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ETF

Last updated Mar 21, 2023

Expense Ratio

0.14%

Dividend Yield

1.07%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in ETF in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $50,608 for a total return of roughly 406.08%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%NovemberDecember2023FebruaryMarch
13.72%
7.42%
ETF
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the ETF returned 8.89% Year-To-Date and 14.71% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%7.61%9.64%
ETF1.25%8.89%9.71%-2.96%14.02%14.71%
QQQ
Invesco QQQ
1.75%15.08%6.36%-12.18%13.29%16.95%
VGT
Vanguard Information Technology ETF
1.86%14.97%10.90%-8.88%16.23%18.59%
SMH
VanEck Vectors Semiconductor ETF
4.15%24.59%25.41%-5.01%19.31%23.25%
VHT
Vanguard Health Care ETF
-3.99%-5.52%0.14%-6.79%9.45%12.53%
VDC
Vanguard Consumer Staples ETF
-1.50%-1.52%4.14%0.42%9.24%9.15%
SGLN.L
iShares Physical Gold ETC
5.23%6.63%9.84%9.95%10.99%3.93%

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 ETF Sharpe ratio is -0.24. 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.


-1.00-0.80-0.60-0.40-0.200.00NovemberDecember2023FebruaryMarch
-0.24
-0.59
ETF
Benchmark (^GSPC)
Portfolio components

Dividends

ETF granted a 1.07% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

1.07%1.10%0.82%0.99%1.60%1.47%1.29%1.29%1.53%1.26%1.34%2.17%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%NovemberDecember2023FebruaryMarch
-9.31%
-17.62%
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ETF. 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 ETF is 23.23%, recorded on Mar 20, 2020. It took 53 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.23%Feb 20, 202022Mar 20, 202053Jun 5, 202075
-23.16%Dec 28, 2021208Oct 14, 2022
-14.57%Oct 3, 201859Dec 24, 201843Feb 25, 2019102
-11.99%May 29, 201563Aug 25, 2015146Mar 18, 2016209
-11.48%May 13, 201161Aug 8, 201158Oct 27, 2011119
-9%Jan 29, 20189Feb 8, 2018117Jul 25, 2018126
-8.92%Feb 15, 202116Mar 8, 202123Apr 9, 202139
-8.52%Apr 3, 201243Jun 1, 201269Sep 6, 2012112
-8.06%Sep 3, 202015Sep 23, 202013Oct 12, 202028
-7.69%Nov 9, 201113Nov 25, 201131Jan 11, 201244

Volatility Chart

Current ETF volatility is 16.11%. 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
16.11%
20.82%
ETF
Benchmark (^GSPC)
Portfolio components