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May 2025 ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

May 2025 ETFs

Currency in USD · Last updated May 16, 2025

Asset Allocation

IAU 5%SPMO 45%SHLD 25%ESPO 5%QTUM 5%UTES 5%CIBR 5%NERD 5%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
CIBR
First Trust NASDAQ Cybersecurity ETF		Technology Equities, Cybersecurity
5%
ESPO
VanEck Vectors Video Gaming and eSports ETF		Large Cap Growth Equities, Technology Equities, Gaming
5%
IAU
iShares Gold Trust		Precious Metals, Gold
5%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		Global Equities, Technology Equities, Gaming
5%
QTUM
Defiance Quantum ETF		Technology Equities
5%
SHLD
Global X Defense Tech ETF		Technology Equities
25%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
45%
UTES
Virtus Reaves Utilities ETF		Utilities Equities, Actively Managed
5%

Performance

Performance Chart

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The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.60%9.64%-0.54%11.47%15.67%10.79%
May 2025 ETFs19.82%11.73%20.51%40.65%N/AN/A
Portfolio components:
SPMO
Invesco S&P 500® Momentum ETF		10.31%15.55%10.03%29.33%22.45%N/A
SHLD
Global X Defense Tech ETF		43.97%6.21%37.58%61.20%N/AN/A
ESPO
VanEck Vectors Video Gaming and eSports ETF		19.08%12.95%25.18%46.95%18.42%N/A
IAU
iShares Gold Trust		23.07%-0.02%25.73%35.01%12.86%9.94%
QTUM
Defiance Quantum ETF		3.63%17.25%28.00%36.78%27.28%N/A
UTES
Virtus Reaves Utilities ETF		12.08%10.41%10.52%31.87%18.26%N/A
CIBR
First Trust NASDAQ Cybersecurity ETF		11.94%12.11%13.47%27.10%19.38%N/A
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		19.34%12.83%25.71%52.21%8.07%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of May 2025 ETFs, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20255.42%1.68%-1.37%5.54%7.39%19.82%
20242.80%9.11%4.44%-3.51%6.03%3.01%1.75%4.14%2.11%0.47%6.85%-1.74%40.93%
2023-2.98%0.13%8.46%5.18%10.82%

Expense Ratio

May 2025 ETFs has an expense ratio of 0.31%, 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.

CIBR
First Trust NASDAQ Cybersecurity ETF
ESPO
VanEck Vectors Video Gaming and eSports ETF
SHLD
Global X Defense Tech ETF
UTES
Virtus Reaves Utilities ETF
QTUM
Defiance Quantum ETF
IAU
iShares Gold Trust
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF
SPMO
Invesco S&P 500® Momentum ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, May 2025 ETFs is among the top 4% 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.

The Risk-Adjusted Performance Rank of May 2025 ETFs is 9696
Overall Rank
The Sharpe Ratio Rank of May 2025 ETFs is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of May 2025 ETFs is 9595
Sortino Ratio Rank
The Omega Ratio Rank of May 2025 ETFs is 9797
Omega Ratio Rank
The Calmar Ratio Rank of May 2025 ETFs is 9696
Calmar Ratio Rank
The Martin Ratio Rank of May 2025 ETFs is 9797
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 ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPMO
Invesco S&P 500® Momentum ETF		1.181.861.271.625.84
SHLD
Global X Defense Tech ETF		2.823.761.565.7216.73
ESPO
VanEck Vectors Video Gaming and eSports ETF		1.972.921.373.1210.84
IAU
iShares Gold Trust		1.982.861.374.6612.09
QTUM
Defiance Quantum ETF		1.121.821.241.645.06
UTES
Virtus Reaves Utilities ETF		1.241.791.262.025.86
CIBR
First Trust NASDAQ Cybersecurity ETF		1.121.771.241.505.23
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		2.243.081.433.0610.56

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.

May 2025 ETFs Sharpe ratios as of May 16, 2025 (values are recalculated daily):

  • 1-Year: 2.04
  • All Time: 2.63

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 0.54 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 May 2025 ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

May 2025 ETFs provided a 0.51% dividend yield over the last twelve months.

TTM2024202320222021202020192018201720162015
Portfolio0.51%0.58%1.08%1.02%0.56%0.81%0.79%0.60%0.49%1.08%0.22%
Portfolio components:
SPMO
Invesco S&P 500® Momentum ETF		0.49%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%
SHLD
Global X Defense Tech ETF		0.37%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESPO
VanEck Vectors Video Gaming and eSports ETF		0.37%0.44%0.96%0.91%3.36%0.12%0.22%0.04%0.00%0.00%0.00%
IAU
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%
QTUM
Defiance Quantum ETF		0.66%0.61%0.81%1.46%0.48%0.45%0.61%0.21%0.00%0.00%0.00%
UTES
Virtus Reaves Utilities ETF		1.35%1.51%2.44%2.13%1.94%2.09%1.84%2.16%2.81%3.28%0.61%
CIBR
First Trust NASDAQ Cybersecurity ETF		0.23%0.29%0.42%0.30%0.59%1.10%0.23%0.22%0.10%0.77%0.58%
NERD
Roundhill BITKRAFT Esports & Digital Entertainment ETF		1.46%1.74%1.07%0.69%0.02%1.05%0.31%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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the May 2025 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 May 2025 ETFs was 13.31%, occurring on Apr 4, 2025. Recovery took 16 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.31%Feb 19, 202533Apr 4, 202516Apr 29, 202549
-8.29%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-5.34%Sep 15, 202313Oct 3, 202323Nov 3, 202336
-5.3%Apr 9, 20249Apr 19, 202415May 10, 202424
-4.97%Sep 3, 20244Sep 6, 20249Sep 19, 202413

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 8 assets, with an effective number of assets of 3.57, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.
^GSPCIAUUTESSHLDNERDESPOCIBRQTUMSPMOPortfolio
^GSPC1.000.110.470.510.660.700.760.790.910.91
IAU0.111.000.220.230.210.210.180.180.060.21
UTES0.470.221.000.410.370.360.370.350.420.52
SHLD0.510.230.411.000.360.410.510.440.480.70
NERD0.660.210.370.361.000.860.590.640.600.69
ESPO0.700.210.360.410.861.000.620.710.650.75
CIBR0.760.180.370.510.590.621.000.730.750.81
QTUM0.790.180.350.440.640.710.731.000.770.82
SPMO0.910.060.420.480.600.650.750.771.000.92
Portfolio0.910.210.520.700.690.750.810.820.921.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2023