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ETF Sector
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IAU 10%XLK 60%XLP 15%XLV 15%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

Performance

Performance Chart

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.72%
15.73%
ETF Sector
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2005, corresponding to the inception date of IAU

Returns By Period

As of Apr 13, 2024, the ETF Sector returned 6.23% Year-To-Date and 16.28% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
ETF Sector6.45%0.17%17.72%25.68%18.41%16.24%
XLK
Technology Select Sector SPDR Fund
6.90%0.06%21.12%39.31%22.80%20.67%
XLP
Consumer Staples Select Sector SPDR Fund
2.62%-2.13%10.36%0.46%8.12%8.20%
XLV
Health Care Select Sector SPDR Fund
2.22%-4.09%6.76%4.92%12.08%11.14%
IAU
iShares Gold Trust
15.63%10.61%24.19%18.73%13.21%6.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.11%3.67%2.14%
2023-5.53%0.07%9.43%3.72%

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.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

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.


ETF Sector
Sharpe ratio
The chart of Sharpe ratio for ETF Sector, currently valued at 2.06, compared to the broader market0.002.004.002.06
Sortino ratio
The chart of Sortino ratio for ETF Sector, currently valued at 2.99, compared to the broader market-2.000.002.004.006.002.99
Omega ratio
The chart of Omega ratio for ETF Sector, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for ETF Sector, currently valued at 2.72, compared to the broader market0.002.004.006.008.0010.0012.002.72
Martin ratio
The chart of Martin ratio for ETF Sector, currently valued at 8.47, compared to the broader market0.0010.0020.0030.0040.0050.008.47
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market0.002.004.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.0012.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
Technology Select Sector SPDR Fund
2.193.061.372.2010.23
XLP
Consumer Staples Select Sector SPDR Fund
-0.020.051.01-0.01-0.03
XLV
Health Care Select Sector SPDR Fund
0.380.611.070.351.30
IAU
iShares Gold Trust
1.362.101.251.353.68

Sharpe Ratio

The current ETF Sector Sharpe ratio is 2.19. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.19

The Sharpe ratio of ETF Sector 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.06
1.89
ETF Sector
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Sector granted a 1.10% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Sector1.10%1.09%1.21%0.93%1.15%1.40%1.65%1.43%1.66%1.67%1.61%1.61%
XLK
Technology Select Sector SPDR Fund
0.72%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLP
Consumer Staples Select Sector SPDR Fund
2.86%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%
XLV
Health Care Select Sector SPDR Fund
1.59%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
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%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-1.64%
-3.66%
ETF Sector
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Sector. 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 ETF Sector was 42.00%, occurring on Mar 9, 2009. Recovery took 407 trading sessions.

The current ETF Sector drawdown is 1.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42%Nov 1, 2007339Mar 9, 2009407Oct 18, 2010746
-27.02%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-24.71%Dec 28, 2021200Oct 12, 2022168Jun 14, 2023368
-17.24%Oct 3, 201857Dec 24, 201857Mar 19, 2019114
-11.39%Jul 25, 201111Aug 8, 201158Oct 28, 201169

Volatility

Volatility Chart

The current ETF Sector volatility is 3.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.45%
3.44%
ETF Sector
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IAUXLKXLPXLV
IAU1.000.030.030.02
XLK0.031.000.560.63
XLP0.030.561.000.65
XLV0.020.630.651.00