Asset Allocation
Find the right asset allocation for etf comparison
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio etf comparison | 1.24% | 6.74% | 45.26% | 45.44% | 84.40% | 39.25% | 24.07% | — |
| Portfolio components: | ||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.61% | 3.09% | 24.27% | 24.36% | 51.03% | 30.29% | 20.63% | 24.98% |
FTXL First Trust Nasdaq Semiconductor ETF | 2.27% | 15.13% | 108.47% | 110.95% | 204.23% | 57.13% | 33.62% | — |
IETC iShares U.S. Tech Independence Focused ETF | -0.07% | -0.59% | 4.48% | 4.29% | 18.95% | 25.69% | 15.73% | — |
IGM iShares Expanded Tech Sector ETF | 0.69% | 3.34% | 23.42% | 23.24% | 50.68% | 35.37% | 20.09% | 24.57% |
IXN iShares Global Tech ETF | 0.42% | 5.79% | 33.08% | 35.17% | 62.93% | 32.38% | 21.51% | 25.03% |
PSI Invesco Semiconductors ETF | 3.00% | 13.19% | 112.90% | 110.54% | 207.41% | 55.80% | 32.57% | 34.59% |
PTF Invesco DWA Technology Momentum ETF | 1.49% | 8.50% | 69.64% | 66.68% | 99.51% | 39.34% | 21.88% | 26.39% |
QQQ Invesco QQQ ETF | 0.59% | 1.75% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
SOXX iShares Semiconductor ETF | 1.59% | 17.25% | 98.11% | 99.51% | 171.57% | 53.00% | 33.69% | 35.55% |
SPXL Direxion Daily S&P 500 Bull 3X ETF | 1.54% | -0.12% | 20.98% | 21.36% | 71.45% | 47.11% | 21.80% | 29.90% |
Monthly Returns
Based on dividend-adjusted daily data since Mar 23, 2018, etf comparison's average daily return is +0.11%, while the average monthly return is +2.22%. At this rate, an investment would double in approximately 2.6 years.
Historically, 63% of months were positive and 37% were negative. The best month was Apr 2026 with a return of +26.6%, while the worst month was Apr 2022 at -14.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.
On a daily basis, etf comparison closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +15.3%, while the worst single day was Mar 16, 2020 at -14.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.16% | -0.29% | -5.80% | 26.58% | 17.33% | -0.97% | 45.26% | ||||||
| 2025 | 1.25% | -4.60% | -10.06% | -0.15% | 10.87% | 11.26% | 2.94% | 1.14% | 8.69% | 7.94% | -3.26% | 0.41% | 26.95% |
| 2024 | 1.84% | 7.99% | 2.95% | -5.98% | 8.03% | 7.67% | -2.67% | 1.02% | 2.10% | -2.18% | 6.72% | -0.66% | 28.90% |
| 2023 | 11.65% | -0.38% | 8.67% | -2.47% | 9.52% | 7.59% | 4.47% | -2.84% | -7.48% | -3.97% | 14.88% | 7.68% | 54.97% |
| 2022 | -10.70% | -3.76% | 2.69% | -14.36% | 0.73% | -12.57% | 15.49% | -7.41% | -13.22% | 6.85% | 9.90% | -9.30% | -34.20% |
| 2021 | 0.51% | 4.06% | 1.22% | 4.39% | -0.25% | 6.42% | 2.46% | 3.96% | -5.79% | 8.61% | 4.06% | 2.92% | 36.94% |
Benchmark Metrics
etf comparison has an annualized alpha of 7.28%, beta of 1.45, and R2 of 0.86 versus S&P 500 Index. Calculated based on daily prices since March 23, 2018.
- This portfolio captured 176.36% of S&P 500 Index gains and 122.22% of its losses - amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 7.28% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 7.28%
- Beta
- 1.45
- R²
- 0.86
- Upside Capture
- 176.36%
- Downside Capture
- 122.22%
Expense Ratio
etf comparison has an expense ratio of 0.37%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
etf comparison ranks 89 for risk / return — in the top 89% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for etf comparison and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.98 | 1.86 | +1.11 |
| Sortino ratioReturn per unit of downside risk | 3.41 | 2.53 | +0.88 |
| Omega ratioGain probability vs. loss probability | 1.47 | 1.34 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 5.96 | 2.53 | +3.43 |
| Martin ratioReturn relative to average drawdown | 22.54 | 11.37 | +11.17 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | 68 | 2.21 | 2.76 | 1.37 | 3.00 | 9.36 |
FTXL First Trust Nasdaq Semiconductor ETF | 97 | 5.10 | 4.76 | 1.66 | 13.68 | 47.98 |
IETC iShares U.S. Tech Independence Focused ETF | 23 | 0.80 | 1.18 | 1.15 | 0.84 | 2.30 |
IGM iShares Expanded Tech Sector ETF | 69 | 2.22 | 2.78 | 1.37 | 2.97 | 10.06 |
IXN iShares Global Tech ETF | 82 | 2.52 | 3.09 | 1.42 | 4.39 | 14.35 |
PSI Invesco Semiconductors ETF | 96 | 4.92 | 4.57 | 1.63 | 12.90 | 45.29 |
PTF Invesco DWA Technology Momentum ETF | 81 | 2.39 | 2.74 | 1.38 | 5.36 | 20.45 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
SOXX iShares Semiconductor ETF | 96 | 4.43 | 4.37 | 1.62 | 10.50 | 38.20 |
SPXL Direxion Daily S&P 500 Bull 3X ETF | 56 | 1.79 | 2.25 | 1.30 | 2.47 | 10.16 |
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Dividends
Dividend yield
etf comparison provided a 0.31% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.31% | 0.44% | 0.46% | 0.61% | 0.76% | 0.41% | 0.52% | 0.84% | 0.98% | 0.93% | 0.79% | 0.72% |
| Portfolio components: | ||||||||||||
FTEC Fidelity MSCI Information Technology Index ETF | 0.34% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
FTXL First Trust Nasdaq Semiconductor ETF | 0.13% | 0.28% | 0.54% | 0.60% | 0.89% | 0.25% | 0.48% | 0.92% | 0.71% | 0.47% | 0.12% | 0.00% |
IETC iShares U.S. Tech Independence Focused ETF | 0.37% | 0.38% | 0.52% | 0.79% | 0.92% | 0.73% | 0.48% | 0.95% | 1.27% | 0.00% | 0.00% | 0.00% |
IGM iShares Expanded Tech Sector ETF | 0.13% | 0.17% | 0.22% | 0.33% | 0.66% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% |
IXN iShares Global Tech ETF | 0.78% | 1.04% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% |
PSI Invesco Semiconductors ETF | 0.04% | 0.10% | 0.15% | 0.40% | 0.61% | 0.14% | 0.21% | 0.52% | 0.83% | 0.21% | 0.68% | 0.16% |
PTF Invesco DWA Technology Momentum ETF | 0.01% | 0.21% | 0.00% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.08% | 0.04% | 0.26% | 0.00% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SOXX iShares Semiconductor ETF | 0.28% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
SPXL Direxion Daily S&P 500 Bull 3X ETF | 0.56% | 0.69% | 0.74% | 0.98% | 0.32% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 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.
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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 41.18%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current etf comparison drawdown is 4.60%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -41.18%Oct 2022 | 9mo 20d | 1y 2mo | 1y 11moDec 2021 - Dec 2023 |
COVID crash2020 | -35.50%Mar 2020 | 29d | 2mo 22d | 3mo 21dFeb 2020 - Jun 2020 |
2025 selloff2025 | -30.65%Apr 2025 | 2mo 14d | 2mo 19d | 5mo 3dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -26.52%Dec 2018 | 3mo 26d | 3mo 10d | 7mo 6dAug 2018 - Apr 2019 |
2024 correction2024 | -18.35%Aug 2024 | 27d | 3mo 2d | 3mo 29dJul 2024 - Nov 2024 |
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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.07 | 1.05 | 1.05 | 1.05 |
The portfolio has a diversification ratio of 1.05, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
etf comparison correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.88 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.92 |
Correlation (All Time) Calculated using the full available price history since Mar 23, 2018 | 0.91 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPXL has the highest benchmark correlation at 1.00, while PTF has the lowest at 0.75.
Asset Correlations Table
Find what etf comparison is missing
See which holdings overlap, where etf comparison is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification