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
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
The earliest data available for this chart is Jan 28, 2005, corresponding to the inception date of IAU
Returns By Period
As of Sep 5, 2024, the ETF Sector returned 12.96% Year-To-Date and 15.83% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
ETF Sector | 12.96% | 5.14% | 4.61% | 22.21% | 18.15% | 15.85% |
Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 9.30% | 4.53% | -0.05% | 20.77% | 22.05% | 19.52% |
XLP Consumer Staples Select Sector SPDR Fund | 17.63% | 6.70% | 11.84% | 20.31% | 9.23% | 9.21% |
XLV Health Care Select Sector SPDR Fund | 15.71% | 6.18% | 7.57% | 21.07% | 13.38% | 11.14% |
IAU iShares Gold Trust | 20.70% | 4.46% | 15.38% | 29.82% | 10.45% | 6.91% |
Monthly Returns
The table below presents the monthly returns of ETF Sector, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 2.11% | 3.67% | 2.14% | -4.06% | 5.07% | 4.91% | -0.78% | 2.34% | 12.96% | ||||
2023 | 5.70% | -1.26% | 8.47% | 1.04% | 3.58% | 4.55% | 2.25% | -1.72% | -5.53% | 0.07% | 9.43% | 3.72% | 33.56% |
2022 | -5.51% | -2.60% | 3.21% | -7.18% | -1.19% | -6.34% | 8.76% | -5.23% | -9.21% | 7.19% | 6.25% | -5.35% | -17.70% |
2021 | -1.36% | -0.30% | 2.87% | 4.35% | 0.72% | 3.66% | 3.65% | 2.63% | -5.28% | 6.35% | 2.00% | 5.09% | 26.60% |
2020 | 2.51% | -6.66% | -6.52% | 11.87% | 5.36% | 4.15% | 6.36% | 8.13% | -4.25% | -4.04% | 8.57% | 4.84% | 32.07% |
2019 | 5.94% | 4.57% | 3.42% | 3.77% | -6.02% | 7.92% | 2.22% | 0.06% | 0.87% | 3.30% | 3.89% | 3.86% | 38.68% |
2018 | 5.77% | -2.23% | -2.81% | -0.51% | 3.79% | 0.37% | 2.60% | 4.48% | 0.54% | -5.31% | 0.45% | -7.16% | -0.85% |
2017 | 3.26% | 4.70% | 1.18% | 1.77% | 2.88% | -1.58% | 3.14% | 2.28% | 0.20% | 3.48% | 2.12% | 0.79% | 26.87% |
2016 | -2.76% | 0.84% | 6.14% | -2.28% | 2.65% | 0.99% | 5.07% | -0.17% | 1.08% | -1.85% | -1.06% | 1.77% | 10.48% |
2015 | -1.19% | 5.33% | -2.46% | 1.37% | 1.97% | -2.97% | 2.34% | -5.11% | -1.77% | 8.56% | -0.36% | -0.63% | 4.39% |
2014 | -1.84% | 4.82% | 0.04% | 0.53% | 2.67% | 1.99% | 0.18% | 3.42% | -0.75% | 1.98% | 4.21% | -1.55% | 16.57% |
2013 | 3.08% | 0.68% | 3.38% | 1.18% | 1.04% | -2.75% | 4.70% | -1.28% | 1.64% | 4.58% | 2.28% | 2.04% | 22.31% |
Expense Ratio
ETF Sector has an expense ratio of 0.14%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF Sector is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 0.95 | 1.36 | 1.18 | 1.17 | 4.18 |
XLP Consumer Staples Select Sector SPDR Fund | 1.79 | 2.57 | 1.31 | 1.32 | 7.32 |
XLV Health Care Select Sector SPDR Fund | 1.78 | 2.45 | 1.33 | 1.64 | 7.94 |
IAU iShares Gold Trust | 1.97 | 2.79 | 1.35 | 2.28 | 11.70 |
Dividends
Dividend yield
ETF Sector granted a 1.04% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ETF Sector | 1.04% | 1.09% | 1.21% | 0.93% | 1.15% | 1.40% | 1.65% | 1.43% | 1.66% | 1.67% | 1.61% | 1.61% |
Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.73% | 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 | 2.58% | 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 | 1.43% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 4.51%.
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 | 168 | Jun 14, 2023 | 368 |
-17.24% | Oct 3, 2018 | 57 | Dec 24, 2018 | 57 | Mar 19, 2019 | 114 |
-11.4% | Jul 25, 2011 | 11 | Aug 8, 2011 | 58 | Oct 28, 2011 | 69 |
Volatility
Volatility Chart
The current ETF Sector volatility is 5.68%, 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.
Diversification
Asset Correlations Table
IAU | XLK | XLP | XLV | |
---|---|---|---|---|
IAU | 1.00 | 0.03 | 0.02 | 0.02 |
XLK | 0.03 | 1.00 | 0.55 | 0.62 |
XLP | 0.02 | 0.55 | 1.00 | 0.65 |
XLV | 0.02 | 0.62 | 0.65 | 1.00 |