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70/30 ETFs

Last updated Mar 18, 2023

70/30 ETFs

Expense Ratio

0.15%

Dividend Yield

2.18%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in 70/30 ETFs in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,820 for a total return of roughly 28.20%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
7.66%
6.48%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the 70/30 ETFs returned 1.75% Year-To-Date and 5.15% 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%8.12%8.12%
70/30 ETFs-3.72%1.75%2.89%-7.61%5.15%5.15%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.48%0.92%1.87%2.33%1.22%1.22%
EFG
iShares MSCI EAFE Growth ETF
-4.05%5.09%12.26%-6.01%3.40%3.40%
EFV
iShares MSCI EAFE Value ETF
-8.12%-0.59%9.42%-3.83%0.19%0.19%
EMB
iShares J.P. Morgan USD Emerging Markets Bond ETF
-1.83%0.34%1.61%-9.52%-1.31%-1.31%
ESGU
iShares ESG MSCI USA ETF
-5.43%2.11%0.45%-9.93%9.95%9.95%
IEMG
iShares Core MSCI Emerging Markets ETF
-6.54%-0.28%0.45%-13.56%-1.73%-1.73%
IFRA
iShares U.S. Infrastructure ETF
-7.35%-0.91%0.78%-4.67%9.28%9.28%
IJR
iShares Core S&P Small-Cap ETF
-11.12%-1.73%-0.79%-12.46%5.07%5.07%
IUSB
iShares Core Total USD Bond Market ETF
1.04%2.80%1.79%-5.58%0.92%0.92%
IVV
iShares Core S&P 500 ETF
-5.16%2.33%1.23%-8.70%9.99%9.99%
IYW
iShares U.S. Technology ETF
0.93%18.62%10.90%-8.75%16.87%16.87%
MBB
iShares MBS Bond ETF
1.39%3.06%2.16%-4.95%0.28%0.28%
MTUM
iShares Edge MSCI USA Momentum Factor ETF
-8.14%-8.74%-4.03%-15.14%6.01%6.01%
TLH
iShares 10-20 Year Treasury Bond ETF
2.34%6.12%1.84%-13.87%-0.54%-0.54%
USMV
iShares Edge MSCI Min Vol USA ETF
-3.78%-2.95%-0.20%-5.45%7.90%7.90%

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 70/30 ETFs Sharpe ratio is -0.48. 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.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.48
-0.43
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

70/30 ETFs granted a 2.31% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

2.31%2.12%1.68%1.80%2.48%2.71%2.11%2.17%2.21%2.20%1.91%1.88%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-14.91%
-18.34%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 70/30 ETFs. 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 70/30 ETFs is 24.02%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.


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
-3.94%Sep 3, 202121Oct 4, 202120Nov 1, 202141
-3.71%Jul 25, 20198Aug 5, 201927Sep 12, 201935
-3.69%May 6, 201919May 31, 201913Jun 19, 201932
-3.2%May 10, 20213May 12, 202113Jun 1, 202116
-2.75%Jan 26, 20214Jan 29, 20215Feb 5, 20219

Volatility Chart

Current 70/30 ETFs volatility is 0.26%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%NovemberDecember2023FebruaryMarch
10.99%
21.17%
70/30 ETFs
Benchmark (^GSPC)
Portfolio components