Other themes

Blockchain

CategoryNameIDTERAlloc %
BlockchainInnovation Shares NextGen Protocol ETFKOIN0.65%50.0%
BlockchainAmplify Transformational Data Sharing ETFBLOK0.70%50.0%

Risk level: high / diversification: low / allocation: 0%-2.5%

  • Dividend yield: 1.5%
  • Ex-ante predicted volatility: 11.5%
  • 1 year 95% Value-at-Risk: –19.3%
  • Scenario 2008 Lehman Brothers default period: -18.3%
  • Scenario Interest rates +100bps: +6.3%
  • Scenario 2008-2009: -24.9%
  • Scenario 2010 onwards: +173%

Millennials

CategoryNameIDTERAlloc %
ETFPrincipal Millennials ETFGENY0.45%100.0%

Risk level: high / diversification: low / allocation: 0%-2.5%

  • Dividend yield: 0.8%
  • Ex-ante predicted volatility: 11.3%
  • 1 year 95% Value-at-Risk: –18.7%
  • Scenario 2008 Lehman Brothers default period: -22.8%
  • Scenario Interest rates +100bps: +5.4%
  • Scenario 2008-2009: -30.9%
  • Scenario 2010 onwards: +167%

Self-driving cars

CategoryNameIDTERAlloc %
Cars ETFFirst Trust NASDAQ Global Auto Index FundCARZ0.70%70.0%
StocksNvidiaNVDA-5.0%
StocksBaiduBIDU-5.0%
StocksAppleAAPL-5.0%
StocksIntelINTC-5.0%
StocksGoogleGOOGL-5.0%
StocksAptiv PlcAPTV-5.0%

Risk level: high / diversification: low / allocation: 0%-2.5%

  • Dividend yield: 1.8%
  • Ex-ante predicted volatility: 13.1%
  • 1 year 95% Value-at-Risk: –18.8%
  • Scenario 2008 Lehman Brothers default period: -23.6%
  • Scenario Interest rates +100bps: +7.0%
  • Scenario 2008-2009: -13.7%
  • Scenario 2010 onwards: +192%

Fintech

CategoryNameIDTERAlloc %
FintechGlobal X Fintech ETFFINX0.68%100.0%

Risk level: high / diversification: low / allocation: 0%-5%

  • Dividend yield: 0.1%
  • Ex-ante predicted volatility: 12.5%
  • 1 year 95% Value-at-Risk: –22.1%
  • Scenario 2008 Lehman Brothers default period: -17.0%
  • Scenario Interest rates +100bps: +7.4%
  • Scenario 2008-2009: -27.5%
  • Scenario 2010 onwards: +213%

Space Race

CategoryNameIDAddedUpdatedTERAlloc %
AerospaceLockheed MartinLMT03/201804/2018-5.0%
AerospaceBoeingBA03/201804/2018-5.0%
AerospaceAerojet RockeyDyneAJRD03/201804/2018-5.0%
AerospaceOrbital ATKOA03/201804/2018-5.0%
ETFiShares Aerospace & Defense ETFITA04/2018-0.43%80.0%

Risk level: high / diversification: low / allocation: 0%-5%

  • Dividend yield: 1.0%
  • Ex-ante predicted volatility: 13.5%
  • 1 year 95% Value-at-Risk: –24.1%
  • Scenario 2008 Lehman Brothers default period: -28.3%
  • Scenario Interest rates +100bps: +10.5%
  • Scenario 2008-2009: -46.9%
  • Scenario 2010 onwards: +245%

Emerging Markets

CategoryNameIDTERAlloc %
EM ETFVanguard FTSE Emerging MarketsVWO0.14%100.0%

Risk level: high / diversification: low / allocation: 0%-20%

  • Dividend yield: 2.3%
  • Ex-ante predicted volatility: 13.0%
  • 1 year 95% Value-at-Risk: –17.7%
  • Scenario 2008 Lehman Brothers default period: -20.0%
  • Scenario Interest rates +100bps: +1.6%
  • Scenario 2008-2009: -5.1%
  • Scenario 2010 onwards: +110%