70/30 ETFs
70/30 ETFs
Asset Allocation
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
The earliest data available for this chart is Apr 5, 2018, corresponding to the inception date of IFRA
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 |
| 70/30 ETFs | 11.41% | 7.40% | 4.18% | 7.25% | 7.14% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.09% | 4.20% | 2.32% | -2.17% | -3.97% | -2.40% | 7.53% |
Dividend yield
70/30 ETFs granted a 2.54% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 70/30 ETFs | 2.54% | 2.18% | 1.63% | 1.72% | 2.31% | 2.45% | 1.84% | 1.85% | 1.83% | 1.76% | 1.49% | 1.42% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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
| BIL | MBB | IUSB | TLH | EMB | IEMG | IFRA | IJR | EFV | IYW | MTUM | USMV | EFG | ESGU | IVV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.09 | 0.05 | 0.04 | 0.03 | 0.01 | 0.00 | -0.02 | -0.02 | -0.01 | -0.02 | 0.01 | -0.01 | -0.02 | -0.02 |
| MBB | 0.09 | 1.00 | 0.85 | 0.76 | 0.51 | 0.06 | 0.07 | 0.03 | 0.02 | 0.08 | 0.04 | 0.14 | 0.12 | 0.07 | 0.06 |
| IUSB | 0.05 | 0.85 | 1.00 | 0.86 | 0.60 | 0.07 | 0.06 | 0.02 | 0.01 | 0.12 | 0.09 | 0.17 | 0.15 | 0.10 | 0.08 |
| TLH | 0.04 | 0.76 | 0.86 | 1.00 | 0.40 | -0.13 | -0.15 | -0.19 | -0.21 | -0.07 | -0.11 | -0.05 | -0.06 | -0.13 | -0.14 |
| EMB | 0.03 | 0.51 | 0.60 | 0.40 | 1.00 | 0.50 | 0.40 | 0.40 | 0.46 | 0.47 | 0.43 | 0.49 | 0.56 | 0.51 | 0.51 |
| IEMG | 0.01 | 0.06 | 0.07 | -0.13 | 0.50 | 1.00 | 0.53 | 0.60 | 0.75 | 0.65 | 0.62 | 0.55 | 0.78 | 0.69 | 0.70 |
| IFRA | 0.00 | 0.07 | 0.06 | -0.15 | 0.40 | 0.53 | 1.00 | 0.87 | 0.72 | 0.51 | 0.58 | 0.71 | 0.63 | 0.73 | 0.74 |
| IJR | -0.02 | 0.03 | 0.02 | -0.19 | 0.40 | 0.60 | 0.87 | 1.00 | 0.73 | 0.64 | 0.66 | 0.68 | 0.67 | 0.80 | 0.80 |
| EFV | -0.02 | 0.02 | 0.01 | -0.21 | 0.46 | 0.75 | 0.72 | 0.73 | 1.00 | 0.59 | 0.62 | 0.66 | 0.85 | 0.75 | 0.75 |
| IYW | -0.01 | 0.08 | 0.12 | -0.07 | 0.47 | 0.65 | 0.51 | 0.64 | 0.59 | 1.00 | 0.82 | 0.70 | 0.74 | 0.89 | 0.89 |
| MTUM | -0.02 | 0.04 | 0.09 | -0.11 | 0.43 | 0.62 | 0.58 | 0.66 | 0.62 | 0.82 | 1.00 | 0.76 | 0.72 | 0.85 | 0.85 |
| USMV | 0.01 | 0.14 | 0.17 | -0.05 | 0.49 | 0.55 | 0.71 | 0.68 | 0.66 | 0.70 | 0.76 | 1.00 | 0.72 | 0.86 | 0.88 |
| EFG | -0.01 | 0.12 | 0.15 | -0.06 | 0.56 | 0.78 | 0.63 | 0.67 | 0.85 | 0.74 | 0.72 | 0.72 | 1.00 | 0.82 | 0.82 |
| ESGU | -0.02 | 0.07 | 0.10 | -0.13 | 0.51 | 0.69 | 0.73 | 0.80 | 0.75 | 0.89 | 0.85 | 0.86 | 0.82 | 1.00 | 0.99 |
| IVV | -0.02 | 0.06 | 0.08 | -0.14 | 0.51 | 0.70 | 0.74 | 0.80 | 0.75 | 0.89 | 0.85 | 0.88 | 0.82 | 0.99 | 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 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, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -22.81% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -12.1% | Aug 30, 2018 | 80 | Dec 24, 2018 | 59 | Mar 21, 2019 | 139 |
| -6% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -4.28% | Feb 16, 2021 | 13 | Mar 4, 2021 | 21 | Apr 5, 2021 | 34 |
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.