Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Shares | Gold, Precious Metals | 20% |
PSLV Sprott Physical Silver Trust | Financial Services | 10% |
VT Vanguard Total World Stock ETF | Global Equities | 60% |
XLE State Street Energy Select Sector SPDR ETF | Energy Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GLD/VT/XLE/SLV, 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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The earliest data available for this chart is Oct 29, 2010, corresponding to the inception date of PSLV
Returns By Period
As of Apr 2, 2026, the GLD/VT/XLE/SLV returned 4.75% Year-To-Date and 13.51% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio GLD/VT/XLE/SLV | -0.85% | -3.88% | 4.75% | 14.50% | 36.79% | 23.25% | 15.23% | 13.51% |
| Portfolio components: | ||||||||
GLD SPDR Gold Shares | -1.92% | -8.27% | 8.35% | 21.03% | 49.02% | 32.51% | 21.53% | 13.97% |
VT Vanguard Total World Stock ETF | -0.23% | -3.01% | -0.97% | 1.52% | 21.33% | 16.97% | 9.38% | 11.66% |
PSLV Sprott Physical Silver Trust | -3.56% | -13.09% | -0.34% | 49.56% | 103.19% | 41.55% | 21.34% | 14.56% |
XLE State Street Energy Select Sector SPDR ETF | 0.47% | 5.52% | 33.39% | 36.01% | 29.93% | 14.70% | 23.16% | 11.36% |
Monthly Returns
Based on dividend-adjusted daily data since Nov 1, 2010, GLD/VT/XLE/SLV's average daily return is +0.04%, while the average monthly return is +0.86%. At this rate, your investment would double in approximately 6.7 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2020 with a return of +11.5%, while the worst month was Sep 2011 at -13.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, GLD/VT/XLE/SLV closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +8.1%, while the worst single day was Mar 16, 2020 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.88% | 5.51% | -6.88% | -0.25% | 4.75% | ||||||||
| 2025 | 4.31% | 0.51% | 1.31% | -0.52% | 3.76% | 4.29% | 0.96% | 3.99% | 6.05% | 2.06% | 3.05% | 4.24% | 39.58% |
| 2024 | -0.83% | 2.99% | 5.58% | -0.90% | 4.59% | 0.42% | 2.47% | 1.52% | 2.71% | 0.23% | 1.87% | -3.69% | 17.93% |
| 2023 | 5.81% | -4.73% | 4.77% | 1.57% | -2.50% | 3.31% | 4.32% | -1.89% | -4.15% | -0.61% | 6.80% | 2.80% | 15.65% |
| 2022 | -1.50% | 1.37% | 2.85% | -6.38% | 0.59% | -7.72% | 4.70% | -3.64% | -6.98% | 6.05% | 7.91% | -1.51% | -5.61% |
| 2021 | -0.16% | 2.95% | 0.87% | 3.95% | 3.74% | -1.17% | -0.38% | 0.62% | -3.11% | 5.29% | -2.71% | 3.31% | 13.57% |
Benchmark Metrics
GLD/VT/XLE/SLV has an annualized alpha of 1.55%, beta of 0.71, and R² of 0.70 versus S&P 500 Index. Calculated based on daily prices since November 01, 2010.
- This portfolio participated in 75.80% of S&P 500 Index downside but only 74.27% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.55%
- Beta
- 0.71
- R²
- 0.70
- Upside Capture
- 74.27%
- Downside Capture
- 75.80%
Expense Ratio
GLD/VT/XLE/SLV has an expense ratio of 0.12%, 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.
Return for Risk
Risk / Return Rank
GLD/VT/XLE/SLV ranks 89 for risk / return — in the top 89% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.02 | 0.88 | +1.14 |
Sortino ratioReturn per unit of downside risk | 2.51 | 1.37 | +1.14 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.21 | +0.21 |
Calmar ratioReturn relative to maximum drawdown | 3.35 | 1.39 | +1.96 |
Martin ratioReturn relative to average drawdown | 11.94 | 6.43 | +5.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
GLD SPDR Gold Shares | 80 | 1.77 | 2.19 | 1.32 | 2.57 | 9.28 |
VT Vanguard Total World Stock ETF | 68 | 1.24 | 1.83 | 1.27 | 1.86 | 8.47 |
PSLV Sprott Physical Silver Trust | 83 | 1.83 | 2.03 | 1.35 | 2.57 | 8.04 |
XLE State Street Energy Select Sector SPDR ETF | 54 | 1.19 | 1.58 | 1.23 | 1.60 | 4.21 |
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Dividends
Dividend yield
GLD/VT/XLE/SLV provided a 1.33% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.33% | 1.42% | 1.51% | 1.60% | 1.69% | 1.51% | 1.56% | 2.06% | 1.87% | 1.57% | 1.66% | 1.81% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Shares | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.80% | 1.82% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% |
PSLV Sprott Physical Silver 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 State Street Energy Select Sector SPDR ETF | 2.52% | 3.28% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 6.72% | 3.54% | 3.03% | 2.26% | 3.39% |
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 GLD/VT/XLE/SLV. 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 GLD/VT/XLE/SLV was 29.06%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current GLD/VT/XLE/SLV drawdown is 7.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.06% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -20.97% | Jul 7, 2014 | 389 | Jan 20, 2016 | 271 | Feb 15, 2017 | 660 |
| -20.04% | May 2, 2011 | 108 | Oct 3, 2011 | 492 | Sep 18, 2013 | 600 |
| -19.8% | Mar 30, 2022 | 125 | Sep 27, 2022 | 197 | Jul 12, 2023 | 322 |
| -17.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 174 | Sep 4, 2019 | 403 |
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 4 assets, with an effective number of assets of 2.38, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | GLD | PSLV | XLE | VT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.04 | 0.17 | 0.57 | 0.95 | 0.79 |
| GLD | 0.04 | 1.00 | 0.77 | 0.10 | 0.11 | 0.48 |
| PSLV | 0.17 | 0.77 | 1.00 | 0.20 | 0.24 | 0.60 |
| XLE | 0.57 | 0.10 | 0.20 | 1.00 | 0.59 | 0.67 |
| VT | 0.95 | 0.11 | 0.24 | 0.59 | 1.00 | 0.86 |
| Portfolio | 0.79 | 0.48 | 0.60 | 0.67 | 0.86 | 1.00 |