MANY ETF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MANY ETF

Currency in USD · Last updated May 27, 2025

Asset Allocation

Position	Category/Sector	Target Weight
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF	Commodities	6.67%
GLDM SPDR Gold MiniShares Trust	Precious Metals, Gold	6.67%
GSG iShares S&P GSCI Commodity-Indexed Trust	Commodities	6.67%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	6.67%
IWM iShares Russell 2000 ETF	Small Cap Growth Equities	6.67%
MGV Vanguard Mega Cap Value ETF	Large Cap Value Equities	6.67%
SGOL Aberdeen Standard Physical Gold Shares ETF	Precious Metals, Gold	6.67%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	6.67%
SWAGX Schwab U.S. Aggregate Bond Index Fund	Total Bond Market	6.67%
SWVXX Schwab Value Advantage Money Fund		6.67%
VBR Vanguard Small-Cap Value ETF	Small Cap Blend Equities	6.67%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	6.67%
VNQ Vanguard Real Estate ETF	REIT	6.67%
VXUS Vanguard Total International Stock ETF	Foreign Large Cap Equities	6.67%
XLRE Real Estate Select Sector SPDR Fund	REIT	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 26, 2018, corresponding to the inception date of GLDM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.34%	5.02%	-3.08%	9.39%	14.45%	10.68%
MANY ETF	5.27%	1.92%	2.19%	11.20%	10.71%	N/A
Portfolio components:
SWAGX Schwab U.S. Aggregate Bond Index Fund	1.10%	-1.24%	0.19%	4.38%	-1.15%	N/A
SWVXX Schwab Value Advantage Money Fund	1.03%	0.00%	1.79%	4.20%	2.55%	1.73%
IEF iShares 7-10 Year Treasury Bond ETF	2.71%	-1.19%	1.00%	4.75%	-2.99%	0.77%
GLDM SPDR Gold MiniShares Trust	28.04%	1.73%	27.92%	43.84%	13.97%	N/A
SGOL Aberdeen Standard Physical Gold Shares ETF	28.02%	1.74%	27.92%	43.81%	13.93%	10.69%
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF	6.21%	0.88%	7.12%	3.35%	12.60%	N/A
GSG iShares S&P GSCI Commodity-Indexed Trust	-0.96%	-0.19%	1.70%	-2.97%	17.64%	0.30%
MGV Vanguard Mega Cap Value ETF	0.74%	2.30%	-4.80%	8.37%	14.62%	10.22%
SPY SPDR S&P 500 ETF	-0.89%	5.17%	-2.46%	10.77%	16.09%	12.57%
VBR Vanguard Small-Cap Value ETF	-5.00%	4.47%	-12.89%	2.23%	15.56%	7.77%
IWM iShares Russell 2000 ETF	-8.12%	4.35%	-16.00%	-0.27%	9.84%	6.49%
VXUS Vanguard Total International Stock ETF	13.61%	5.35%	11.43%	11.83%	11.34%	5.50%
VEA Vanguard FTSE Developed Markets ETF	15.61%	4.96%	12.81%	12.04%	12.19%	6.01%
XLRE Real Estate Select Sector SPDR Fund	0.56%	0.27%	-7.48%	12.59%	8.00%	N/A
VNQ Vanguard Real Estate ETF	-1.23%	0.09%	-8.96%	10.79%	7.46%	5.07%

*Annualized

Monthly Returns

The table below presents the monthly returns of MANY ETF, 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	3.15%	0.80%	0.18%	-0.62%	1.70%								5.27%
2024	-0.97%	1.68%	3.72%	-2.54%	2.84%	0.25%	3.78%	1.69%	2.23%	-1.14%	2.30%	-3.43%	10.56%
2023	5.49%	-3.64%	1.10%	0.56%	-2.70%	3.42%	3.34%	-2.07%	-3.38%	-1.45%	5.48%	4.48%	10.46%
2022	-2.09%	0.90%	2.62%	-3.68%	0.07%	-5.89%	4.12%	-3.31%	-7.47%	4.02%	5.67%	-2.42%	-8.13%
2021	0.21%	2.25%	1.74%	4.08%	2.46%	-0.03%	1.13%	1.00%	-2.18%	3.54%	-2.72%	4.15%	16.49%
2020	-1.06%	-4.73%	-10.96%	6.06%	3.78%	2.15%	4.21%	2.63%	-2.49%	-1.17%	7.31%	4.31%	8.87%
2019	6.29%	1.69%	0.75%	1.35%	-2.84%	4.50%	0.15%	0.35%	0.89%	1.68%	0.33%	2.56%	18.87%
2018						0.16%	0.64%	0.70%	-0.37%	-3.70%	0.63%	-4.12%	-6.04%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

MANY ETF has an expense ratio of 0.16%, 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.

SWAGX

Schwab U.S. Aggregate Bond Index Fund

GSG

iShares S&P GSCI Commodity-Indexed Trust

CMDY

iShares Bloomberg Roll Select Commodity Strategy ETF

IWM

iShares Russell 2000 ETF

GLDM

SPDR Gold MiniShares Trust

SGOL

Aberdeen Standard Physical Gold Shares ETF

IEF

iShares 7-10 Year Treasury Bond ETF

XLRE

Real Estate Select Sector SPDR Fund

VNQ

Vanguard Real Estate ETF

SPY

SPDR S&P 500 ETF

MGV

Vanguard Mega Cap Value ETF

VBR

Vanguard Small-Cap Value ETF

VXUS

Vanguard Total International Stock ETF

VEA

Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 81, MANY ETF is among the top 19% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SWAGX Schwab U.S. Aggregate Bond Index Fund	0.83	1.20	1.14	0.34	1.99
SWVXX Schwab Value Advantage Money Fund	3.38	—	—	—	—
IEF iShares 7-10 Year Treasury Bond ETF	0.73	1.07	1.12	0.24	1.47
GLDM SPDR Gold MiniShares Trust	2.47	3.28	1.42	5.42	14.84
SGOL Aberdeen Standard Physical Gold Shares ETF	2.47	3.29	1.42	5.40	14.77
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF	0.26	0.45	1.06	0.14	0.66
GSG iShares S&P GSCI Commodity-Indexed Trust	-0.14	-0.12	0.99	-0.12	-0.48
MGV Vanguard Mega Cap Value ETF	0.55	0.85	1.12	0.63	2.33
SPY SPDR S&P 500 ETF	0.57	0.89	1.13	0.57	2.19
VBR Vanguard Small-Cap Value ETF	0.14	0.31	1.04	0.09	0.28
IWM iShares Russell 2000 ETF	0.03	0.16	1.02	-0.01	-0.03
VXUS Vanguard Total International Stock ETF	0.75	1.10	1.15	0.87	2.74
VEA Vanguard FTSE Developed Markets ETF	0.75	1.10	1.15	0.89	2.68
XLRE Real Estate Select Sector SPDR Fund	0.70	1.05	1.14	0.54	2.28
VNQ Vanguard Real Estate ETF	0.60	0.92	1.12	0.45	1.86

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MANY ETF Sharpe ratios as of May 27, 2025 (values are recalculated daily):

1-Year: 1.06
5-Year: 0.97
All Time: 0.65

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.49 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of MANY ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

MANY ETF provided a 2.14% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	2.14%	2.16%	2.15%	1.98%	2.43%	1.44%	1.83%	2.02%	1.60%	1.64%	1.39%	1.33%
Portfolio components:
SWAGX Schwab U.S. Aggregate Bond Index Fund	4.01%	3.88%	3.21%	2.57%	2.07%	2.47%	2.88%	2.80%	1.98%	0.00%	0.00%	0.00%
SWVXX Schwab Value Advantage Money Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEF iShares 7-10 Year Treasury Bond ETF	3.74%	3.62%	2.91%	1.96%	0.83%	1.08%	2.08%	2.24%	1.82%	1.81%	1.90%	2.05%
GLDM SPDR Gold MiniShares 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%
SGOL Aberdeen Standard Physical Gold Shares ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMDY iShares Bloomberg Roll Select Commodity Strategy ETF	3.98%	4.23%	5.10%	3.98%	16.09%	0.15%	2.21%	1.73%	0.00%	0.00%	0.00%	0.00%
GSG iShares S&P GSCI Commodity-Indexed 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%
MGV Vanguard Mega Cap Value ETF	2.29%	2.31%	2.48%	2.45%	2.17%	2.47%	2.69%	2.65%	2.34%	2.53%	2.59%	2.26%
SPY SPDR S&P 500 ETF	1.24%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
VBR Vanguard Small-Cap Value ETF	2.26%	1.98%	2.12%	2.03%	1.75%	1.68%	2.06%	2.35%	1.79%	1.77%	1.99%	1.77%
IWM iShares Russell 2000 ETF	1.22%	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	2.92%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%
VEA Vanguard FTSE Developed Markets ETF	2.83%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
XLRE Real Estate Select Sector SPDR Fund	3.43%	3.43%	3.31%	3.70%	2.61%	3.15%	3.06%	3.78%	3.25%	4.22%	1.09%	0.00%
VNQ Vanguard Real Estate ETF	4.17%	3.85%	3.95%	3.91%	2.56%	3.93%	3.39%	4.74%	4.23%	4.82%	3.92%	3.60%

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 MANY ETF. 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 MANY ETF was 23.55%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

The current MANY ETF drawdown is 0.91%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-23.55%	Feb 21, 2020	22	Mar 23, 2020	141	Oct 12, 2020	163
-16.71%	Mar 31, 2022	124	Sep 27, 2022	364	Mar 1, 2024	488
-10.14%	Aug 30, 2018	80	Dec 24, 2018	37	Feb 19, 2019	117
-9.07%	Feb 20, 2025	34	Apr 8, 2025	23	May 12, 2025	57
-5%	Nov 10, 2021	15	Dec 1, 2021	23	Jan 4, 2022	38

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	SWVXX	SWAGX	IEF	SGOL	GLDM	GSG	CMDY	XLRE	VNQ	IWM	MGV	SPY	VXUS	VBR	VEA	Portfolio
^GSPC	1.00	0.03	0.01	-0.08	0.06	0.06	0.28	0.28	0.60	0.64	0.82	0.84	1.00	0.79	0.80	0.81	0.81
SWVXX	0.03	1.00	0.02	0.00	0.02	0.02	0.01	0.00	0.02	0.03	0.04	0.04	0.03	0.00	0.03	0.01	0.04
SWAGX	0.01	0.02	1.00	0.93	0.34	0.34	-0.12	-0.04	0.22	0.20	-0.00	-0.04	0.01	0.03	-0.04	0.04	0.16
IEF	-0.08	0.00	0.93	1.00	0.36	0.36	-0.15	-0.07	0.16	0.14	-0.08	-0.13	-0.08	-0.05	-0.12	-0.04	0.08
SGOL	0.06	0.02	0.34	0.36	1.00	0.99	0.18	0.38	0.14	0.13	0.07	0.05	0.06	0.23	0.05	0.22	0.38
GLDM	0.06	0.02	0.34	0.36	0.99	1.00	0.18	0.38	0.14	0.13	0.07	0.05	0.06	0.23	0.05	0.22	0.38
GSG	0.28	0.01	-0.12	-0.15	0.18	0.18	1.00	0.79	0.11	0.13	0.31	0.32	0.28	0.34	0.32	0.33	0.49
CMDY	0.28	0.00	-0.04	-0.07	0.38	0.38	0.79	1.00	0.14	0.16	0.29	0.30	0.28	0.38	0.30	0.37	0.53
XLRE	0.60	0.02	0.22	0.16	0.14	0.14	0.11	0.14	1.00	0.98	0.58	0.62	0.61	0.52	0.61	0.54	0.71
VNQ	0.64	0.03	0.20	0.14	0.13	0.13	0.13	0.16	0.98	1.00	0.65	0.66	0.64	0.56	0.69	0.58	0.76
IWM	0.82	0.04	-0.00	-0.08	0.07	0.07	0.31	0.29	0.58	0.65	1.00	0.79	0.82	0.75	0.95	0.76	0.84
MGV	0.84	0.04	-0.04	-0.13	0.05	0.05	0.32	0.30	0.62	0.66	0.79	1.00	0.85	0.73	0.86	0.76	0.81
SPY	1.00	0.03	0.01	-0.08	0.06	0.06	0.28	0.28	0.61	0.64	0.82	0.85	1.00	0.80	0.80	0.81	0.81
VXUS	0.79	0.00	0.03	-0.05	0.23	0.23	0.34	0.38	0.52	0.56	0.75	0.73	0.80	1.00	0.74	0.98	0.84
VBR	0.80	0.03	-0.04	-0.12	0.05	0.05	0.32	0.30	0.61	0.69	0.95	0.86	0.80	0.74	1.00	0.76	0.84
VEA	0.81	0.01	0.04	-0.04	0.22	0.22	0.33	0.37	0.54	0.58	0.76	0.76	0.81	0.98	0.76	1.00	0.85
Portfolio	0.81	0.04	0.16	0.08	0.38	0.38	0.49	0.53	0.71	0.76	0.84	0.81	0.81	0.84	0.84	0.85	1.00

The correlation results are calculated based on daily price changes starting from Jun 27, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

MANY ETF

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community