ETFDIVERSE10yrHOLD
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFDIVERSE10yrHOLD, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 18, 2024, the ETFDIVERSE10yrHOLD returned 21.74% Year-To-Date and 26.98% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| ETFDIVERSE10yrHOLD | 21.74% | 1.51% | 7.41% | 42.03% | 24.43% | 26.98% |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 33.65% | -5.27% | 7.31% | 59.63% | 34.02% | 27.91% |
XLK Technology Select Sector SPDR Fund | 14.25% | -1.01% | 5.88% | 30.15% | 23.07% | 19.95% |
VOO Vanguard S&P 500 ETF | 19.30% | 1.60% | 9.57% | 28.36% | 15.21% | 12.88% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 11.60% | 2.20% | 5.26% | 21.68% | 11.19% | 9.25% |
VEU Vanguard FTSE All-World ex-US ETF | 10.04% | 1.23% | 6.08% | 17.14% | 6.90% | 4.81% |
VNQ Vanguard Real Estate ETF | 13.57% | 7.61% | 17.78% | 26.52% | 4.90% | 7.16% |
XLV Health Care Select Sector SPDR Fund | 14.97% | 1.80% | 7.17% | 19.81% | 13.04% | 10.88% |
XLY Consumer Discretionary Select Sector SPDR Fund | 8.48% | 5.46% | 7.19% | 14.56% | 10.59% | 12.19% |
BTC-USD Bitcoin | 42.69% | 3.12% | -2.59% | 125.42% | 42.49% | 64.77% |
VBR Vanguard Small-Cap Value ETF | 11.23% | 3.18% | 8.11% | 23.44% | 11.00% | 8.94% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.95% | 10.90% | 5.30% | -6.40% | 6.17% | 2.32% | 1.26% | 0.11% | 21.74% | ||||
| 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% | -5.88% | -27.72% |
| 2021 | 1.97% | 8.33% | 9.39% | 3.84% | -4.61% | 2.06% | 4.76% | 4.56% | -5.33% | 12.18% | -0.99% | 0.09% | 40.83% |
| 2020 | 4.69% | -7.73% | -14.82% | 16.07% | 6.12% | 2.23% | 8.25% | 6.59% | -4.35% | 1.92% | 17.44% | 14.36% | 56.51% |
| 2019 | 5.86% | 4.96% | 2.93% | 8.17% | 5.15% | 14.55% | 0.56% | -2.04% | 0.12% | 4.06% | 0.14% | 2.50% | 57.00% |
| 2018 | 0.09% | -2.53% | -5.74% | 5.05% | -0.64% | -1.88% | 5.77% | 1.43% | -0.89% | -7.20% | -4.41% | -8.57% | -18.78% |
| 2017 | 2.15% | 6.32% | -0.81% | 5.14% | 14.55% | 2.65% | 4.56% | 11.08% | -0.66% | 10.36% | 14.09% | 9.87% | 112.55% |
| 2016 | -6.52% | 2.38% | 5.63% | 0.30% | 5.16% | 4.65% | 3.26% | -0.88% | 1.44% | 0.47% | 3.33% | 7.00% | 28.68% |
| 2015 | -6.82% | 7.13% | -1.85% | 0.34% | 1.05% | -0.35% | 2.90% | -8.20% | -1.56% | 12.15% | 3.90% | 1.28% | 8.63% |
| 2014 | -0.88% | -1.55% | -1.51% | -0.11% | 8.04% | 2.21% | -1.95% | 0.41% | -3.78% | 0.28% | 4.39% | -2.71% | 2.29% |
| 2013 | 10.68% | 12.01% | 55.85% | 9.69% | -0.12% | -6.46% | 5.57% | 2.08% | 2.91% | 11.60% | 93.29% | -17.84% | 289.22% |
Expense Ratio
ETFDIVERSE10yrHOLD has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETFDIVERSE10yrHOLD is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | 1.48 | 2.00 | 1.26 | 0.90 | 6.04 |
XLK Technology Select Sector SPDR Fund | 1.05 | 1.50 | 1.20 | 0.43 | 4.53 |
VOO Vanguard S&P 500 ETF | 2.34 | 3.09 | 1.43 | 1.13 | 14.10 |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.29 | 1.81 | 1.22 | 0.71 | 6.68 |
VEU Vanguard FTSE All-World ex-US ETF | 1.43 | 1.95 | 1.25 | 0.51 | 8.79 |
VNQ Vanguard Real Estate ETF | 1.40 | 1.94 | 1.25 | 0.25 | 6.13 |
XLV Health Care Select Sector SPDR Fund | 1.65 | 2.28 | 1.31 | 0.71 | 7.89 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.89 | 1.28 | 1.16 | 0.22 | 3.95 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
VBR Vanguard Small-Cap Value ETF | 1.22 | 1.71 | 1.21 | 0.69 | 6.16 |
Dividends
Dividend yield
ETFDIVERSE10yrHOLD granted a 1.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETFDIVERSE10yrHOLD | 1.04% | 1.28% | 1.47% | 1.08% | 1.26% | 1.68% | 1.84% | 1.59% | 1.78% | 2.05% | 1.93% | 2.22% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
XLK Technology Select Sector SPDR Fund | 0.53% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SPMD SPDR Portfolio S&P 400 Mid Cap ETF | 1.03% | 1.47% | 1.64% | 1.24% | 1.30% | 1.57% | 1.85% | 1.97% | 2.13% | 5.33% | 5.71% | 10.67% |
VEU Vanguard FTSE All-World ex-US ETF | 2.48% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
VNQ Vanguard Real Estate ETF | 3.62% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
XLV Health Care Select Sector SPDR Fund | 1.09% | 1.59% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.57% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
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 | 2.01% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
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.
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 53.00%, occurring on Nov 25, 2011. Recovery took 467 trading sessions.
The current ETFDIVERSE10yrHOLD drawdown is 2.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53% | Jun 10, 2011 | 169 | Nov 25, 2011 | 467 | Mar 6, 2013 | 636 |
| -34.67% | 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 |
| -33.34% | 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 current ETFDIVERSE10yrHOLD volatility is 5.62%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BTC-USD | VNQ | XLV | SMH | VEU | XLK | XLY | SPMD | VBR | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.06 | 0.07 | 0.10 | 0.09 | 0.09 | 0.09 | 0.10 | 0.08 | 0.09 |
| VNQ | 0.06 | 1.00 | 0.48 | 0.36 | 0.51 | 0.46 | 0.52 | 0.57 | 0.61 | 0.58 |
| XLV | 0.07 | 0.48 | 1.00 | 0.47 | 0.58 | 0.56 | 0.56 | 0.57 | 0.57 | 0.70 |
| SMH | 0.10 | 0.36 | 0.47 | 1.00 | 0.62 | 0.79 | 0.63 | 0.60 | 0.58 | 0.71 |
| VEU | 0.09 | 0.51 | 0.58 | 0.62 | 1.00 | 0.66 | 0.66 | 0.69 | 0.71 | 0.78 |
| XLK | 0.09 | 0.46 | 0.56 | 0.79 | 0.66 | 1.00 | 0.71 | 0.62 | 0.61 | 0.83 |
| XLY | 0.09 | 0.52 | 0.56 | 0.63 | 0.66 | 0.71 | 1.00 | 0.71 | 0.71 | 0.81 |
| SPMD | 0.10 | 0.57 | 0.57 | 0.60 | 0.69 | 0.62 | 0.71 | 1.00 | 0.88 | 0.77 |
| VBR | 0.08 | 0.61 | 0.57 | 0.58 | 0.71 | 0.61 | 0.71 | 0.88 | 1.00 | 0.79 |
| VOO | 0.09 | 0.58 | 0.70 | 0.71 | 0.78 | 0.83 | 0.81 | 0.77 | 0.79 | 1.00 |