ETFDIVERSE10yrHOLD
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of May 18, 2025, the ETFDIVERSE10yrHOLD returned 3.48% Year-To-Date and 28.68% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.79% | 1.49% | 12.35% | 15.12% | 10.89% |
| ETFDIVERSE10yrHOLD | 3.48% | 15.56% | 4.26% | 18.32% | 27.16% | 28.68% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 1.75% | 27.99% | 3.15% | 7.50% | 30.11% | 25.34% |
XLK Technology Select Sector SPDR Fund | 1.20% | 21.79% | 3.05% | 11.66% | 20.67% | 19.85% |
VOO Vanguard S&P 500 ETF | 1.73% | 12.89% | 2.12% | 13.74% | 16.83% | 12.82% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | -0.50% | 12.72% | -2.94% | 3.96% | 14.73% | 8.50% |
VEU Vanguard FTSE All-World ex-US ETF | 12.94% | 8.09% | 12.31% | 10.28% | 11.07% | 5.35% |
VNQ Vanguard Real Estate ETF | 2.41% | 3.98% | -1.80% | 10.78% | 8.45% | 5.31% |
XLV Health Care Select Sector SPDR Fund | -2.88% | -1.77% | -5.38% | -7.57% | 7.30% | 7.64% |
XLY Consumer Discretionary Select Sector SPDR Fund | -2.71% | 17.41% | 2.46% | 22.89% | 13.60% | 12.25% |
BTC-USD Bitcoin | 10.77% | 21.90% | 14.28% | 54.34% | 60.51% | 83.92% |
VBR Vanguard Small-Cap Value ETF | -1.27% | 12.30% | -4.97% | 4.54% | 16.84% | 8.03% |
Monthly Returns
The table below presents the monthly returns of ETFDIVERSE10yrHOLD, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.21% | -4.12% | -5.18% | 1.87% | 8.25% | 3.48% | |||||||
| 2024 | 0.95% | 10.90% | 5.30% | -6.40% | 6.17% | 2.32% | 1.26% | 0.11% | 2.98% | 0.14% | 10.47% | -2.77% | 34.61% |
| 2023 | 12.79% | -1.56% | 8.08% | 0.89% | 0.75% | 7.30% | 2.08% | -3.33% | -4.09% | 2.34% | 9.99% | 6.64% | 48.71% |
| 2022 | -7.73% | -0.95% | 3.57% | -10.14% | -2.09% | -12.16% | 11.44% | -6.39% | -8.97% | 7.08% | 3.25% | -5.92% | -27.75% |
| 2021 | 1.97% | 8.33% | 9.39% | 3.84% | -4.61% | 2.06% | 4.76% | 4.56% | -5.33% | 12.18% | -0.99% | 0.07% | 40.80% |
| 2020 | 4.69% | -7.73% | -14.82% | 16.07% | 6.12% | 2.23% | 8.25% | 6.59% | -4.35% | 1.92% | 17.44% | 14.34% | 56.48% |
| 2019 | 5.86% | 4.96% | 2.93% | 8.17% | 5.15% | 14.55% | 0.56% | -2.04% | 0.12% | 4.06% | 0.14% | 2.34% | 56.74% |
| 2018 | 0.09% | -2.53% | -5.73% | 5.05% | -0.64% | -1.88% | 5.77% | 1.43% | -0.89% | -7.20% | -4.41% | -8.62% | -18.82% |
| 2017 | 2.15% | 6.32% | -0.81% | 5.14% | 14.55% | 2.65% | 4.56% | 11.08% | -0.66% | 10.36% | 14.09% | 9.83% | 112.48% |
| 2016 | -6.52% | 2.38% | 5.63% | 0.30% | 5.16% | 4.65% | 3.26% | -0.88% | 1.44% | 0.47% | 3.33% | 6.98% | 28.65% |
| 2015 | -6.82% | 7.13% | -1.85% | 0.34% | 1.05% | -0.35% | 2.90% | -8.20% | -1.56% | 12.15% | 3.90% | 1.22% | 8.56% |
| 2014 | -0.88% | -1.55% | -1.51% | -0.11% | 8.04% | 2.21% | -1.95% | 0.41% | -3.78% | 0.28% | 4.39% | -2.74% | 2.25% |
Expense Ratio
ETFDIVERSE10yrHOLD has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETFDIVERSE10yrHOLD is 65, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 0.15 | 1.01 | 1.14 | 0.18 | 1.85 |
XLK Technology Select Sector SPDR Fund | 0.38 | 1.24 | 1.17 | 0.27 | 2.86 |
VOO Vanguard S&P 500 ETF | 0.72 | 1.22 | 1.18 | 0.22 | 2.92 |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 0.19 | 0.73 | 1.10 | 0.07 | 1.00 |
VEU Vanguard FTSE All-World ex-US ETF | 0.64 | 1.43 | 1.20 | 0.31 | 3.30 |
VNQ Vanguard Real Estate ETF | 0.60 | -0.09 | 0.99 | 0.51 | -0.46 |
XLV Health Care Select Sector SPDR Fund | -0.47 | -1.34 | 0.84 | -0.36 | -2.14 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.92 | 1.73 | 1.23 | 0.38 | 2.99 |
BTC-USD Bitcoin | 1.17 | 3.53 | 1.38 | 3.14 | 14.04 |
VBR Vanguard Small-Cap Value ETF | 0.21 | 0.55 | 1.08 | 0.04 | 0.65 |
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Dividends
Dividend yield
ETFDIVERSE10yrHOLD provided a 1.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.17% | 1.16% | 1.28% | 1.43% | 1.06% | 1.24% | 1.54% | 1.78% | 1.55% | 1.76% | 1.99% | 1.89% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.43% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
XLK Technology Select Sector SPDR Fund | 0.66% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.46% | 1.42% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% | 5.71% |
VEU Vanguard FTSE All-World ex-US ETF | 2.84% | 3.24% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% |
VNQ Vanguard Real Estate ETF | 4.02% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
XLV Health Care Select Sector SPDR Fund | 1.76% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.81% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VBR Vanguard Small-Cap Value ETF | 2.17% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
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 ETFDIVERSE10yrHOLD. 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 ETFDIVERSE10yrHOLD was 53.71%, occurring on Nov 23, 2011. Recovery took 469 trading sessions.
The current ETFDIVERSE10yrHOLD drawdown is 1.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.71% | Jun 10, 2011 | 167 | Nov 23, 2011 | 469 | Mar 6, 2013 | 636 |
| -34.68% | Nov 9, 2021 | 341 | Oct 15, 2022 | 424 | Dec 13, 2023 | 765 |
| -34.54% | Feb 15, 2020 | 38 | Mar 23, 2020 | 130 | Jul 31, 2020 | 168 |
| -33.41% | Dec 17, 2017 | 374 | Dec 25, 2018 | 178 | Jun 21, 2019 | 552 |
| -31.47% | Dec 5, 2013 | 14 | Dec 18, 2013 | 907 | Jun 12, 2016 | 921 |
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 10 assets, with an effective number of assets of 5.01, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | BTC-USD | VNQ | XLV | SMH | VEU | XLK | XLY | SPMD | VBR | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.13 | 0.63 | 0.75 | 0.77 | 0.82 | 0.89 | 0.87 | 0.82 | 0.84 | 1.00 | 0.74 |
| BTC-USD | 0.13 | 1.00 | 0.08 | 0.08 | 0.11 | 0.10 | 0.11 | 0.11 | 0.11 | 0.10 | 0.11 | 0.71 |
| VNQ | 0.63 | 0.08 | 1.00 | 0.49 | 0.36 | 0.51 | 0.45 | 0.52 | 0.57 | 0.61 | 0.58 | 0.42 |
| XLV | 0.75 | 0.08 | 0.49 | 1.00 | 0.46 | 0.57 | 0.55 | 0.55 | 0.57 | 0.57 | 0.69 | 0.48 |
| SMH | 0.77 | 0.11 | 0.36 | 0.46 | 1.00 | 0.61 | 0.79 | 0.63 | 0.60 | 0.58 | 0.71 | 0.56 |
| VEU | 0.82 | 0.10 | 0.51 | 0.57 | 0.61 | 1.00 | 0.65 | 0.65 | 0.68 | 0.70 | 0.77 | 0.55 |
| XLK | 0.89 | 0.11 | 0.45 | 0.55 | 0.79 | 0.65 | 1.00 | 0.71 | 0.62 | 0.60 | 0.83 | 0.63 |
| XLY | 0.87 | 0.11 | 0.52 | 0.55 | 0.63 | 0.65 | 0.71 | 1.00 | 0.71 | 0.71 | 0.81 | 0.58 |
| SPMD | 0.82 | 0.11 | 0.57 | 0.57 | 0.60 | 0.68 | 0.62 | 0.71 | 1.00 | 0.89 | 0.77 | 0.57 |
| VBR | 0.84 | 0.10 | 0.61 | 0.57 | 0.58 | 0.70 | 0.60 | 0.71 | 0.89 | 1.00 | 0.79 | 0.56 |
| VOO | 1.00 | 0.11 | 0.58 | 0.69 | 0.71 | 0.77 | 0.83 | 0.81 | 0.77 | 0.79 | 1.00 | 0.66 |
| Portfolio | 0.74 | 0.71 | 0.42 | 0.48 | 0.56 | 0.55 | 0.63 | 0.58 | 0.57 | 0.56 | 0.66 | 1.00 |