ETF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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.
The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| ETF | -0.94% | 12.63% | -4.16% | 8.91% | 15.54% | N/A |
| Portfolio components: | ||||||
XLC Communication Services Select Sector SPDR Fund | 1.20% | 13.41% | 1.63% | 21.56% | 14.59% | N/A |
VCR Vanguard Consumer Discretionary ETF | -10.62% | 15.26% | -6.46% | 9.71% | 14.63% | 11.93% |
VDC Vanguard Consumer Staples ETF | 4.37% | 7.09% | 4.02% | 10.26% | 11.00% | 8.40% |
VDE Vanguard Energy ETF | -5.19% | 7.85% | -11.24% | -9.39% | 22.10% | 3.70% |
KCE SPDR S&P Capital Markets ETF | -4.22% | 20.99% | -5.88% | 21.40% | 22.69% | 12.55% |
VHT Vanguard Health Care ETF | -2.92% | 2.02% | -10.24% | -4.10% | 6.83% | 7.62% |
VIS Vanguard Industrials ETF | 1.53% | 17.03% | -4.56% | 8.88% | 18.40% | 10.94% |
VAW Vanguard Materials ETF | -0.21% | 13.92% | -11.46% | -5.07% | 12.72% | 7.20% |
XLRE Real Estate Select Sector SPDR Fund | 2.35% | 11.54% | -2.54% | 15.45% | 7.98% | N/A |
XLK Technology Select Sector SPDR Fund | -6.14% | 21.22% | -7.92% | 7.10% | 19.17% | 19.17% |
VPU Vanguard Utilities ETF | 6.87% | 9.49% | 4.96% | 17.35% | 10.49% | 9.67% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 3.65% | -0.52% | -3.74% | -1.80% | 1.63% | -0.94% | |||||||
| 2024 | -0.88% | 4.52% | 4.13% | -3.95% | 4.10% | 0.31% | 3.92% | 2.10% | 2.59% | -0.99% | 6.63% | -5.83% | 17.09% |
| 2023 | 7.13% | -3.07% | 2.04% | 0.95% | -2.49% | 6.85% | 3.82% | -2.20% | -4.21% | -2.97% | 7.99% | 5.70% | 20.05% |
| 2022 | -4.28% | -1.61% | 4.73% | -6.85% | 1.08% | -8.88% | 8.81% | -2.81% | -9.78% | 8.27% | 6.06% | -5.12% | -12.04% |
| 2021 | -0.23% | 4.03% | 5.41% | 4.67% | 1.46% | 1.52% | 1.31% | 2.30% | -4.11% | 6.76% | -2.05% | 5.44% | 29.25% |
| 2020 | -0.60% | -8.39% | -14.39% | 14.09% | 5.04% | 1.23% | 5.09% | 5.04% | -3.41% | -1.02% | 11.98% | 4.07% | 16.32% |
| 2019 | 8.53% | 3.09% | 1.81% | 3.10% | -6.04% | 6.62% | 0.98% | -1.50% | 1.98% | 1.02% | 2.78% | 2.76% | 27.34% |
| 2018 | -0.56% | 2.40% | 1.69% | -0.13% | -6.51% | 2.06% | -8.69% | -9.90% |
Expense Ratio
ETF 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 ETF is 37, 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 | |
|---|---|---|---|---|---|
XLC Communication Services Select Sector SPDR Fund | 1.12 | 1.58 | 1.23 | 1.20 | 4.49 |
VCR Vanguard Consumer Discretionary ETF | 0.38 | 0.67 | 1.09 | 0.32 | 0.96 |
VDC Vanguard Consumer Staples ETF | 0.79 | 1.30 | 1.16 | 1.25 | 4.00 |
VDE Vanguard Energy ETF | -0.37 | -0.34 | 0.95 | -0.45 | -1.23 |
KCE SPDR S&P Capital Markets ETF | 0.82 | 1.26 | 1.18 | 0.82 | 2.77 |
VHT Vanguard Health Care ETF | -0.27 | -0.25 | 0.97 | -0.25 | -0.61 |
VIS Vanguard Industrials ETF | 0.43 | 0.78 | 1.10 | 0.44 | 1.48 |
VAW Vanguard Materials ETF | -0.25 | -0.18 | 0.98 | -0.19 | -0.57 |
XLRE Real Estate Select Sector SPDR Fund | 0.86 | 1.27 | 1.17 | 0.67 | 2.92 |
XLK Technology Select Sector SPDR Fund | 0.24 | 0.54 | 1.07 | 0.28 | 0.87 |
VPU Vanguard Utilities ETF | 1.05 | 1.64 | 1.22 | 1.91 | 4.83 |
Dividends
Dividend yield
ETF provided a 1.92% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.92% | 1.86% | 1.95% | 2.10% | 1.73% | 2.12% | 2.08% | 2.25% | 1.90% | 2.06% | 1.95% | 1.44% |
| Portfolio components: | ||||||||||||
XLC Communication Services Select Sector SPDR Fund | 1.06% | 0.99% | 0.82% | 1.11% | 0.74% | 0.68% | 0.81% | 0.64% | 0.00% | 0.00% | 0.00% | 0.00% |
VCR Vanguard Consumer Discretionary ETF | 0.87% | 0.74% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% |
VDC Vanguard Consumer Staples ETF | 2.39% | 2.33% | 2.65% | 2.37% | 2.14% | 2.50% | 2.44% | 2.78% | 2.52% | 2.39% | 2.55% | 1.93% |
VDE Vanguard Energy ETF | 3.43% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.59% | 3.35% | 2.90% | 2.31% | 3.17% | 1.98% |
KCE SPDR S&P Capital Markets ETF | 1.66% | 1.56% | 1.82% | 2.42% | 1.53% | 2.20% | 2.32% | 2.67% | 1.95% | 2.30% | 2.43% | 1.59% |
VHT Vanguard Health Care ETF | 1.63% | 1.53% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% |
VIS Vanguard Industrials ETF | 1.27% | 1.23% | 1.36% | 1.52% | 1.11% | 1.38% | 1.69% | 1.91% | 1.60% | 1.81% | 1.94% | 1.57% |
VAW Vanguard Materials ETF | 1.79% | 1.70% | 1.72% | 1.98% | 1.44% | 1.67% | 1.94% | 2.03% | 1.63% | 1.67% | 2.30% | 1.76% |
XLRE Real Estate Select Sector SPDR Fund | 3.37% | 3.43% | 3.31% | 3.70% | 2.61% | 3.15% | 3.06% | 3.78% | 3.25% | 4.22% | 1.09% | 0.00% |
XLK Technology Select Sector SPDR Fund | 0.72% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VPU Vanguard Utilities ETF | 2.92% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% | 3.02% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 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 ETF was 36.20%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current ETF drawdown is 6.72%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 111 | Aug 28, 2020 | 134 |
| -19.78% | Jan 5, 2022 | 186 | Sep 30, 2022 | 199 | Jul 19, 2023 | 385 |
| -18.41% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -17.18% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -10.66% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
Volatility
Volatility Chart
The current ETF volatility is 9.57%, 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.
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 11 assets, with an effective number of assets of 11.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | VDE | VPU | VDC | XLRE | VHT | XLC | XLK | VCR | VAW | KCE | VIS | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.49 | 0.44 | 0.60 | 0.60 | 0.74 | 0.83 | 0.91 | 0.87 | 0.77 | 0.82 | 0.84 | 0.94 |
| VDE | 0.49 | 1.00 | 0.25 | 0.30 | 0.28 | 0.36 | 0.35 | 0.32 | 0.39 | 0.61 | 0.54 | 0.60 | 0.62 |
| VPU | 0.44 | 0.25 | 1.00 | 0.63 | 0.67 | 0.47 | 0.31 | 0.27 | 0.30 | 0.42 | 0.38 | 0.44 | 0.55 |
| VDC | 0.60 | 0.30 | 0.63 | 1.00 | 0.64 | 0.61 | 0.46 | 0.43 | 0.48 | 0.57 | 0.50 | 0.57 | 0.67 |
| XLRE | 0.60 | 0.28 | 0.67 | 0.64 | 1.00 | 0.59 | 0.47 | 0.46 | 0.51 | 0.55 | 0.55 | 0.58 | 0.70 |
| VHT | 0.74 | 0.36 | 0.47 | 0.61 | 0.59 | 1.00 | 0.59 | 0.61 | 0.59 | 0.61 | 0.61 | 0.64 | 0.75 |
| XLC | 0.83 | 0.35 | 0.31 | 0.46 | 0.47 | 0.59 | 1.00 | 0.78 | 0.77 | 0.59 | 0.66 | 0.63 | 0.78 |
| XLK | 0.91 | 0.32 | 0.27 | 0.43 | 0.46 | 0.61 | 0.78 | 1.00 | 0.79 | 0.60 | 0.67 | 0.66 | 0.77 |
| VCR | 0.87 | 0.39 | 0.30 | 0.48 | 0.51 | 0.59 | 0.77 | 0.79 | 1.00 | 0.69 | 0.76 | 0.75 | 0.84 |
| VAW | 0.77 | 0.61 | 0.42 | 0.57 | 0.55 | 0.61 | 0.59 | 0.60 | 0.69 | 1.00 | 0.78 | 0.87 | 0.87 |
| KCE | 0.82 | 0.54 | 0.38 | 0.50 | 0.55 | 0.61 | 0.66 | 0.67 | 0.76 | 0.78 | 1.00 | 0.84 | 0.87 |
| VIS | 0.84 | 0.60 | 0.44 | 0.57 | 0.58 | 0.64 | 0.63 | 0.66 | 0.75 | 0.87 | 0.84 | 1.00 | 0.90 |
| Portfolio | 0.94 | 0.62 | 0.55 | 0.67 | 0.70 | 0.75 | 0.78 | 0.77 | 0.84 | 0.87 | 0.87 | 0.90 | 1.00 |