Portfolio Diversificado ETF 1
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Portfolio Diversificado ETF 1, 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 Quarterly
The earliest data available for this chart is Dec 20, 2016, corresponding to the inception date of NURE
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio Diversificado ETF 1 | 5.23% | 4.04% | 0.46% | 3.69% | 10.30% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 21.08% | 5.90% | 7.78% | 17.27% | 13.03% | 11.32% |
GSG iShares S&P GSCI Commodity-Indexed Trust | -6.17% | -4.09% | 3.11% | 0.25% | 5.44% | -4.56% |
GLD SPDR Gold Trust | 9.43% | 2.69% | 1.98% | 11.52% | 9.48% | 4.31% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.35% | 1.52% | 0.56% | 1.28% | 0.63% | 0.96% |
TLT iShares 20+ Year Treasury Bond ETF | -2.06% | 5.89% | -5.54% | -10.46% | -2.28% | 1.48% |
VMMSX Vanguard Emerging Markets Select Stock Fund | 4.98% | 0.95% | -2.36% | 3.37% | 3.45% | 2.48% |
CPI IQ Real Return ETF | 6.48% | 1.86% | 3.21% | 5.25% | 0.82% | -20.57% |
LIT Global X Lithium & Battery Tech ETF | -17.58% | -0.82% | -24.08% | -28.12% | 11.35% | 7.91% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 0.75% | 6.91% | 0.70% | -2.65% | 13.50% | 4.96% |
NURE Nuveen Short-Term REIT ETF | 4.92% | 8.74% | -3.64% | -0.44% | 4.14% | N/A |
HEFA iShares Currency Hedged MSCI EAFE ETF | 18.19% | 4.50% | 4.45% | 15.20% | 10.74% | N/A |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 5.49% | -0.83% | 3.85% | 4.35% | 2.42% | N/A |
XLE Energy Select Sector SPDR Fund | -3.44% | -0.63% | 2.78% | 0.70% | 10.36% | 3.35% |
ICLN iShares Global Clean Energy ETF | -28.54% | 6.74% | -23.84% | -31.16% | 11.41% | 5.26% |
PHO Invesco Water Resources ETF | 12.45% | 9.55% | 6.12% | 10.05% | 15.20% | 9.34% |
TAN Invesco Solar ETF | -37.18% | 7.71% | -34.91% | -42.07% | 17.99% | 3.97% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.84% | 4.19% | 3.13% | -2.63% | -2.73% | -3.77% | 5.08% |
Dividend yield
Portfolio Diversificado ETF 1 granted a 1.84% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio Diversificado ETF 1 | 1.84% | 3.91% | 1.44% | 1.37% | 2.27% | 2.15% | 1.70% | 1.59% | 2.36% | 1.55% | 1.10% | 1.46% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.46% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% | 2.13% |
GSG iShares S&P GSCI Commodity-Indexed 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% |
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% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.31% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% | 0.87% |
TLT iShares 20+ Year Treasury Bond ETF | 3.48% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% | 2.68% |
VMMSX Vanguard Emerging Markets Select Stock Fund | 3.54% | 3.71% | 6.80% | 1.04% | 2.04% | 2.53% | 1.54% | 1.44% | 1.87% | 1.39% | 1.32% | 1.15% |
CPI IQ Real Return ETF | 3.27% | 3.36% | 0.38% | 0.99% | 2.13% | 1.31% | 1.07% | 0.00% | 0.00% | 0.01% | 0.01% | 0.01% |
LIT Global X Lithium & Battery Tech ETF | 1.50% | 0.99% | 0.22% | 0.40% | 1.85% | 2.52% | 3.26% | 2.15% | 0.24% | 1.07% | 0.32% | 2.42% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 4.57% | 6.93% | 5.89% | 2.27% | 5.50% | 4.76% | 2.41% | 1.15% | 15.73% | 2.88% | 3.38% | 1.28% |
NURE Nuveen Short-Term REIT ETF | 3.64% | 2.80% | 1.34% | 2.87% | 3.28% | 4.08% | 3.82% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% |
HEFA iShares Currency Hedged MSCI EAFE ETF | 2.13% | 25.14% | 3.06% | 2.10% | 5.37% | 4.59% | 2.55% | 3.17% | 3.54% | 3.39% | 0.00% | 0.00% |
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 1.00% | 7.83% | 0.00% | 0.69% | 3.06% | 0.88% | 0.00% | 0.00% | 6.48% | 1.58% | 0.00% | 0.00% |
XLE Energy Select Sector SPDR Fund | 3.69% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% | 1.78% |
ICLN iShares Global Clean Energy ETF | 1.14% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.82% | 2.10% | 3.83% |
PHO Invesco Water Resources ETF | 0.66% | 0.49% | 0.20% | 0.39% | 0.43% | 0.46% | 0.34% | 0.47% | 0.75% | 0.59% | 0.49% | 0.87% |
TAN Invesco Solar ETF | 0.00% | 0.00% | 0.00% | 0.09% | 0.29% | 0.69% | 1.77% | 5.04% | 1.60% | 1.88% | 1.28% | 9.10% |
Expense Ratio
The Portfolio Diversificado ETF 1 has a high expense ratio of 0.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.30 | ||||
GSG iShares S&P GSCI Commodity-Indexed Trust | -0.01 | ||||
GLD SPDR Gold Trust | 0.86 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | 0.15 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.58 | ||||
VMMSX Vanguard Emerging Markets Select Stock Fund | 0.31 | ||||
CPI IQ Real Return ETF | 0.90 | ||||
LIT Global X Lithium & Battery Tech ETF | -1.12 | ||||
PICK iShares MSCI Global Select Metals & Mining Producers ETF | -0.06 | ||||
NURE Nuveen Short-Term REIT ETF | 0.04 | ||||
HEFA iShares Currency Hedged MSCI EAFE ETF | 1.36 | ||||
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund | 0.63 | ||||
XLE Energy Select Sector SPDR Fund | 0.01 | ||||
ICLN iShares Global Clean Energy ETF | -1.29 | ||||
PHO Invesco Water Resources ETF | 0.65 | ||||
TAN Invesco Solar ETF | -1.24 |
Asset Correlations Table
| GLD | TLT | IEI | USDU | GSG | NURE | TAN | XLE | CPI | ICLN | LIT | PHO | HEFA | VMMSX | PICK | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.34 | 0.45 | -0.45 | 0.15 | 0.08 | 0.08 | 0.06 | 0.20 | 0.13 | 0.11 | 0.05 | -0.07 | 0.16 | 0.20 | 0.03 |
| TLT | 0.34 | 1.00 | 0.82 | -0.12 | -0.16 | 0.01 | -0.05 | -0.27 | 0.06 | -0.06 | -0.14 | -0.11 | -0.24 | -0.16 | -0.21 | -0.16 |
| IEI | 0.45 | 0.82 | 1.00 | -0.24 | -0.12 | 0.05 | -0.03 | -0.24 | 0.09 | -0.02 | -0.12 | -0.09 | -0.25 | -0.13 | -0.17 | -0.14 |
| USDU | -0.45 | -0.12 | -0.24 | 1.00 | -0.20 | -0.19 | -0.23 | -0.18 | -0.33 | -0.31 | -0.29 | -0.25 | -0.14 | -0.37 | -0.39 | -0.25 |
| GSG | 0.15 | -0.16 | -0.12 | -0.20 | 1.00 | 0.15 | 0.22 | 0.63 | 0.39 | 0.25 | 0.28 | 0.23 | 0.29 | 0.35 | 0.44 | 0.30 |
| NURE | 0.08 | 0.01 | 0.05 | -0.19 | 0.15 | 1.00 | 0.31 | 0.32 | 0.46 | 0.39 | 0.33 | 0.55 | 0.44 | 0.34 | 0.35 | 0.55 |
| TAN | 0.08 | -0.05 | -0.03 | -0.23 | 0.22 | 0.31 | 1.00 | 0.33 | 0.42 | 0.88 | 0.59 | 0.50 | 0.52 | 0.57 | 0.48 | 0.59 |
| XLE | 0.06 | -0.27 | -0.24 | -0.18 | 0.63 | 0.32 | 0.33 | 1.00 | 0.46 | 0.37 | 0.42 | 0.45 | 0.52 | 0.49 | 0.61 | 0.53 |
| CPI | 0.20 | 0.06 | 0.09 | -0.33 | 0.39 | 0.46 | 0.42 | 0.46 | 1.00 | 0.48 | 0.45 | 0.56 | 0.53 | 0.51 | 0.52 | 0.65 |
| ICLN | 0.13 | -0.06 | -0.02 | -0.31 | 0.25 | 0.39 | 0.88 | 0.37 | 0.48 | 1.00 | 0.61 | 0.58 | 0.59 | 0.63 | 0.54 | 0.65 |
| LIT | 0.11 | -0.14 | -0.12 | -0.29 | 0.28 | 0.33 | 0.59 | 0.42 | 0.45 | 0.61 | 1.00 | 0.54 | 0.60 | 0.70 | 0.64 | 0.65 |
| PHO | 0.05 | -0.11 | -0.09 | -0.25 | 0.23 | 0.55 | 0.50 | 0.45 | 0.56 | 0.58 | 0.54 | 1.00 | 0.71 | 0.57 | 0.58 | 0.83 |
| HEFA | -0.07 | -0.24 | -0.25 | -0.14 | 0.29 | 0.44 | 0.52 | 0.52 | 0.53 | 0.59 | 0.60 | 0.71 | 1.00 | 0.70 | 0.66 | 0.82 |
| VMMSX | 0.16 | -0.16 | -0.13 | -0.37 | 0.35 | 0.34 | 0.57 | 0.49 | 0.51 | 0.63 | 0.70 | 0.57 | 0.70 | 1.00 | 0.75 | 0.70 |
| PICK | 0.20 | -0.21 | -0.17 | -0.39 | 0.44 | 0.35 | 0.48 | 0.61 | 0.52 | 0.54 | 0.64 | 0.58 | 0.66 | 0.75 | 1.00 | 0.64 |
| VTI | 0.03 | -0.16 | -0.14 | -0.25 | 0.30 | 0.55 | 0.59 | 0.53 | 0.65 | 0.65 | 0.65 | 0.83 | 0.82 | 0.70 | 0.64 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Portfolio Diversificado ETF 1. 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 Portfolio Diversificado ETF 1 was 27.91%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.91% | Feb 21, 2020 | 22 | Mar 23, 2020 | 108 | Aug 25, 2020 | 130 |
| -14.7% | Apr 5, 2022 | 124 | Sep 30, 2022 | — | — | — |
| -13.31% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -7.34% | Jan 29, 2018 | 9 | Feb 8, 2018 | 163 | Oct 2, 2018 | 172 |
| -6.02% | Nov 9, 2021 | 55 | Jan 27, 2022 | 36 | Mar 21, 2022 | 91 |
Volatility Chart
The current Portfolio Diversificado ETF 1 volatility is 2.77%, 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.