ETF ALL Live
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF ALL Live, 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 Every 3 months.
The earliest data available for this chart is Jul 10, 2014, corresponding to the inception date of REET
Returns By Period
As of May 9, 2025, the ETF ALL Live returned 10.66% Year-To-Date and 9.54% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| ETF ALL Live | 10.66% | 11.55% | 7.09% | 22.94% | 12.01% | 9.54% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -3.30% | 13.81% | -4.52% | 10.65% | 15.81% | 12.33% |
IWM iShares Russell 2000 ETF | -8.75% | 15.08% | -14.45% | -0.14% | 10.14% | 6.48% |
VXUS Vanguard Total International Stock ETF | 9.97% | 16.33% | 4.45% | 10.10% | 10.68% | 5.12% |
VWO Vanguard FTSE Emerging Markets ETF | 4.38% | 15.12% | -1.88% | 9.72% | 7.99% | 3.54% |
IGF iShares Global Infrastructure ETF | 9.49% | 13.21% | 7.76% | 19.80% | 12.69% | 5.94% |
REET iShares Global REIT ETF | 1.90% | 12.55% | -3.14% | 10.59% | 7.07% | 3.37% |
EWH iShares MSCI Hong Kong ETF | 9.42% | 19.93% | 0.90% | 13.68% | 0.19% | 0.58% |
EWJ iShares MSCI Japan ETF | 7.05% | 16.51% | 4.25% | 8.01% | 8.45% | 5.11% |
FXI iShares China Large-Cap ETF | 14.98% | 18.28% | 6.29% | 32.87% | 0.04% | -1.15% |
TLT iShares 20+ Year Treasury Bond ETF | 0.93% | -1.26% | -2.78% | 0.41% | -9.53% | -0.61% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.10% | 0.29% | 1.25% | 5.38% | -0.81% | 1.51% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
BNDX Vanguard Total International Bond ETF | 1.06% | 0.62% | 1.88% | 5.12% | 0.05% | 2.02% |
GLD SPDR Gold Trust | 25.81% | 10.69% | 22.02% | 42.63% | 13.73% | 10.40% |
SLV iShares Silver Trust | 11.89% | 8.55% | 1.20% | 18.08% | 15.38% | 6.60% |
Monthly Returns
The table below presents the monthly returns of ETF ALL Live, 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 | 4.25% | 0.76% | 2.40% | 1.90% | 0.96% | 10.66% | |||||||
| 2024 | -1.22% | 2.37% | 5.22% | -0.57% | 3.34% | 0.59% | 3.86% | 1.86% | 4.11% | 0.81% | 0.93% | -2.66% | 19.96% |
| 2023 | 6.36% | -4.43% | 4.89% | 0.83% | -1.38% | 1.95% | 2.98% | -2.37% | -4.86% | 1.41% | 5.57% | 3.61% | 14.70% |
| 2022 | -3.26% | 1.58% | 1.05% | -5.48% | -1.37% | -4.12% | 2.37% | -3.45% | -6.31% | 1.52% | 8.05% | -0.87% | -10.63% |
| 2021 | -1.24% | -1.41% | 0.60% | 3.58% | 3.96% | -2.46% | 1.21% | 0.91% | -3.64% | 3.35% | -1.30% | 2.99% | 6.38% |
| 2020 | 1.54% | -3.23% | -6.24% | 8.73% | 3.49% | 2.65% | 7.81% | 2.85% | -3.75% | -0.94% | 3.39% | 5.56% | 22.78% |
| 2019 | 5.50% | 1.17% | 0.08% | 1.20% | -2.11% | 6.77% | 0.32% | 2.96% | -0.98% | 2.45% | -0.17% | 3.12% | 21.87% |
| 2018 | 3.78% | -3.10% | -0.27% | -0.34% | 0.66% | -1.76% | 0.34% | -0.05% | -0.44% | -3.09% | 1.35% | -0.84% | -3.88% |
| 2017 | 3.73% | 3.04% | 0.11% | 1.32% | 0.61% | -0.45% | 2.11% | 2.28% | -0.63% | 0.64% | 1.39% | 1.64% | 16.88% |
| 2016 | -0.14% | 5.07% | 2.86% | 2.84% | -2.38% | 4.82% | 3.23% | -1.31% | 0.67% | -2.63% | -2.55% | -0.23% | 10.29% |
| 2015 | 3.59% | -0.72% | -1.18% | 0.58% | 0.49% | -1.86% | -2.55% | -1.96% | -2.01% | 4.67% | -2.86% | -1.40% | -5.38% |
| 2014 | -2.33% | 1.93% | -4.51% | 0.23% | 0.60% | 0.48% | -3.67% |
Expense Ratio
ETF ALL Live has an expense ratio of 0.26%, 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
With an overall rank of 94, ETF ALL Live is among the top 6% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.54 | 0.90 | 1.13 | 0.57 | 2.24 |
IWM iShares Russell 2000 ETF | -0.01 | 0.14 | 1.02 | -0.02 | -0.05 |
VXUS Vanguard Total International Stock ETF | 0.60 | 0.94 | 1.13 | 0.73 | 2.30 |
VWO Vanguard FTSE Emerging Markets ETF | 0.53 | 0.80 | 1.11 | 0.46 | 1.50 |
IGF iShares Global Infrastructure ETF | 1.40 | 2.04 | 1.29 | 2.44 | 9.06 |
REET iShares Global REIT ETF | 0.64 | 0.95 | 1.13 | 0.47 | 1.71 |
EWH iShares MSCI Hong Kong ETF | 0.56 | 0.82 | 1.11 | 0.29 | 0.92 |
EWJ iShares MSCI Japan ETF | 0.38 | 0.50 | 1.07 | 0.37 | 1.13 |
FXI iShares China Large-Cap ETF | 0.94 | 1.43 | 1.19 | 0.60 | 2.64 |
TLT iShares 20+ Year Treasury Bond ETF | 0.03 | 0.14 | 1.02 | 0.01 | 0.05 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.01 | 1.46 | 1.17 | 0.44 | 2.56 |
BND Vanguard Total Bond Market ETF | 1.03 | 1.48 | 1.18 | 0.43 | 2.60 |
BNDX Vanguard Total International Bond ETF | 1.38 | 2.03 | 1.25 | 0.59 | 6.32 |
GLD SPDR Gold Trust | 2.45 | 3.20 | 1.41 | 5.12 | 13.67 |
SLV iShares Silver Trust | 0.59 | 0.98 | 1.12 | 1.03 | 1.97 |
Dividends
Dividend yield
ETF ALL Live provided a 1.14% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.14% | 1.15% | 1.18% | 1.14% | 0.87% | 0.88% | 1.12% | 1.23% | 1.12% | 1.19% | 1.21% | 1.17% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IWM iShares Russell 2000 ETF | 1.23% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% | 1.26% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% |
VWO Vanguard FTSE Emerging Markets ETF | 3.09% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
IGF iShares Global Infrastructure ETF | 2.93% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.99% | 3.24% | 3.00% |
REET iShares Global REIT ETF | 3.56% | 3.63% | 3.27% | 2.42% | 3.18% | 2.64% | 5.25% | 5.73% | 3.84% | 5.37% | 3.56% | 2.12% |
EWH iShares MSCI Hong Kong ETF | 3.82% | 4.18% | 4.28% | 2.91% | 2.78% | 2.56% | 2.70% | 2.94% | 4.35% | 3.07% | 2.62% | 3.52% |
EWJ iShares MSCI Japan ETF | 2.19% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% |
FXI iShares China Large-Cap ETF | 1.53% | 1.76% | 3.17% | 2.61% | 1.60% | 2.19% | 2.74% | 2.69% | 2.31% | 2.69% | 2.90% | 2.51% |
TLT iShares 20+ Year Treasury Bond ETF | 4.36% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.83% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.29% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SLV iShares Silver Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 ETF ALL Live. 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 ETF ALL Live was 19.75%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current ETF ALL Live drawdown is 1.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.75% | Nov 15, 2021 | 231 | Oct 14, 2022 | 296 | Dec 19, 2023 | 527 |
| -18.85% | Feb 24, 2020 | 19 | Mar 19, 2020 | 54 | Jun 5, 2020 | 73 |
| -12.92% | Jan 23, 2015 | 248 | Jan 15, 2016 | 99 | Jun 8, 2016 | 347 |
| -10.86% | Jan 29, 2018 | 229 | Dec 24, 2018 | 117 | Jun 13, 2019 | 346 |
| -8.22% | Apr 3, 2025 | 4 | Apr 8, 2025 | 9 | Apr 22, 2025 | 13 |
Volatility
Volatility Chart
The current ETF ALL Live volatility is 6.41%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 3.69, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BNDX | GLD | AGG | BND | TLT | SLV | EWH | FXI | REET | EWJ | IWM | IGF | SPY | VWO | VXUS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.00 | 0.00 | -0.01 | -0.03 | -0.17 | 0.16 | 0.52 | 0.53 | 0.64 | 0.68 | 0.82 | 0.69 | 1.00 | 0.68 | 0.80 | 0.64 |
| BNDX | 0.00 | 1.00 | 0.26 | 0.73 | 0.74 | 0.70 | 0.17 | -0.03 | -0.04 | 0.16 | 0.03 | -0.01 | 0.10 | 0.00 | -0.00 | 0.01 | 0.21 |
| GLD | 0.00 | 0.26 | 1.00 | 0.37 | 0.37 | 0.31 | 0.78 | 0.07 | 0.07 | 0.14 | 0.09 | 0.01 | 0.20 | 0.01 | 0.16 | 0.17 | 0.68 |
| AGG | -0.01 | 0.73 | 0.37 | 1.00 | 0.98 | 0.89 | 0.25 | -0.02 | -0.02 | 0.20 | 0.03 | -0.02 | 0.15 | -0.00 | 0.02 | 0.04 | 0.29 |
| BND | -0.03 | 0.74 | 0.37 | 0.98 | 1.00 | 0.90 | 0.24 | -0.03 | -0.04 | 0.19 | 0.01 | -0.04 | 0.13 | -0.03 | 0.00 | 0.01 | 0.27 |
| TLT | -0.17 | 0.70 | 0.31 | 0.89 | 0.90 | 1.00 | 0.17 | -0.13 | -0.13 | 0.06 | -0.11 | -0.17 | -0.01 | -0.17 | -0.13 | -0.14 | 0.13 |
| SLV | 0.16 | 0.17 | 0.78 | 0.25 | 0.24 | 0.17 | 1.00 | 0.19 | 0.20 | 0.22 | 0.19 | 0.16 | 0.29 | 0.16 | 0.31 | 0.32 | 0.68 |
| EWH | 0.52 | -0.03 | 0.07 | -0.02 | -0.03 | -0.13 | 0.19 | 1.00 | 0.79 | 0.40 | 0.51 | 0.47 | 0.51 | 0.52 | 0.74 | 0.69 | 0.49 |
| FXI | 0.53 | -0.04 | 0.07 | -0.02 | -0.04 | -0.13 | 0.20 | 0.79 | 1.00 | 0.37 | 0.52 | 0.48 | 0.48 | 0.53 | 0.86 | 0.72 | 0.50 |
| REET | 0.64 | 0.16 | 0.14 | 0.20 | 0.19 | 0.06 | 0.22 | 0.40 | 0.37 | 1.00 | 0.50 | 0.63 | 0.70 | 0.64 | 0.50 | 0.62 | 0.56 |
| EWJ | 0.68 | 0.03 | 0.09 | 0.03 | 0.01 | -0.11 | 0.19 | 0.51 | 0.52 | 0.50 | 1.00 | 0.62 | 0.59 | 0.68 | 0.64 | 0.80 | 0.56 |
| IWM | 0.82 | -0.01 | 0.01 | -0.02 | -0.04 | -0.17 | 0.16 | 0.47 | 0.48 | 0.63 | 0.62 | 1.00 | 0.63 | 0.82 | 0.61 | 0.73 | 0.60 |
| IGF | 0.69 | 0.10 | 0.20 | 0.15 | 0.13 | -0.01 | 0.29 | 0.51 | 0.48 | 0.70 | 0.59 | 0.63 | 1.00 | 0.69 | 0.63 | 0.77 | 0.65 |
| SPY | 1.00 | 0.00 | 0.01 | -0.00 | -0.03 | -0.17 | 0.16 | 0.52 | 0.53 | 0.64 | 0.68 | 0.82 | 0.69 | 1.00 | 0.68 | 0.80 | 0.65 |
| VWO | 0.68 | -0.00 | 0.16 | 0.02 | 0.00 | -0.13 | 0.31 | 0.74 | 0.86 | 0.50 | 0.64 | 0.61 | 0.63 | 0.68 | 1.00 | 0.88 | 0.66 |
| VXUS | 0.80 | 0.01 | 0.17 | 0.04 | 0.01 | -0.14 | 0.32 | 0.69 | 0.72 | 0.62 | 0.80 | 0.73 | 0.77 | 0.80 | 0.88 | 1.00 | 0.72 |
| Portfolio | 0.64 | 0.21 | 0.68 | 0.29 | 0.27 | 0.13 | 0.68 | 0.49 | 0.50 | 0.56 | 0.56 | 0.60 | 0.65 | 0.65 | 0.66 | 0.72 | 1.00 |