ETF Sector
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 10% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 60% |
XLP Consumer Staples Select Sector SPDR Fund | Consumer Staples Equities | 15% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 15% |
Performance
The chart shows the growth of an initial investment of $10,000 in ETF Sector, 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
Returns
As of May 27, 2023, the ETF Sector returned 18.86% Year-To-Date and 15.49% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
| ETF Sector | 3.91% | 18.86% | 16.01% | 11.35% | 16.68% | 15.68% |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 9.25% | 32.71% | 26.68% | 17.66% | 20.11% | 19.69% |
XLP Consumer Staples Select Sector SPDR Fund | -5.18% | -1.03% | -2.17% | 0.46% | 10.74% | 9.10% |
XLV Health Care Select Sector SPDR Fund | -4.49% | -5.76% | -5.56% | -3.30% | 10.80% | 12.06% |
IAU iShares Gold Trust | -2.09% | 6.74% | 11.84% | 4.80% | 8.24% | 3.26% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IAU | XLK | XLP | XLV | |
|---|---|---|---|---|
| IAU | 1.00 | 0.02 | 0.02 | 0.02 |
| XLK | 0.02 | 1.00 | 0.58 | 0.64 |
| XLP | 0.02 | 0.58 | 1.00 | 0.65 |
| XLV | 0.02 | 0.64 | 0.65 | 1.00 |
Dividend yield
ETF Sector granted a 1.32% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Sector | 1.32% | 1.22% | 0.95% | 1.19% | 1.47% | 1.77% | 1.56% | 1.84% | 1.88% | 1.85% | 1.88% | 2.17% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.97% | 1.04% | 0.65% | 0.94% | 1.19% | 1.68% | 1.45% | 1.88% | 1.96% | 1.96% | 1.94% | 2.02% |
XLP Consumer Staples Select Sector SPDR Fund | 2.98% | 2.48% | 2.35% | 2.65% | 2.79% | 3.40% | 3.01% | 2.99% | 3.06% | 2.98% | 3.05% | 3.99% |
XLV Health Care Select Sector SPDR Fund | 1.95% | 1.47% | 1.35% | 1.54% | 2.27% | 1.68% | 1.60% | 1.77% | 1.61% | 1.53% | 1.76% | 2.36% |
IAU iShares Gold 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% |
Expense Ratio
The ETF Sector features an expense ratio of 0.14%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 0.86 | ||||
XLP Consumer Staples Select Sector SPDR Fund | 0.18 | ||||
XLV Health Care Select Sector SPDR Fund | -0.08 | ||||
IAU iShares Gold Trust | 0.31 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the ETF Sector. 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 Sector is 42.00%, recorded on Mar 9, 2009. It took 407 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42% | Nov 1, 2007 | 339 | Mar 9, 2009 | 407 | Oct 18, 2010 | 746 |
| -27.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -24.71% | Dec 28, 2021 | 200 | Oct 12, 2022 | — | — | — |
| -17.24% | Oct 3, 2018 | 57 | Dec 24, 2018 | 57 | Mar 19, 2019 | 114 |
| -11.39% | Jul 25, 2011 | 11 | Aug 8, 2011 | 58 | Oct 28, 2011 | 69 |
Volatility Chart
The current ETF Sector volatility is 4.01%, 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.