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70/30 ETFs

Last updated Dec 2, 2023

70/30 ETFs

Asset Allocation


BIL 6.67%EMB 6.67%IUSB 6.67%MBB 6.67%TLH 6.67%EFG 6.67%EFV 6.67%ESGU 6.67%IEMG 6.67%IFRA 6.67%IJR 6.67%IVV 6.67%IYW 6.67%MTUM 6.67%USMV 6.67%BondBondEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds6.67%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
Emerging Markets Bonds6.67%
IUSB
iShares Core Total USD Bond Market ETF
Total Bond Market6.67%
MBB
iShares MBS Bond ETF
Mortgage Backed Securities6.67%
TLH
iShares 10-20 Year Treasury Bond ETF
Government Bonds6.67%
EFG
iShares MSCI EAFE Growth ETF
Foreign Large Cap Equities6.67%
EFV
iShares MSCI EAFE Value ETF
Foreign Large Cap Equities6.67%
ESGU
iShares ESG MSCI USA ETF
Large Cap Growth Equities6.67%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities6.67%
IFRA
iShares U.S. Infrastructure ETF
All Cap Equities6.67%
IJR
iShares Core S&P Small-Cap ETF
Small Cap Growth Equities6.67%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities6.67%
IYW
iShares U.S. Technology ETF
Technology Equities6.67%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
Large Cap Growth Equities6.67%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities6.67%

Performance

The chart shows the growth of an initial investment of $10,000 in 70/30 ETFs, 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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.18%
7.29%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2018, corresponding to the inception date of IFRA

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
70/30 ETFs11.41%7.40%4.18%7.25%7.14%N/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.52%0.46%2.62%4.88%1.68%1.05%
EFG
iShares MSCI EAFE Growth ETF
12.05%9.47%-1.66%7.05%6.42%4.72%
EFV
iShares MSCI EAFE Value ETF
14.39%7.22%6.86%13.62%5.07%2.95%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
7.39%6.43%4.88%3.87%1.17%2.51%
ESGU
iShares ESG MSCI USA ETF
20.93%9.24%8.17%13.69%12.52%N/A
IEMG
iShares Core MSCI Emerging Markets ETF
7.95%7.59%2.44%5.46%2.96%2.63%
IFRA
iShares U.S. Infrastructure ETF
7.64%8.37%3.73%3.34%11.10%N/A
IJR
iShares Core S&P Small-Cap ETF
5.92%10.94%2.92%-1.04%6.17%7.96%
IUSB
iShares Core Total USD Bond Market ETF
3.34%4.41%0.85%1.73%1.08%N/A
IVV
iShares Core S&P 500 ETF
21.45%8.62%8.12%14.54%12.65%11.92%
IYW
iShares U.S. Technology ETF
58.38%11.41%12.38%44.64%22.77%19.67%
MBB
iShares MBS Bond ETF
1.80%4.91%-0.22%0.30%-0.08%0.94%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
4.47%7.85%9.50%0.86%8.16%11.40%
TLH
iShares 10-20 Year Treasury Bond ETF
-1.80%7.72%-5.33%-5.73%-1.96%0.47%
USMV
iShares Edge MSCI Min Vol USA ETF
8.10%6.48%7.01%3.91%8.31%10.29%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.09%4.20%2.32%-2.17%-3.97%-2.40%7.53%

Sharpe Ratio

The current 70/30 ETFs Sharpe ratio is 0.78. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.78

The Sharpe ratio of 70/30 ETFs lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
0.78
0.91
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

Dividend yield

70/30 ETFs granted a 2.54% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
70/30 ETFs2.54%2.18%1.63%1.72%2.31%2.45%1.84%1.85%1.83%1.76%1.49%1.42%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
4.76%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%0.00%
EFG
iShares MSCI EAFE Growth ETF
1.18%1.27%1.54%0.85%1.69%1.98%1.56%2.20%1.75%2.34%1.86%2.29%
EFV
iShares MSCI EAFE Value ETF
3.62%4.17%4.07%2.42%4.62%4.56%3.56%3.28%3.59%4.87%3.19%3.77%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
4.83%5.04%3.89%3.88%4.51%5.64%4.54%4.83%4.84%4.56%4.75%4.17%
ESGU
iShares ESG MSCI USA ETF
1.50%1.58%1.06%1.27%1.32%1.81%1.82%0.00%0.00%0.00%0.00%0.00%
IEMG
iShares Core MSCI Emerging Markets ETF
2.29%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%0.23%
IFRA
iShares U.S. Infrastructure ETF
2.06%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%0.00%0.00%0.00%
IJR
iShares Core S&P Small-Cap ETF
1.57%1.41%1.53%1.11%1.44%1.58%1.20%1.21%1.48%1.23%1.00%1.66%
IUSB
iShares Core Total USD Bond Market ETF
3.48%2.53%1.74%2.45%3.04%2.98%2.56%2.60%1.95%1.39%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.45%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%2.09%
IYW
iShares U.S. Technology ETF
0.34%0.50%0.31%0.56%0.72%0.91%0.82%1.14%1.12%1.13%1.06%0.94%
MBB
iShares MBS Bond ETF
3.46%2.31%1.05%2.10%2.77%2.64%2.23%2.58%2.66%1.72%1.27%2.04%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
1.72%1.80%0.55%0.83%1.48%1.27%1.02%1.43%1.12%1.04%1.02%0.00%
TLH
iShares 10-20 Year Treasury Bond ETF
4.02%2.78%1.50%2.65%2.31%2.17%1.83%1.91%2.13%2.12%2.41%2.22%
USMV
iShares Edge MSCI Min Vol USA ETF
1.74%1.62%1.26%1.81%1.88%2.12%1.77%2.22%2.02%1.88%2.18%1.96%

Expense Ratio

The 70/30 ETFs has a high expense ratio of 0.21%, 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.


0.42%
0.00%2.15%
0.40%
0.00%2.15%
0.39%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
BIL
SPDR Barclays 1-3 Month T-Bill ETF
17.09
EFG
iShares MSCI EAFE Growth ETF
0.57
EFV
iShares MSCI EAFE Value ETF
1.01
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
0.57
ESGU
iShares ESG MSCI USA ETF
0.96
IEMG
iShares Core MSCI Emerging Markets ETF
0.35
IFRA
iShares U.S. Infrastructure ETF
0.17
IJR
iShares Core S&P Small-Cap ETF
-0.06
IUSB
iShares Core Total USD Bond Market ETF
0.30
IVV
iShares Core S&P 500 ETF
1.05
IYW
iShares U.S. Technology ETF
2.12
MBB
iShares MBS Bond ETF
0.11
MTUM
iShares Edge MSCI USA Momentum Factor ETF
0.03
TLH
iShares 10-20 Year Treasury Bond ETF
-0.23
USMV
iShares Edge MSCI Min Vol USA ETF
0.39

Asset Correlations Table

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

BILMBBIUSBTLHEMBIEMGIFRAIJREFVIYWMTUMUSMVEFGESGUIVV
BIL1.000.090.050.040.030.010.00-0.02-0.02-0.01-0.020.01-0.01-0.02-0.02
MBB0.091.000.850.760.510.060.070.030.020.080.040.140.120.070.06
IUSB0.050.851.000.860.600.070.060.020.010.120.090.170.150.100.08
TLH0.040.760.861.000.40-0.13-0.15-0.19-0.21-0.07-0.11-0.05-0.06-0.13-0.14
EMB0.030.510.600.401.000.500.400.400.460.470.430.490.560.510.51
IEMG0.010.060.07-0.130.501.000.530.600.750.650.620.550.780.690.70
IFRA0.000.070.06-0.150.400.531.000.870.720.510.580.710.630.730.74
IJR-0.020.030.02-0.190.400.600.871.000.730.640.660.680.670.800.80
EFV-0.020.020.01-0.210.460.750.720.731.000.590.620.660.850.750.75
IYW-0.010.080.12-0.070.470.650.510.640.591.000.820.700.740.890.89
MTUM-0.020.040.09-0.110.430.620.580.660.620.821.000.760.720.850.85
USMV0.010.140.17-0.050.490.550.710.680.660.700.761.000.720.860.88
EFG-0.010.120.15-0.060.560.780.630.670.850.740.720.721.000.820.82
ESGU-0.020.070.10-0.130.510.690.730.800.750.890.850.860.821.000.99
IVV-0.020.060.08-0.140.510.700.740.800.750.890.850.880.820.991.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-6.78%
-4.21%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 70/30 ETFs. 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 70/30 ETFs was 24.02%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.02%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-22.81%Nov 9, 2021235Oct 14, 2022
-12.1%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-6%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.28%Feb 16, 202113Mar 4, 202121Apr 5, 202134

Volatility Chart

The current 70/30 ETFs volatility is 2.81%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.81%
2.79%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components
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