new Diversified ETF

Asset Allocation

Position	Category/Sector	Target Weight
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	10%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
IEF iShares 7-10 Year Treasury Bond ETF	Government Bonds	10%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	15%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	30%
VWO Vanguard FTSE Emerging Markets ETF	Emerging Markets Equities	15%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in new Diversified ETF, 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.

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The earliest data available for this chart is May 30, 2007, corresponding to the inception date of BIL

Returns By Period

As of Apr 3, 2026, the new Diversified ETF returned 3.57% Year-To-Date and 12.29% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio new Diversified ETF	-0.10%	-1.59%	3.57%	5.85%	23.65%	17.01%	10.55%	12.29%
Portfolio components:
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
IWM iShares Russell 2000 ETF	0.69%	-2.89%	2.27%	3.51%	25.33%	13.42%	3.61%	10.00%
XLE State Street Energy Select Sector SPDR ETF	0.47%	5.52%	33.39%	36.01%	29.93%	14.70%	23.16%	11.36%
VWO Vanguard FTSE Emerging Markets ETF	-0.72%	-2.55%	0.11%	0.38%	21.72%	13.41%	3.75%	7.73%
GLD SPDR Gold Shares	-1.92%	-8.27%	8.35%	21.03%	49.02%	32.51%	21.53%	13.97%
IEF iShares 7-10 Year Treasury Bond ETF	0.23%	-1.48%	0.01%	0.50%	3.83%	2.14%	-0.73%	0.79%
BIL SPDR Barclays 1-3 Month T-Bill ETF	0.02%	0.31%	0.90%	1.85%	4.01%	4.71%	3.28%	2.13%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 31, 2007, new Diversified ETF's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Apr 2020 with a return of +11.6%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 6 months.

On a daily basis, new Diversified ETF closed higher 55% of trading days. The best single day was Oct 13, 2008 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -7.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.60%	2.10%	-3.24%	0.23%									3.57%
2025	2.16%	-0.59%	-1.59%	-0.64%	4.17%	4.31%	1.28%	2.95%	4.19%	2.25%	0.41%	0.00%	20.34%
2024	-0.71%	3.15%	3.19%	-2.25%	3.21%	2.10%	2.34%	0.37%	2.41%	-0.65%	3.56%	-2.66%	14.69%
2023	7.15%	-2.86%	3.77%	0.30%	0.57%	4.21%	3.94%	-2.10%	-3.22%	-2.13%	6.34%	4.60%	21.73%
2022	-2.47%	-0.23%	1.89%	-7.22%	1.07%	-6.54%	6.21%	-2.36%	-7.91%	4.62%	5.32%	-4.19%	-12.40%
2021	1.21%	2.61%	0.69%	2.85%	1.29%	2.13%	-0.95%	1.71%	-2.38%	4.31%	-0.94%	1.50%	14.73%

Benchmark Metrics

new Diversified ETF has an annualized alpha of 3.19%, beta of 0.73, and R² of 0.89 versus S&P 500 Index. Calculated based on daily prices since May 31, 2007.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (79.41%) than losses (72.16%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.19%

Beta: 0.73

R²: 0.89

Upside Capture: 79.41%

Downside Capture: 72.16%

Expense Ratio

new Diversified ETF has an expense ratio of 0.17%, 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.

GLD

SPDR Gold Shares

IWM

iShares Russell 2000 ETF

QQQ

Invesco QQQ ETF

IEF

iShares 7-10 Year Treasury Bond ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

XLE

State Street Energy Select Sector SPDR ETF

VWO

Vanguard FTSE Emerging Markets ETF

Return for Risk

Risk / Return Rank

new Diversified ETF ranks 78 for risk / return — better than 78% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.69	0.88	+0.81
Sortino ratio Return per unit of downside risk	2.39	1.37	+1.02
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.41	1.39	+1.02
Martin ratio Return relative to average drawdown	12.68	6.43	+6.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
IWM iShares Russell 2000 ETF	60	1.10	1.64	1.21	1.99	7.27
XLE State Street Energy Select Sector SPDR ETF	54	1.19	1.58	1.23	1.60	4.21
VWO Vanguard FTSE Emerging Markets ETF	62	1.22	1.74	1.25	1.78	6.68
GLD SPDR Gold Shares	80	1.77	2.19	1.32	2.57	9.28
IEF iShares 7-10 Year Treasury Bond ETF	32	0.72	1.06	1.12	1.16	2.87
BIL SPDR Barclays 1-3 Month T-Bill ETF	100	19.57	254.91	180.89	367.86	4,130.10

Sharpe Ratio

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.

new Diversified ETF Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.69
5-Year: 0.81
10-Year: 0.90
All Time: 0.62

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 0.97 to 1.66, 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 new Diversified ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

new Diversified ETF provided a 1.73% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.73%	1.83%	2.02%	2.06%	1.78%	1.17%	1.31%	1.98%	1.66%	1.34%	1.31%	1.54%
Portfolio components:
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
IWM iShares Russell 2000 ETF	1.01%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
XLE State Street Energy Select Sector SPDR ETF	2.52%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
VWO Vanguard FTSE Emerging Markets ETF	2.70%	2.79%	3.20%	3.52%	4.11%	2.63%	1.91%	3.23%	2.88%	2.30%	2.52%	3.26%
GLD SPDR Gold Shares	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	3.84%	3.77%	3.62%	2.91%	1.96%	0.83%	1.08%	2.08%	2.24%	1.82%	1.81%	1.90%
BIL SPDR Barclays 1-3 Month T-Bill ETF	3.96%	4.13%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the new Diversified 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 new Diversified ETF was 40.89%, occurring on Nov 20, 2008. Recovery took 349 trading sessions.

The current new Diversified ETF drawdown is 3.32%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.89%	Nov 1, 2007	267	Nov 20, 2008	349	Apr 14, 2010	616
-24.07%	Feb 20, 2020	23	Mar 23, 2020	53	Jun 8, 2020	76
-18.73%	Nov 9, 2021	235	Oct 14, 2022	188	Jul 18, 2023	423
-15.29%	Apr 29, 2015	184	Jan 20, 2016	133	Jul 29, 2016	317
-14.46%	Jul 25, 2011	50	Oct 3, 2011	83	Feb 1, 2012	133

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 7 assets, with an effective number of assets of 5.71, 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

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

	Benchmark	BIL	GLD	IEF	XLE	VWO	QQQ	IWM	Portfolio
Benchmark	1.00	-0.02	0.05	-0.28	0.61	0.74	0.90	0.86	0.92
BIL	-0.02	1.00	0.01	0.02	-0.01	-0.01	-0.02	-0.03	-0.01
GLD	0.05	0.01	1.00	0.23	0.14	0.20	0.04	0.06	0.24
IEF	-0.28	0.02	0.23	1.00	-0.30	-0.23	-0.23	-0.26	-0.20
XLE	0.61	-0.01	0.14	-0.30	1.00	0.57	0.45	0.61	0.69
VWO	0.74	-0.01	0.20	-0.23	0.57	1.00	0.68	0.67	0.84
QQQ	0.90	-0.02	0.04	-0.23	0.45	0.68	1.00	0.76	0.88
IWM	0.86	-0.03	0.06	-0.26	0.61	0.67	0.76	1.00	0.87
Portfolio	0.92	-0.01	0.24	-0.20	0.69	0.84	0.88	0.87	1.00

The correlation results are calculated based on daily price changes starting from May 31, 2007

new Diversified ETF

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table