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Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns
By FredMade 22 Oct 202615 companies
Key numbers
For the time range selected above.
- vs the S&P 500
- Average per year
- Biggest drop
- Ups and downs
About this portfolio
An ETF that is not volatile earns more than 10% annually Europe based and is passive
- How much of each
- Steadier companies get a bigger share
- Most in one company
- 12%
- Refreshed
- Every 6 months, next 22 Apr 2027
What’s inside
15 companies across 6 industries. The biggest is Shell Plc at 10%. No company can be more than 12%.
Percentages are target weights at the last rebalance.
Weighting: inverse_volLimit per company: 12%Rebalance: semiannual
Company pages
Each company’s price history, and the other portfolios that hold it.
More detail
Everything else we know about this portfolio. Open any section to dig in.Pro view: every section is open. Switch to Simple at the top of the page to tidy them away.
Risk-adjusted returns for each company, what drove the results, and how the AI built this portfolio are in Pro view.
The Sharpe ratio for each company, a suggested re-weighting and what drove the returns come with the Pro plan.
See ProAbout Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns
What stocks are in Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns?
It holds 15 companies. The largest are Shell Plc (SHEL.L), British American Tobacco p.l.c. (BATS.L), CaixaBank SA (CABK.MC), TotalEnergies SE (TTE.PA) and Eni S.p.A. (ENI.MI), followed by ZURN.SW, GSK.L, DTE.DE, NOVN.SW and IBE.MC. Most of the money is in financial services, energy and healthcare.
How has Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns performed?
+28.4% over the past year against +14.4% for the S&P 500, +125.7% over five years in the backtest. Results before the creation date are simulated from real past prices and leave out fees and taxes. Past performance is not a guide to the future.
How is Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns weighted?
Steadier companies get a bigger share, so the swings of the whole are smaller. No company can be more than 12% of the portfolio. The biggest holding is Shell Plc (SHEL.L) at 10.2%.
Can I invest in Low-Volatility Europe Passive Index, 15 Low-Beta Names Clearing 10 Percent Annual Returns?
It is not a fund you can buy. It is a list of shares you can buy yourself at your broker, and Arithmos shows you how for more than 40 brokers, or creates it as a Trading 212 pie. Arithmos is a research tool, not investment advice.
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Discussion
Results before a portfolio’s creation date are simulated from real historical prices and don’t include fees, taxes or trading costs. How we calculate performance. Nothing here is investment advice.
