff is that foreign and emerging positions can be more volatile and sensitive to currency and political risk, adding another dimension to the ride.
Market capitalization
- Small-cap 26%
- Mid-cap 23%
- Mega-cap 20%
- Large-cap 17%
- Micro-cap 13%
By market cap, this portfolio has a strong tilt away from pure mega‑caps: small caps are 26%, mid caps 23%, micro caps 13%, with mega and large caps at 20% and 17%. This is a meaningful departure from typical global indices, which are dominated by mega and large companies. Smaller companies historically have offered higher long‑term return potential but come with bumpier performance, wider swings, and less liquidity. That shows up here as a more “punchy” equity profile. The presence of broad total‑world exposure helps anchor things, but investors should expect this mix to deviate noticeably from standard benchmarks in both good and bad periods.
True holdings
-
NV NVIDIA Corporation 1.67%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
AA Apple Inc 1.51%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
MS Microsoft Corporation 1.11%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
GO Alphabet Inc Class A 1.00%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
AM Amazon.com Inc 0.81%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
AV Broadcom Inc 0.56%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
ME Meta Platforms Inc. 0.55%
Part of fund(s):- Vanguard Total World Stock Index Fund ETF Shares
- WisdomTree Efficient Gold Plus Equity Strategy Fund
-
TS 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
-
TS Taiwan Semiconductor Manufacturing 0.40%
Part of fund(s):- Avantis Emerging Markets ex-China Equity ETF
-
CW Curtiss-Wright Corporation 0.36%
Part of fund(s):- Invesco S&P MidCap Momentum ETF
- Top 10 total 8.40%
Looking through the ETFs’ top holdings, mega‑cap US tech names like NVIDIA, Apple, Microsoft, Alphabet, and Amazon appear across several funds, totaling a few percent each. Because this overlap is only based on top‑10 positions and coverage is about 17% of the portfolio, hidden concentration is likely understated; many of these companies probably show up again deeper in the ETFs. This matters because owning several funds doesn’t always mean you’re truly diversified if they share the same stars. Here, the overlap is noticeable but not dominant, thanks to big allocations to small caps and value strategies that hold very different stocks from the mega‑cap growth leaders.
Factors
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. Value exposure is very high at 85%, and momentum is also high at 75%, while size is low at 38%, meaning it leans away from the largest stocks and toward smaller names. Factors are like underlying “personality traits” of investments that research links to long‑term returns. A strong value tilt can pay off after growth‑dominated periods, but it can underperform when markets chase expensive winners. High momentum exposure tends to do well in persistent trends yet can get hit hard in sharp reversals. Together, this mix creates powerful factor bets that can outperform benchmarks but will likely be more cyclical.
Risk contribution
-
Avantis® U.S. Small Cap Value ETF
Weight: 28.00% 32.7% -
Vanguard Total World Stock Index Fund ETF Shares
Weight: 25.00% 21.6% -
WisdomTree Efficient Gold Plus Equity Strategy Fund
Weight: 10.00% 12.4% -
Avantis® International Small Cap Value ETF
Weight: 14.00% 11.9% -
Invesco S&P MidCap Momentum ETF
Weight: 9.00% 10.0% - Top 5 risk contribution 88.5%
Risk contribution shows how much each holding drives the portfolio’s overall ups and downs, which can differ from simple weights. The US small cap value ETF is 28% of capital but contributes about 32.7% of risk, while the gold plus equity fund at 10% weight contributes 12.4% of risk. The world stock ETF, despite being 25% of the portfolio, accounts for only 21.6% of risk. The top three positions together drive roughly two‑thirds of total volatility. That’s not extreme concentration, but it’s meaningful. Tweaking position sizes can shift which holdings dominate risk without changing what you own, helping align how the portfolio behaves with your comfort level.
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.
On the risk‑return chart, the current portfolio has a Sharpe ratio of 0.93, meaning its return per unit of risk trails what’s theoretically possible with these same funds. The efficient frontier shows that reweighting could either move toward a higher‑Sharpe “optimal” mix (1.71) or a lower‑risk minimum‑variance mix (Sharpe 1.08) without adding new holdings. Being about 8.6 percentage points below the frontier at the current risk level suggests there’s room to improve the balance between volatility and return simply by adjusting allocations. The positive news: the ingredients are strong; it’s mainly the recipe that could be refined to get more out of the existing lineup.
Dividends
- Avantis® International Small Cap Value ETF 2.80%
- Avantis® Emerging Markets Value ETF 3.00%
- Avantis® U.S. Small Cap Value ETF 1.30%
- Avantis Emerging Markets ex-China Equity ETF 1.70%
- WisdomTree Efficient Gold Plus Equity Strategy Fund 4.00%
- Invesco S&P International Developed Momentum ETF 3.60%
- Vanguard Total World Stock Index Fund ETF Shares 1.70%
- Invesco S&P MidCap Momentum ETF 0.70%
- Weighted yield (per year) 2.02%
The overall dividend yield of about 2.02% is modest but not negligible. Some components, like emerging markets value and the gold plus equity fund, show higher yields around 3–4%, while US small cap value and midcap momentum are lower. Dividends are only one part of total return, but they can help smooth the ride by providing a regular cash component even when prices are choppy. For investors not currently drawing income, reinvesting dividends can quietly boost compounding over time. Yield levels will also fluctuate with market prices and payout policies, so they’re best seen as a bonus rather than a guaranteed, stable income stream.
Ongoing product costs
- Avantis® International Small Cap Value ETF 0.36%
- Avantis® Emerging Markets Value ETF 0.36%
- Avantis® U.S. Small Cap Value ETF 0.25%
- WisdomTree Efficient Gold Plus Equity Strategy Fund 0.20%
- Invesco S&P International Developed Momentum ETF 0.25%
- Vanguard Total World Stock Index Fund ETF Shares 0.07%
- Invesco S&P MidCap Momentum ETF 0.34%
- Weighted costs total (per year) 0.22%
The weighted total expense ratio (TER) sits at a very competitive 0.22%. TER is the annual fee charged by funds, expressed as a percentage of assets, and it quietly reduces returns every year. Here, the extremely low‑cost world ETF at 0.07% pulls the average down, while more specialized factor and regional funds come in around 0.20–0.36%. For an actively tilted, factor‑heavy portfolio, this overall cost is impressively low and supportive of long‑term performance. Keeping fees under control is one of the few things investors can reliably influence, and this structure does a good job of balancing targeted strategies with reasonable cost levels.
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