PortfoliosLab logo

Portfolio Diversificado ETF 1

Last updated Mar 18, 2023

Expense Ratio

0.32%

Dividend Yield

3.91%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Portfolio Diversificado ETF 1 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $17,100 for a total return of roughly 71.00%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
2.25%
6.48%
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Portfolio Diversificado ETF 1 returned -0.53% Year-To-Date and 9.00% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%7.32%9.15%
Portfolio Diversificado ETF 1-5.78%-0.53%-2.47%-6.42%8.27%9.00%
VTI
Vanguard Total Stock Market ETF
-5.95%2.09%0.28%-9.69%8.45%10.40%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-9.62%-11.02%-11.81%-11.27%3.19%3.51%
GLD
SPDR Gold Trust
6.47%8.33%18.58%2.09%8.09%8.95%
IEI
iShares 3-7 Year Treasury Bond ETF
2.41%2.80%2.33%-3.34%1.05%0.91%
TLT
iShares 20+ Year Treasury Bond ETF
2.97%7.86%0.43%-17.47%-0.20%0.62%
VMMSX
Vanguard Emerging Markets Select Stock Fund
-7.28%-0.16%2.61%-9.29%-1.23%4.55%
CPI
IQ Real Return ETF
-2.19%0.26%-1.19%-6.60%-0.63%0.08%
LIT
Global X Lithium & Battery Tech ETF
-14.96%-0.10%-19.89%-18.24%11.93%16.80%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
-11.35%-3.24%12.28%-9.99%7.83%11.80%
NURE
Nuveen Short-Term REIT ETF
-10.70%1.02%-11.51%-22.79%5.90%5.29%
HEFA
iShares Currency Hedged MSCI EAFE ETF
-5.23%3.41%7.10%4.00%6.85%7.61%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.42%1.19%-2.72%7.14%3.32%0.85%
XLE
Energy Select Sector SPDR Fund
-14.49%-12.00%-1.92%12.21%7.56%4.64%
ICLN
iShares Global Clean Energy ETF
-7.15%-7.71%-17.30%-11.25%15.51%16.45%
PHO
Invesco Water Resources ETF
-7.14%-1.80%2.51%-2.30%10.49%12.38%
TAN
Invesco Solar ETF
-9.30%-4.84%-18.35%-8.20%22.73%25.85%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Portfolio Diversificado ETF 1 Sharpe ratio is -0.39. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
-0.39
-0.43
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components

Dividends

Portfolio Diversificado ETF 1 granted a 3.91% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

3.91%3.91%1.53%1.47%2.55%2.46%1.96%1.88%2.91%1.96%1.37%1.78%

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-10.86%
-18.34%
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Portfolio Diversificado ETF 1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Portfolio Diversificado ETF 1 is 27.91%, recorded on Mar 23, 2020. It took 108 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.91%Feb 21, 202022Mar 23, 2020108Aug 25, 2020130
-14.7%Apr 5, 2022124Sep 30, 2022
-13.31%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-7.34%Jan 29, 20189Feb 8, 2018163Oct 2, 2018172
-6.02%Nov 9, 202155Jan 27, 202236Mar 21, 202291
-5.49%Sep 3, 202014Sep 23, 202011Oct 8, 202025
-4.86%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-4.66%Apr 24, 201927May 31, 201914Jun 20, 201941
-4.04%Jul 15, 201916Aug 5, 201929Sep 16, 201945
-3.97%Feb 17, 202112Mar 4, 202129Apr 15, 202141

Volatility Chart

Current Portfolio Diversificado ETF 1 volatility is 5.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2023FebruaryMarch
12.13%
21.17%
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components