ETFs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs, 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 Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Sep 21, 2024, the ETFs returned 28.72% Year-To-Date and 24.44% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
ETFs | 28.72% | 2.79% | 11.91% | 49.90% | 22.87% | 24.44% |
Portfolio components: | ||||||
iShares U.S. Insurance ETF | 30.22% | 5.71% | 13.18% | 40.04% | 14.73% | 12.63% |
iShares Expanded Tech Sector ETF | 26.64% | 0.05% | 8.66% | 52.32% | 23.58% | 23.18% |
iShares Gold Trust | 26.88% | 4.34% | 20.99% | 36.27% | 11.37% | 7.71% |
Bitcoin | 49.52% | 3.30% | -0.92% | 137.86% | 44.39% | 64.49% |
iShares Short-Term Corporate Bond ETF | 5.50% | 1.21% | 4.85% | 9.94% | 2.33% | 2.27% |
VanEck Vectors Semiconductor ETF | 36.04% | -5.08% | 4.51% | 70.03% | 35.00% | 28.34% |
iShares Core MSCI World UCITS ETF USD (Acc) | 17.79% | 1.33% | 8.27% | 28.82% | 12.52% | 9.92% |
Monthly Returns
The table below presents the monthly returns of ETFs, 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 | 1.24% | 8.95% | 7.62% | -2.90% | 4.18% | 0.31% | 3.04% | 0.56% | 28.72% | ||||
2023 | 11.32% | -2.39% | 7.80% | 1.17% | -1.09% | 3.46% | 1.72% | -2.58% | -2.63% | 6.17% | 6.18% | 4.72% | 38.13% |
2022 | -5.25% | 3.06% | 2.57% | -6.95% | -2.92% | -8.74% | 4.81% | -4.92% | -5.03% | 3.05% | 3.42% | -1.25% | -17.74% |
2021 | 0.83% | 5.85% | 7.77% | 2.87% | -1.66% | -2.92% | 4.23% | 3.53% | -4.13% | 9.06% | -1.86% | -0.86% | 23.99% |
2020 | 6.23% | -4.89% | -9.46% | 11.67% | 4.45% | 2.00% | 9.60% | 2.75% | -4.03% | 3.36% | 11.23% | 15.19% | 55.78% |
2019 | 3.33% | 3.11% | 1.00% | 6.57% | 9.36% | 13.71% | 0.00% | 1.06% | -1.50% | 3.19% | -2.70% | 2.09% | 45.50% |
2018 | -1.27% | -1.73% | -4.57% | 4.83% | -3.46% | -3.88% | 3.92% | -1.55% | -1.05% | -3.31% | -4.85% | -1.59% | -17.45% |
2017 | 2.85% | 5.61% | -1.13% | 5.05% | 14.00% | 2.12% | 4.55% | 11.64% | -2.22% | 8.89% | 13.03% | 10.29% | 103.47% |
2016 | -3.11% | 6.76% | 1.50% | 2.81% | 2.01% | 7.02% | 1.59% | -1.48% | 1.62% | 0.79% | -0.34% | 5.72% | 27.27% |
2015 | -3.49% | 2.19% | -1.73% | 0.08% | 0.43% | 0.55% | -0.25% | -4.38% | -1.20% | 9.11% | 1.78% | 2.29% | 4.86% |
2014 | 0.95% | -1.25% | -2.73% | -0.03% | 5.55% | 3.52% | -3.31% | -1.22% | -5.12% | -2.47% | 2.75% | -1.88% | -5.60% |
2013 | 9.45% | 10.01% | 57.06% | 6.25% | -2.40% | -9.13% | 6.02% | 4.99% | 0.11% | 9.38% | 92.33% | -19.51% | 236.25% |
Expense Ratio
ETFs has an expense ratio of 0.22%, 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 risk-adjusted rank of ETFs is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
iShares U.S. Insurance ETF | 2.98 | 3.91 | 1.52 | 2.27 | 17.19 |
iShares Expanded Tech Sector ETF | 1.73 | 2.34 | 1.30 | 0.94 | 8.38 |
iShares Gold Trust | 2.86 | 3.77 | 1.50 | 2.71 | 19.13 |
Bitcoin | 1.38 | 2.06 | 1.21 | 0.82 | 6.10 |
iShares Short-Term Corporate Bond ETF | 3.15 | 4.78 | 1.64 | 1.33 | 21.00 |
VanEck Vectors Semiconductor ETF | 1.56 | 2.08 | 1.27 | 0.98 | 6.29 |
iShares Core MSCI World UCITS ETF USD (Acc) | 2.23 | 3.08 | 1.41 | 1.05 | 13.18 |
Dividends
Dividend yield
ETFs granted a 0.53% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ETFs | 0.53% | 0.52% | 0.52% | 0.47% | 0.53% | 0.82% | 0.69% | 0.50% | 0.44% | 0.53% | 0.41% | 0.42% |
Portfolio components: | ||||||||||||
iShares U.S. Insurance ETF | 1.20% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% | 1.13% |
iShares Expanded Tech Sector ETF | 0.30% | 0.39% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.78% | 0.87% | 0.78% |
iShares 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% |
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% |
iShares Short-Term Corporate Bond ETF | 3.72% | 3.26% | 2.06% | 1.82% | 2.36% | 3.06% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% | 1.17% |
VanEck Vectors Semiconductor ETF | 0.44% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
iShares Core MSCI World UCITS ETF USD (Acc) | 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 ETFs. 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 ETFs was 48.89%, occurring on Nov 23, 2011. Recovery took 473 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-48.89% | Jun 10, 2011 | 167 | Nov 23, 2011 | 473 | Mar 10, 2013 | 640 |
-32.96% | Dec 5, 2013 | 14 | Dec 18, 2013 | 1105 | Dec 27, 2016 | 1119 |
-29.59% | Dec 17, 2017 | 374 | Dec 25, 2018 | 179 | Jun 22, 2019 | 553 |
-27.6% | Nov 9, 2021 | 341 | Oct 15, 2022 | 400 | Nov 19, 2023 | 741 |
-26.37% | Apr 11, 2013 | 86 | Jul 5, 2013 | 125 | Nov 7, 2013 | 211 |
Volatility
Volatility Chart
The current ETFs volatility is 4.21%, 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 | IAU | IGSB | IAK | IWDA.AS | SMH | IGM | |
---|---|---|---|---|---|---|---|
BTC-USD | 1.00 | 0.05 | 0.04 | 0.05 | 0.07 | 0.10 | 0.10 |
IAU | 0.05 | 1.00 | 0.26 | -0.03 | 0.10 | 0.02 | 0.03 |
IGSB | 0.04 | 0.26 | 1.00 | -0.02 | 0.09 | 0.06 | 0.11 |
IAK | 0.05 | -0.03 | -0.02 | 1.00 | 0.45 | 0.42 | 0.48 |
IWDA.AS | 0.07 | 0.10 | 0.09 | 0.45 | 1.00 | 0.45 | 0.51 |
SMH | 0.10 | 0.02 | 0.06 | 0.42 | 0.45 | 1.00 | 0.80 |
IGM | 0.10 | 0.03 | 0.11 | 0.48 | 0.51 | 0.80 | 1.00 |