USMV 65 GLD 25 XLE 10
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 25% |
USMV iShares Edge MSCI Min Vol USA ETF | Large Cap Growth Equities | 65% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in USMV 65 GLD 25 XLE 10, 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 Oct 20, 2011, corresponding to the inception date of USMV
Returns By Period
As of Apr 19, 2025, the USMV 65 GLD 25 XLE 10 returned 7.12% Year-To-Date and 10.30% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| USMV 65 GLD 25 XLE 10 | 4.12% | -2.11% | 0.01% | 15.42% | 11.28% | 9.73% |
| Portfolio components: | ||||||
USMV iShares Edge MSCI Min Vol USA ETF | 1.76% | -3.04% | -2.26% | 14.39% | 10.28% | 10.14% |
GLD SPDR Gold Trust | 26.43% | 8.90% | 21.83% | 38.93% | 14.10% | 10.28% |
XLE Energy Select Sector SPDR Fund | -4.11% | -11.52% | -8.32% | -10.29% | 24.22% | 4.05% |
Monthly Returns
The table below presents the monthly returns of USMV 65 GLD 25 XLE 10, 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 | 3.84% | 2.79% | 0.74% | -3.17% | 4.12% | ||||||||
| 2024 | 1.64% | 2.01% | 4.12% | -2.89% | 2.56% | 1.36% | 3.75% | 4.18% | 0.71% | -0.70% | 4.30% | -5.45% | 16.20% |
| 2023 | 2.03% | -3.93% | 3.66% | 1.50% | -3.48% | 3.90% | 1.88% | -0.55% | -2.66% | -0.43% | 5.52% | 2.44% | 9.80% |
| 2022 | -4.60% | -1.68% | 5.34% | -4.81% | 0.63% | -4.75% | 4.61% | -2.78% | -6.84% | 7.85% | 5.64% | -3.09% | -5.69% |
| 2021 | -2.58% | -0.30% | 4.78% | 3.81% | 1.75% | 0.87% | 2.96% | 1.54% | -4.32% | 5.31% | -2.05% | 6.35% | 18.98% |
| 2020 | 1.91% | -8.21% | -11.01% | 9.73% | 4.03% | -0.66% | 5.01% | 2.22% | -2.36% | -2.94% | 6.91% | 2.89% | 5.65% |
| 2019 | 5.67% | 3.29% | 2.26% | 1.79% | -1.84% | 5.49% | 1.34% | 1.68% | 0.68% | -0.05% | 0.94% | 2.11% | 25.73% |
| 2018 | 3.47% | -4.47% | -0.03% | 0.68% | 0.90% | 1.06% | 2.62% | 2.11% | 1.15% | -3.98% | 2.66% | -5.95% | -0.32% |
| 2017 | 1.36% | 3.89% | -0.05% | 1.14% | 1.39% | -0.54% | 2.09% | 0.74% | 0.66% | 1.47% | 2.70% | 0.76% | 16.68% |
| 2016 | -0.77% | 1.97% | 5.32% | 0.94% | 0.41% | 4.90% | 1.34% | -1.88% | -0.18% | -2.78% | 0.07% | 1.88% | 11.48% |
| 2015 | 0.32% | 2.41% | -0.96% | 0.08% | 0.40% | -2.25% | 1.68% | -3.55% | -1.27% | 5.90% | -0.98% | -0.45% | 1.00% |
| 2014 | -2.40% | 4.75% | 0.36% | 1.62% | 0.58% | 2.44% | -1.99% | 3.25% | -2.32% | 2.43% | 1.83% | 0.18% | 10.97% |
Expense Ratio
USMV 65 GLD 25 XLE 10 has an expense ratio of 0.21%, 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
With an overall rank of 93, USMV 65 GLD 25 XLE 10 is among the top 7% 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.
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 | |
|---|---|---|---|---|---|
USMV iShares Edge MSCI Min Vol USA ETF | 1.15 | 1.60 | 1.24 | 1.55 | 6.21 |
GLD SPDR Gold Trust | 2.34 | 3.10 | 1.41 | 4.73 | 12.68 |
XLE Energy Select Sector SPDR Fund | -0.44 | -0.43 | 0.94 | -0.54 | -1.50 |
Dividends
Dividend yield
USMV 65 GLD 25 XLE 10 provided a 1.40% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.40% | 1.42% | 1.54% | 1.42% | 1.24% | 1.74% | 1.79% | 1.73% | 1.45% | 1.67% | 1.65% | 1.46% |
| Portfolio components: | ||||||||||||
USMV iShares Edge MSCI Min Vol USA ETF | 1.61% | 1.67% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.51% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
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 USMV 65 GLD 25 XLE 10. 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 USMV 65 GLD 25 XLE 10 was 31.11%, occurring on Mar 23, 2020. Recovery took 197 trading sessions.
The current USMV 65 GLD 25 XLE 10 drawdown is 2.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.11% | Feb 20, 2020 | 23 | Mar 23, 2020 | 197 | Dec 31, 2020 | 220 |
| -15.2% | Apr 11, 2022 | 120 | Sep 30, 2022 | 293 | Nov 30, 2023 | 413 |
| -12.03% | Sep 24, 2018 | 64 | Dec 24, 2018 | 36 | Feb 15, 2019 | 100 |
| -9.14% | May 19, 2015 | 69 | Aug 25, 2015 | 130 | Mar 2, 2016 | 199 |
| -8.96% | Apr 3, 2025 | 4 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current USMV 65 GLD 25 XLE 10 volatility is 8.62%, 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
Asset Correlations Table
| GLD | USMV | XLE | |
|---|---|---|---|
| GLD | 1.00 | 0.07 | 0.10 |
| USMV | 0.07 | 1.00 | 0.46 |
| XLE | 0.10 | 0.46 | 1.00 |