Stable Growth ETF

Asset Allocation

Position	Category/Sector	Target Weight
VDC Vanguard Consumer Staples ETF	Consumer Staples Equities	14.29%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	14.29%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	14.29%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	14.29%
IGF iShares Global Infrastructure ETF	Industrials Equities	14.28%
PAVE Global X US Infrastructure Development ETF	Industrials Equities	14.28%
KBWB Invesco KBW Bank ETF	Financials Equities	14.28%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Stable Growth 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Stable Growth ETF	0.83%	2.23%	13.36%	12.89%	25.85%	18.22%	12.49%	—
Portfolio components:
IGF iShares Global Infrastructure ETF	0.67%	0.31%	9.68%	10.24%	16.24%	16.28%	10.22%	8.67%
KBWB Invesco KBW Bank ETF	1.70%	10.82%	10.56%	10.32%	41.56%	33.36%	9.84%	13.42%
PAVE Global X US Infrastructure Development ETF	1.01%	2.28%	20.86%	18.50%	36.91%	25.14%	17.84%	—
VDC Vanguard Consumer Staples ETF	0.65%	0.44%	10.55%	8.59%	7.31%	9.05%	7.16%	8.03%
XLE State Street Energy Select Sector SPDR ETF	0.75%	-0.14%	29.56%	28.37%	37.19%	16.18%	20.12%	9.91%
XLU State Street Utilities Select Sector SPDR ETF	1.09%	-0.31%	5.04%	5.48%	11.85%	13.79%	9.41%	9.20%
XLV State Street Health Care Select Sector SPDR ETF	-0.18%	4.84%	-0.23%	0.67%	14.43%	7.12%	6.00%	9.81%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 8, 2017, Stable Growth ETF's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, an investment would double in approximately 5.7 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +12.9%, while the worst month was Mar 2020 at -17.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Stable Growth ETF closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.1%, while the worst single day was Mar 16, 2020 at -11.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.19%	6.13%	-2.80%	3.90%	-2.20%	2.81%							13.36%
2025	4.15%	0.67%	-1.87%	-2.20%	3.27%	3.21%	1.49%	2.60%	1.26%	0.22%	3.53%	-0.56%	16.67%
2024	-0.53%	3.18%	5.90%	-2.24%	3.96%	-1.98%	5.18%	2.43%	1.54%	-0.35%	6.68%	-7.54%	16.45%
2023	3.66%	-3.55%	-2.49%	1.54%	-5.47%	5.73%	4.28%	-3.19%	-3.43%	-3.24%	6.83%	5.44%	5.15%
2022	-0.08%	1.12%	4.53%	-4.40%	3.77%	-8.57%	6.89%	-1.60%	-8.99%	10.36%	5.67%	-3.43%	3.27%
2021	-0.63%	5.90%	6.54%	3.32%	2.20%	-1.06%	0.58%	2.16%	-2.07%	6.15%	-3.36%	6.45%	28.70%

Benchmark Metrics

Stable Growth ETF has an annualized alpha of 0.85%, beta of 0.82, and R2 of 0.76 versus S&P 500 Index. Calculated based on daily prices since March 08, 2017.

This portfolio participated in 83.89% of S&P 500 Index downside but only 80.58% of its upside - more exposed to losses than it benefited from rallies.

Alpha: 0.85%

Beta: 0.82

R²: 0.76

Upside Capture: 80.58%

Downside Capture: 83.89%

See how alpha, beta & R² have trended over time →

Expense Ratio

Stable Growth ETF has an expense ratio of 0.22%, 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.

PAVE

Global X US Infrastructure Development ETF

IGF

iShares Global Infrastructure ETF

KBWB

Invesco KBW Bank ETF

VDC

Vanguard Consumer Staples ETF

XLU

State Street Utilities Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

XLE

State Street Energy Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

Stable Growth ETF ranks 86 for risk / return — in the top 86% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Stable Growth ETF 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	2.58	1.86	+0.72
Sortino ratioReturn per unit of downside risk	3.78	2.53	+1.25
Omega ratioGain probability vs. loss probability	1.46	1.34	+0.13
Calmar ratioReturn relative to maximum drawdown	4.36	2.53	+1.83
Martin ratioReturn relative to average drawdown	17.47	11.37	+6.10

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
IGF iShares Global Infrastructure ETF	54	1.55	2.22	1.27	2.78	8.03
KBWB Invesco KBW Bank ETF	64	2.05	2.65	1.35	2.55	8.02
PAVE Global X US Infrastructure Development ETF	67	1.90	2.69	1.32	3.11	11.32
VDC Vanguard Consumer Staples ETF	19	0.58	0.93	1.11	0.79	1.60
XLE State Street Energy Select Sector SPDR ETF	61	1.82	2.40	1.30	3.10	8.63
XLU State Street Utilities Select Sector SPDR ETF	26	0.81	1.18	1.15	1.30	2.80
XLV State Street Health Care Select Sector SPDR ETF	30	0.97	1.55	1.17	1.38	3.31

Sharpe Ratio

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.

The current Stable Growth ETF Sharpe ratio is 2.58 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, 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 Stable Growth ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Stable Growth ETF provided a 2.09% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.09%	2.29%	2.36%	2.63%	2.43%	2.22%	2.59%	2.94%	2.58%	2.14%	2.03%	2.26%
Portfolio components:
IGF iShares Global Infrastructure ETF	2.94%	3.23%	3.21%	3.36%	2.67%	2.42%	2.33%	3.27%	3.52%	2.95%	2.98%	3.25%
KBWB Invesco KBW Bank ETF	1.94%	2.04%	2.46%	3.20%	3.05%	2.13%	2.62%	2.38%	2.54%	1.35%	1.53%	1.53%
PAVE Global X US Infrastructure Development ETF	0.76%	0.92%	0.54%	0.68%	0.84%	0.48%	0.44%	0.67%	0.78%	0.30%	0.00%	0.00%
VDC Vanguard Consumer Staples ETF	2.08%	2.26%	2.33%	2.65%	2.37%	2.14%	2.50%	2.44%	2.78%	2.52%	2.39%	2.55%
XLE State Street Energy Select Sector SPDR ETF	2.59%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLU State Street Utilities Select Sector SPDR ETF	2.67%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
XLV State Street Health Care Select Sector SPDR ETF	1.63%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%

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 Stable Growth 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 Stable Growth ETF was 39.60%, occurring on Mar 23, 2020. Recovery took 183 trading sessions.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-39.60%Mar 2020	2mo 2d	8mo 22d	10mo 24dJan 2020 - Dec 2020
Rate-hike selloffLate 2018	-17.29%Dec 2018	10mo 29d	5mo 28d	1y 4moJan 2018 - Jun 2019
Bear market2022	-15.34%Sep 2022	5mo 12d	1y 2mo	1y 8moApr 2022 - Dec 2023
2025 selloff2025	-14.87%Apr 2025	4mo 7d	2mo 24d	7mo 1dDec 2024 - Jul 2025
2021 pullback2021	-6.06%Jan 2021	14d	18d	1mo 2dJan 2021 - Feb 2021

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 7 assets, with an effective number of assets of 7.00, 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	1.67	1.39	1.33	1.23

The portfolio has a diversification ratio of 1.23, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Stable Growth ETF correlation to the S&P 500 Index

Stable Growth ETF has a 0.54 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.63
Correlation (5Y) Calculated over the trailing 5-year period	0.73
Correlation (All Time) Calculated using the full available price history since Mar 8, 2017	0.77

Benchmark Correlations

Correlation vs. S&P 500 Index. PAVE has the highest benchmark correlation at 0.78, while XLU has the lowest at 0.37.

0.37

0.43

0.54

0.64

0.65

0.66

0.78

Portfolio Correlations

Correlation vs. Stable Growth ETF. PAVE has the highest portfolio correlation at 0.84, while XLU has the lowest at 0.56.

0.56

0.65

0.66

0.70

0.78

0.80

0.84

Asset Correlations Table

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

	XLU	XLE	VDC	XLV	KBWB	PAVE	IGF
XLU	1.00	0.19	0.57	0.43	0.23	0.32	0.68
XLE	0.19	1.00	0.28	0.29	0.52	0.54	0.48
VDC	0.57	0.28	1.00	0.59	0.37	0.47	0.57
XLV	0.43	0.29	0.59	1.00	0.42	0.53	0.54
KBWB	0.23	0.52	0.37	0.42	1.00	0.73	0.51
PAVE	0.32	0.54	0.47	0.53	0.73	1.00	0.61
IGF	0.68	0.48	0.57	0.54	0.51	0.61	1.00

The correlation results are calculated based on daily price changes starting from Mar 8, 2017

Diversification Analysis

Find what Stable Growth ETF is missing

See which holdings overlap, where Stable Growth ETF is concentrated, and which low-correlation assets could fill the gaps.

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