SPLG, QQQ, SCHD, SPGP, XLK
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 20% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 10% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 30% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 15% |
Performance
Performance Chart
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The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of May 14, 2025, the SPLG, QQQ, SCHD, SPGP, XLK returned 0.13% Year-To-Date and 14.84% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.19% | 9.00% | -1.55% | 12.31% | 15.59% | 10.78% |
| SPLG, QQQ, SCHD, SPGP, XLK | 0.15% | 10.19% | -1.89% | 11.26% | 18.00% | 14.84% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.57% | 9.04% | -0.97% | 13.79% | 17.35% | 12.70% |
QQQ Invesco QQQ | 1.61% | 13.38% | 1.57% | 17.02% | 19.19% | 17.78% |
SCHD Schwab US Dividend Equity ETF | -3.97% | 1.56% | -8.72% | 1.64% | 13.44% | 10.36% |
SPGP Invesco S&P 500 GARP ETF | -0.45% | 12.04% | -4.83% | 1.83% | 17.35% | 13.00% |
XLK Technology Select Sector SPDR Fund | 0.87% | 16.97% | -0.17% | 13.16% | 21.26% | 19.89% |
Monthly Returns
The table below presents the monthly returns of SPLG, QQQ, SCHD, SPGP, XLK, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.95% | -1.14% | -5.50% | -1.54% | 6.81% | 0.15% | |||||||
| 2024 | 1.15% | 4.54% | 2.88% | -4.64% | 4.85% | 3.85% | 0.87% | 1.56% | 1.92% | -0.68% | 5.56% | -2.63% | 20.39% |
| 2023 | 7.22% | -1.72% | 4.92% | 0.50% | 2.50% | 6.21% | 3.76% | -1.55% | -4.80% | -2.30% | 9.33% | 5.17% | 32.15% |
| 2022 | -5.99% | -3.24% | 3.62% | -9.15% | 0.52% | -8.45% | 9.48% | -4.39% | -9.61% | 7.80% | 6.09% | -6.39% | -20.17% |
| 2021 | -0.53% | 3.01% | 4.45% | 4.75% | 0.56% | 3.20% | 2.46% | 3.16% | -5.04% | 6.85% | 0.47% | 4.12% | 30.52% |
| 2020 | 0.74% | -7.75% | -11.11% | 13.68% | 5.64% | 3.11% | 6.05% | 8.27% | -4.17% | -2.12% | 11.76% | 4.42% | 28.54% |
| 2019 | 7.97% | 4.15% | 2.72% | 4.52% | -7.38% | 7.71% | 2.11% | -2.07% | 2.19% | 3.01% | 4.00% | 3.24% | 36.10% |
| 2018 | 6.63% | -2.72% | -2.98% | 0.14% | 3.98% | 0.74% | 3.02% | 4.50% | 0.38% | -7.66% | 1.07% | -8.50% | -2.60% |
| 2017 | 2.68% | 3.99% | 1.22% | 1.59% | 2.65% | -0.70% | 2.93% | 1.20% | 1.36% | 3.93% | 2.67% | 1.06% | 27.41% |
| 2016 | -5.62% | 0.09% | 6.79% | -1.66% | 2.93% | -0.30% | 5.07% | 0.31% | 1.05% | -1.65% | 2.22% | 1.60% | 10.75% |
| 2015 | -2.83% | 6.47% | -2.08% | 1.38% | 1.43% | -2.48% | 2.66% | -6.01% | -2.27% | 9.77% | 0.36% | -1.40% | 4.06% |
| 2014 | -2.77% | 4.54% | -0.09% | 0.40% | 3.17% | 2.27% | -0.31% | 3.99% | -0.73% | 1.93% | 3.60% | -1.18% | 15.53% |
Expense Ratio
SPLG, QQQ, SCHD, SPGP, XLK has an expense ratio of 0.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of SPLG, QQQ, SCHD, SPGP, XLK is 29, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.71 | 1.15 | 1.17 | 0.76 | 2.94 |
QQQ Invesco QQQ | 0.67 | 1.14 | 1.16 | 0.79 | 2.59 |
SCHD Schwab US Dividend Equity ETF | 0.10 | 0.30 | 1.04 | 0.13 | 0.42 |
SPGP Invesco S&P 500 GARP ETF | 0.08 | 0.32 | 1.04 | 0.11 | 0.36 |
XLK Technology Select Sector SPDR Fund | 0.43 | 0.87 | 1.12 | 0.57 | 1.80 |
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Dividends
Dividend yield
SPLG, QQQ, SCHD, SPGP, XLK provided a 1.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.58% | 1.49% | 1.52% | 1.66% | 1.20% | 1.48% | 1.58% | 1.85% | 1.53% | 1.78% | 1.82% | 1.83% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.30% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
QQQ Invesco QQQ | 0.58% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHD Schwab US Dividend Equity ETF | 4.00% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
SPGP Invesco S&P 500 GARP ETF | 1.47% | 1.38% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% |
XLK Technology Select Sector SPDR Fund | 0.67% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
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 SPLG, QQQ, SCHD, SPGP, XLK. 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 SPLG, QQQ, SCHD, SPGP, XLK was 32.44%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.
The current SPLG, QQQ, SCHD, SPGP, XLK drawdown is 4.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.44% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -26.22% | Dec 28, 2021 | 200 | Oct 12, 2022 | 286 | Dec 1, 2023 | 486 |
| -20.61% | Oct 4, 2018 | 56 | Dec 24, 2018 | 68 | Apr 3, 2019 | 124 |
| -19.81% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -13.07% | Nov 4, 2015 | 68 | Feb 11, 2016 | 45 | Apr 18, 2016 | 113 |
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 5 assets, with an effective number of assets of 4.44, 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
| ^GSPC | SCHD | SPGP | XLK | QQQ | SPLG | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.85 | 0.89 | 0.90 | 0.92 | 0.97 |
| SCHD | 0.85 | 1.00 | 0.79 | 0.67 | 0.66 | 0.77 | 0.81 |
| SPGP | 0.85 | 0.79 | 1.00 | 0.77 | 0.78 | 0.82 | 0.88 |
| XLK | 0.89 | 0.67 | 0.77 | 1.00 | 0.96 | 0.83 | 0.94 |
| QQQ | 0.90 | 0.66 | 0.78 | 0.96 | 1.00 | 0.84 | 0.94 |
| SPLG | 0.92 | 0.77 | 0.82 | 0.83 | 0.84 | 1.00 | 0.94 |
| Portfolio | 0.97 | 0.81 | 0.88 | 0.94 | 0.94 | 0.94 | 1.00 |