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etf comparison
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPXL 8.33%IXN 8.33%FTXL 8.33%SOXX 8.33%XLK 8.33%PSI 8.33%FTEC 8.33%VGT 8.33%IETC 8.33%PTF 8.33%IGM 8.33%QQQ 8.33%EquityEquity
PositionCategory/SectorWeight
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

8.33%

FTXL
First Trust Nasdaq Semiconductor ETF
Technology Equities

8.33%

IETC
iShares Evolved U.S. Technology ETF
Technology Equities, Actively Managed

8.33%

IGM
iShares Expanded Tech Sector ETF
Technology Equities

8.33%

IXN
iShares Global Tech ETF
Technology Equities

8.33%

PSI
Invesco Dynamic Semiconductors ETF
Technology Equities

8.33%

PTF
Invesco DWA Technology Momentum ETF
Technology Equities

8.33%

QQQ
Invesco QQQ
Large Cap Blend Equities

8.33%

SOXX
iShares PHLX Semiconductor ETF
Technology Equities

8.33%

SPXL
Direxion Daily S&P 500 Bull 3X Shares
Leveraged Equities, Leveraged

8.33%

VGT
Vanguard Information Technology ETF
Technology Equities

8.33%

XLK
Technology Select Sector SPDR Fund
Technology Equities

8.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in etf comparison, 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


50.00%100.00%150.00%200.00%250.00%NovemberDecember2024FebruaryMarchApril
212.27%
91.91%
etf comparison
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of IETC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
etf comparison2.30%-9.96%24.68%35.27%20.51%N/A
SPXL
Direxion Daily S&P 500 Bull 3X Shares
8.57%-15.34%52.99%53.58%17.61%22.06%
IXN
iShares Global Tech ETF
0.79%-9.10%19.16%30.08%18.82%18.30%
FTXL
First Trust Nasdaq Semiconductor ETF
-1.93%-11.73%23.46%32.49%18.86%N/A
SOXX
iShares PHLX Semiconductor ETF
3.42%-12.00%31.06%45.92%26.72%26.63%
XLK
Technology Select Sector SPDR Fund
0.19%-8.28%17.89%31.36%20.80%19.77%
PSI
Invesco Dynamic Semiconductors ETF
1.21%-10.98%25.57%30.68%22.17%23.88%
FTEC
Fidelity MSCI Information Technology Index ETF
-0.64%-9.28%17.48%28.52%18.83%19.21%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.45%
IETC
iShares Evolved U.S. Technology ETF
5.53%-7.82%24.72%42.02%18.50%N/A
PTF
Invesco DWA Technology Momentum ETF
1.21%-10.99%21.92%21.62%17.13%16.75%
IGM
iShares Expanded Tech Sector ETF
7.17%-8.04%28.00%46.56%19.77%22.38%
QQQ
Invesco QQQ
1.39%-7.11%17.38%31.84%17.69%17.83%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.84%7.99%2.95%
2023-7.38%-3.97%14.88%7.81%

Expense Ratio

The etf comparison has a high expense ratio of 0.40%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.02%
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.56%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.46%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.18%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


etf comparison
Sharpe ratio
The chart of Sharpe ratio for etf comparison, currently valued at 1.61, compared to the broader market-1.000.001.002.003.004.001.61
Sortino ratio
The chart of Sortino ratio for etf comparison, currently valued at 2.28, compared to the broader market-2.000.002.004.006.002.28
Omega ratio
The chart of Omega ratio for etf comparison, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for etf comparison, currently valued at 1.31, compared to the broader market0.002.004.006.008.001.31
Martin ratio
The chart of Martin ratio for etf comparison, currently valued at 6.90, compared to the broader market0.0010.0020.0030.0040.006.90
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPXL
Direxion Daily S&P 500 Bull 3X Shares
1.462.061.240.975.46
IXN
iShares Global Tech ETF
1.622.311.281.436.48
FTXL
First Trust Nasdaq Semiconductor ETF
1.191.791.211.125.02
SOXX
iShares PHLX Semiconductor ETF
1.582.291.271.827.03
XLK
Technology Select Sector SPDR Fund
1.682.391.281.727.80
PSI
Invesco Dynamic Semiconductors ETF
1.061.641.191.074.04
FTEC
Fidelity MSCI Information Technology Index ETF
1.492.131.251.366.37
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99
IETC
iShares Evolved U.S. Technology ETF
2.343.221.401.5813.30
PTF
Invesco DWA Technology Momentum ETF
0.731.201.140.552.34
IGM
iShares Expanded Tech Sector ETF
2.353.151.391.8413.72
QQQ
Invesco QQQ
1.902.671.321.389.67

Sharpe Ratio

The current etf comparison Sharpe ratio is 1.61. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.61

The Sharpe ratio of etf comparison lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.61
1.66
etf comparison
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

etf comparison granted a 0.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
etf comparison0.82%0.91%1.18%0.59%0.79%1.24%1.45%1.32%1.34%1.27%1.58%1.16%
SPXL
Direxion Daily S&P 500 Bull 3X Shares
1.02%0.98%0.32%0.11%0.22%0.84%1.02%3.88%0.00%0.00%0.00%0.00%
IXN
iShares Global Tech ETF
0.55%0.55%0.81%0.58%0.63%1.06%0.94%0.93%1.03%1.12%1.14%1.02%
FTXL
First Trust Nasdaq Semiconductor ETF
0.60%0.60%0.89%0.25%0.48%0.92%0.71%0.47%0.11%0.00%0.00%0.00%
SOXX
iShares PHLX Semiconductor ETF
1.85%2.35%3.76%1.91%2.43%3.70%4.11%2.70%3.23%3.86%4.69%3.55%
XLK
Technology Select Sector SPDR Fund
0.77%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
PSI
Invesco Dynamic Semiconductors ETF
0.27%0.40%0.61%0.14%0.21%0.52%0.83%0.21%0.68%0.16%1.77%0.57%
FTEC
Fidelity MSCI Information Technology Index ETF
0.78%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
IETC
iShares Evolved U.S. Technology ETF
0.67%0.79%0.92%0.73%0.48%0.79%1.27%0.00%0.00%0.00%0.00%0.00%
PTF
Invesco DWA Technology Momentum ETF
0.07%0.07%0.00%0.00%0.00%0.00%0.08%0.04%0.26%0.00%0.68%0.17%
IGM
iShares Expanded Tech Sector ETF
1.83%2.37%3.16%0.97%1.93%2.99%3.45%3.42%5.40%4.72%5.25%4.66%
QQQ
Invesco QQQ
0.64%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.61%
-5.46%
etf comparison
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the etf comparison. 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 comparison was 40.99%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.

The current etf comparison drawdown is 10.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-40.99%Dec 28, 2021202Oct 14, 2022295Dec 18, 2023497
-35.5%Feb 20, 202022Mar 20, 202056Jun 10, 202078
-26.3%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-13.36%Sep 3, 202014Sep 23, 202032Nov 6, 202046
-12.85%May 6, 201920Jun 3, 201922Jul 3, 201942

Volatility

Volatility Chart

The current etf comparison volatility is 6.06%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%NovemberDecember2024FebruaryMarchApril
6.06%
3.15%
etf comparison
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

PTFFTXLPSISPXLSOXXIETCQQQXLKIGMIXNFTECVGT
PTF1.000.770.800.740.780.840.830.820.860.820.850.85
FTXL0.771.000.960.770.960.780.810.820.820.840.830.83
PSI0.800.961.000.770.980.800.820.830.840.850.850.85
SPXL0.740.770.771.000.790.880.910.910.900.900.910.91
SOXX0.780.960.980.791.000.820.850.870.870.880.870.88
IETC0.840.780.800.880.821.000.960.960.970.950.960.96
QQQ0.830.810.820.910.850.961.000.970.980.960.970.97
XLK0.820.820.830.910.870.960.971.000.970.990.990.99
IGM0.860.820.840.900.870.970.980.971.000.970.980.98
IXN0.820.840.850.900.880.950.960.990.971.000.990.99
FTEC0.850.830.850.910.870.960.970.990.980.991.001.00
VGT0.850.830.850.910.880.960.970.990.980.991.001.00