12 etf
12 broad diversified etf's for rebalancing
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 12 etf, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Nov 27, 2024, the 12 etf returned 22.49% Year-To-Date and 12.73% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 25.76% | 2.84% | 14.58% | 31.82% | 13.85% | 11.34% |
12 etf | 22.20% | 3.35% | 13.82% | 28.61% | 14.98% | 12.78% |
Portfolio components: | ||||||
Vanguard Russell 1000 Growth ETF | 31.07% | 2.27% | 16.25% | 36.93% | 19.26% | 16.52% |
Schwab US Dividend Equity ETF | 19.21% | 4.81% | 16.73% | 27.65% | 13.03% | 11.71% |
Vanguard FTSE Developed Markets ETF | 5.62% | -1.99% | 0.04% | 11.47% | 6.01% | 5.35% |
Technology Select Sector SPDR Fund | 20.94% | -0.75% | 10.76% | 26.18% | 22.51% | 20.19% |
Consumer Discretionary Select Sector SPDR Fund | 23.85% | 9.89% | 26.27% | 31.25% | 13.47% | 13.30% |
Health Care Select Sector SPDR Fund | 8.97% | -0.98% | 4.55% | 15.11% | 10.00% | 9.56% |
Industrial Select Sector SPDR Fund | 26.84% | 5.57% | 18.12% | 37.29% | 13.69% | 11.89% |
Energy Select Sector SPDR Fund | 16.24% | 8.29% | 6.31% | 17.11% | 15.55% | 5.80% |
Consumer Staples Select Sector SPDR Fund | 17.29% | 2.97% | 10.14% | 21.68% | 8.83% | 8.25% |
Materials Select Sector SPDR ETF | 11.66% | 0.18% | 5.23% | 17.87% | 11.73% | 9.05% |
Utilities Select Sector SPDR Fund | 33.95% | 4.57% | 17.74% | 37.03% | 9.06% | 9.60% |
Financial Select Sector SPDR Fund | 37.88% | 9.25% | 25.85% | 46.76% | 13.46% | 12.21% |
Monthly Returns
The table below presents the monthly returns of 12 etf, 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 | 0.47% | 4.64% | 3.36% | -3.80% | 3.77% | 1.84% | 2.24% | 2.49% | 1.94% | -1.41% | 22.20% | ||
2023 | 5.98% | -2.48% | 2.77% | 1.08% | -1.04% | 6.66% | 3.31% | -1.93% | -4.45% | -2.56% | 8.62% | 4.75% | 21.62% |
2022 | -4.29% | -2.07% | 3.86% | -7.63% | 0.83% | -8.55% | 8.81% | -3.71% | -8.87% | 8.69% | 6.22% | -5.02% | -13.18% |
2021 | -0.89% | 3.23% | 4.93% | 4.57% | 1.25% | 1.64% | 1.62% | 2.49% | -4.07% | 7.01% | -1.32% | 4.61% | 27.51% |
2020 | -0.62% | -8.46% | -12.85% | 12.97% | 5.04% | 1.87% | 5.30% | 6.55% | -3.24% | -2.28% | 12.21% | 3.83% | 18.45% |
2019 | 7.78% | 3.44% | 1.74% | 3.72% | -6.50% | 7.20% | 0.98% | -1.58% | 2.15% | 1.95% | 3.34% | 2.93% | 29.82% |
2018 | 5.55% | -4.07% | -2.19% | 0.44% | 2.06% | 0.45% | 3.61% | 2.54% | 0.66% | -7.39% | 2.08% | -8.49% | -5.66% |
2017 | 2.19% | 3.48% | 0.55% | 1.29% | 1.77% | 0.42% | 2.13% | 0.37% | 2.23% | 2.56% | 3.00% | 1.27% | 23.38% |
2016 | -4.87% | 0.09% | 6.85% | 0.65% | 1.29% | 0.27% | 3.79% | -0.12% | 0.25% | -1.86% | 3.34% | 1.76% | 11.53% |
2015 | -2.13% | 5.67% | -1.54% | 1.14% | 0.96% | -2.30% | 2.05% | -6.04% | -2.53% | 8.31% | 0.19% | -1.81% | 1.14% |
2014 | -3.48% | 4.89% | 0.43% | 0.74% | 2.27% | 1.90% | -1.75% | 3.67% | -1.49% | 2.15% | 2.60% | -0.73% | 11.43% |
2013 | 5.06% | 1.09% | 3.67% | 2.42% | 1.44% | -1.53% | 5.23% | -2.62% | 3.99% | 4.48% | 2.51% | 2.47% | 31.72% |
Expense Ratio
12 etf has an expense ratio of 0.10%, 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 12 etf is 72, 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 | |
---|---|---|---|---|---|
Vanguard Russell 1000 Growth ETF | 2.19 | 2.85 | 1.40 | 2.80 | 11.01 |
Schwab US Dividend Equity ETF | 2.53 | 3.63 | 1.44 | 4.13 | 13.76 |
Vanguard FTSE Developed Markets ETF | 0.92 | 1.33 | 1.16 | 1.46 | 4.08 |
Technology Select Sector SPDR Fund | 1.21 | 1.67 | 1.23 | 1.55 | 5.33 |
Consumer Discretionary Select Sector SPDR Fund | 1.74 | 2.38 | 1.29 | 1.64 | 8.34 |
Health Care Select Sector SPDR Fund | 1.40 | 1.95 | 1.26 | 1.54 | 5.18 |
Industrial Select Sector SPDR Fund | 2.81 | 3.96 | 1.50 | 6.39 | 19.58 |
Energy Select Sector SPDR Fund | 0.91 | 1.32 | 1.16 | 1.22 | 2.84 |
Consumer Staples Select Sector SPDR Fund | 2.03 | 2.90 | 1.35 | 2.14 | 11.88 |
Materials Select Sector SPDR ETF | 1.38 | 1.92 | 1.23 | 2.48 | 6.27 |
Utilities Select Sector SPDR Fund | 2.28 | 3.10 | 1.39 | 1.84 | 10.94 |
Financial Select Sector SPDR Fund | 3.45 | 4.84 | 1.63 | 4.24 | 24.76 |
Dividends
Dividend yield
12 etf provided a 1.67% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 1.67% | 1.86% | 1.94% | 1.65% | 1.84% | 2.12% | 2.16% | 1.87% | 2.08% | 2.15% | 2.03% | 1.84% |
Portfolio components: | ||||||||||||
Vanguard Russell 1000 Growth ETF | 0.59% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
Schwab US Dividend Equity ETF | 3.32% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Vanguard FTSE Developed Markets ETF | 3.02% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
Technology Select Sector SPDR Fund | 0.67% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
Consumer Discretionary Select Sector SPDR Fund | 0.68% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% |
Health Care Select Sector SPDR Fund | 1.55% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% | 1.52% |
Industrial Select Sector SPDR Fund | 1.29% | 1.63% | 1.64% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% |
Energy Select Sector SPDR Fund | 3.13% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
Consumer Staples Select Sector SPDR Fund | 2.55% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% | 2.39% |
Materials Select Sector SPDR ETF | 1.87% | 2.00% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% |
Utilities Select Sector SPDR Fund | 2.67% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Financial Select Sector SPDR Fund | 1.30% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
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 12 etf. 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 12 etf was 34.49%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.49% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
-21.49% | Jan 5, 2022 | 186 | Sep 30, 2022 | 199 | Jul 19, 2023 | 385 |
-19.23% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
-13.43% | May 22, 2015 | 183 | Feb 11, 2016 | 79 | Jun 6, 2016 | 262 |
-10.25% | Aug 1, 2023 | 63 | Oct 27, 2023 | 29 | Dec 8, 2023 | 92 |
Volatility
Volatility Chart
The current 12 etf volatility is 3.44%, 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
XLU | XLE | XLP | XLV | XLK | XLF | XLY | XLB | VEA | VONG | XLI | SCHD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
XLU | 1.00 | 0.25 | 0.60 | 0.42 | 0.28 | 0.32 | 0.32 | 0.36 | 0.36 | 0.33 | 0.39 | 0.49 |
XLE | 0.25 | 1.00 | 0.35 | 0.40 | 0.40 | 0.61 | 0.45 | 0.63 | 0.58 | 0.43 | 0.62 | 0.65 |
XLP | 0.60 | 0.35 | 1.00 | 0.62 | 0.48 | 0.52 | 0.54 | 0.54 | 0.55 | 0.55 | 0.57 | 0.73 |
XLV | 0.42 | 0.40 | 0.62 | 1.00 | 0.60 | 0.60 | 0.60 | 0.60 | 0.63 | 0.70 | 0.63 | 0.71 |
XLK | 0.28 | 0.40 | 0.48 | 0.60 | 1.00 | 0.59 | 0.77 | 0.63 | 0.70 | 0.93 | 0.67 | 0.68 |
XLF | 0.32 | 0.61 | 0.52 | 0.60 | 0.59 | 1.00 | 0.67 | 0.74 | 0.71 | 0.64 | 0.80 | 0.81 |
XLY | 0.32 | 0.45 | 0.54 | 0.60 | 0.77 | 0.67 | 1.00 | 0.68 | 0.71 | 0.86 | 0.73 | 0.72 |
XLB | 0.36 | 0.63 | 0.54 | 0.60 | 0.63 | 0.74 | 0.68 | 1.00 | 0.76 | 0.68 | 0.83 | 0.80 |
VEA | 0.36 | 0.58 | 0.55 | 0.63 | 0.70 | 0.71 | 0.71 | 0.76 | 1.00 | 0.74 | 0.75 | 0.76 |
VONG | 0.33 | 0.43 | 0.55 | 0.70 | 0.93 | 0.64 | 0.86 | 0.68 | 0.74 | 1.00 | 0.73 | 0.72 |
XLI | 0.39 | 0.62 | 0.57 | 0.63 | 0.67 | 0.80 | 0.73 | 0.83 | 0.75 | 0.73 | 1.00 | 0.87 |
SCHD | 0.49 | 0.65 | 0.73 | 0.71 | 0.68 | 0.81 | 0.72 | 0.80 | 0.76 | 0.72 | 0.87 | 1.00 |