12 etf
12 broad diversified etf's for rebalancing
Asset Allocation
Performance
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
As of Dec 2, 2023, the 12 etf returned 17.04% Year-To-Date and 11.89% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| 12 etf | 17.04% | 6.41% | 7.28% | 11.13% | 12.53% | 11.91% |
| Portfolio components: | ||||||
VONG Vanguard Russell 1000 Growth ETF | 37.15% | 9.75% | 10.82% | 26.57% | 16.44% | 14.75% |
SCHD Schwab US Dividend Equity ETF | -0.57% | 7.34% | 4.56% | -4.12% | 10.96% | 10.76% |
VEA Vanguard FTSE Developed Markets ETF | 12.86% | 8.81% | 2.61% | 9.46% | 6.25% | 4.41% |
XLK Technology Select Sector SPDR Fund | 50.10% | 11.01% | 11.67% | 37.58% | 23.62% | 19.96% |
XLY Consumer Discretionary Select Sector SPDR Fund | 33.37% | 11.11% | 9.39% | 18.19% | 10.76% | 11.58% |
XLV Health Care Select Sector SPDR Fund | -1.78% | 5.63% | 1.99% | -3.90% | 8.45% | 10.96% |
XLI Industrial Select Sector SPDR Fund | 12.08% | 10.19% | 8.60% | 8.70% | 10.40% | 10.21% |
XLE Energy Select Sector SPDR Fund | -0.16% | 0.04% | 8.17% | -2.89% | 10.42% | 3.64% |
XLP Consumer Staples Select Sector SPDR Fund | -3.03% | 4.66% | -2.26% | -5.25% | 7.59% | 7.96% |
XLB Materials Select Sector SPDR ETF | 8.83% | 9.53% | 7.13% | 2.70% | 11.13% | 8.86% |
XLU Utilities Select Sector SPDR Fund | -7.74% | 5.23% | -0.85% | -8.12% | 6.02% | 8.82% |
XLF Financial Select Sector SPDR Fund | 7.25% | 11.05% | 11.27% | 2.24% | 8.29% | 12.25% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -1.04% | 6.66% | 3.31% | -1.93% | -4.45% | -2.56% | 8.64% |
Dividend yield
12 etf granted a 1.87% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 12 etf | 1.87% | 1.94% | 1.65% | 1.84% | 2.12% | 2.16% | 1.87% | 2.08% | 2.19% | 2.05% | 1.87% | 2.24% |
| Portfolio components: | ||||||||||||
VONG Vanguard Russell 1000 Growth ETF | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% | 1.69% |
SCHD Schwab US Dividend Equity ETF | 3.58% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% | 2.86% |
VEA Vanguard FTSE Developed Markets ETF | 3.00% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% | 2.97% |
XLK Technology Select Sector SPDR Fund | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% | 1.74% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.84% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% | 1.16% | 1.60% |
XLV Health Care Select Sector SPDR Fund | 1.61% | 1.47% | 1.33% | 1.49% | 2.16% | 1.56% | 1.46% | 1.59% | 1.43% | 1.34% | 1.51% | 2.00% |
XLI Industrial Select Sector SPDR Fund | 1.57% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% | 1.68% | 2.27% |
XLE Energy Select Sector SPDR Fund | 3.57% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% | 1.78% |
XLP Consumer Staples Select Sector SPDR Fund | 2.66% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% | 3.06% |
XLB Materials Select Sector SPDR ETF | 1.95% | 2.26% | 1.62% | 1.72% | 1.98% | 2.20% | 1.66% | 1.95% | 2.24% | 1.97% | 2.08% | 2.27% |
XLU Utilities Select Sector SPDR Fund | 3.34% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.41% | 3.67% | 3.19% | 3.86% | 4.14% |
XLF Financial Select Sector SPDR Fund | 1.85% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% | 2.16% |
Expense Ratio
The 12 etf features an expense ratio of 0.10%, 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 | |
|---|---|---|---|---|---|
VONG Vanguard Russell 1000 Growth ETF | 1.59 | ||||
SCHD Schwab US Dividend Equity ETF | -0.30 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.74 | ||||
XLK Technology Select Sector SPDR Fund | 1.91 | ||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.88 | ||||
XLV Health Care Select Sector SPDR Fund | -0.31 | ||||
XLI Industrial Select Sector SPDR Fund | 0.57 | ||||
XLE Energy Select Sector SPDR Fund | -0.14 | ||||
XLP Consumer Staples Select Sector SPDR Fund | -0.51 | ||||
XLB Materials Select Sector SPDR ETF | 0.16 | ||||
XLU Utilities Select Sector SPDR Fund | -0.47 | ||||
XLF Financial Select Sector SPDR Fund | 0.10 |
Asset Correlations Table
| XLU | XLE | XLP | XLV | XLK | XLF | XLY | XLB | VEA | VONG | XLI | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.25 | 0.61 | 0.43 | 0.31 | 0.32 | 0.33 | 0.36 | 0.36 | 0.36 | 0.39 | 0.49 |
| XLE | 0.25 | 1.00 | 0.36 | 0.42 | 0.42 | 0.62 | 0.47 | 0.65 | 0.60 | 0.46 | 0.63 | 0.66 |
| XLP | 0.61 | 0.36 | 1.00 | 0.62 | 0.51 | 0.53 | 0.56 | 0.55 | 0.56 | 0.58 | 0.59 | 0.75 |
| XLV | 0.43 | 0.42 | 0.62 | 1.00 | 0.63 | 0.60 | 0.61 | 0.61 | 0.64 | 0.72 | 0.64 | 0.72 |
| XLK | 0.31 | 0.42 | 0.51 | 0.63 | 1.00 | 0.62 | 0.78 | 0.65 | 0.71 | 0.93 | 0.68 | 0.71 |
| XLF | 0.32 | 0.62 | 0.53 | 0.60 | 0.62 | 1.00 | 0.69 | 0.75 | 0.72 | 0.66 | 0.81 | 0.81 |
| XLY | 0.33 | 0.47 | 0.56 | 0.61 | 0.78 | 0.69 | 1.00 | 0.69 | 0.72 | 0.87 | 0.73 | 0.74 |
| XLB | 0.36 | 0.65 | 0.55 | 0.61 | 0.65 | 0.75 | 0.69 | 1.00 | 0.77 | 0.70 | 0.83 | 0.81 |
| VEA | 0.36 | 0.60 | 0.56 | 0.64 | 0.71 | 0.72 | 0.72 | 0.77 | 1.00 | 0.76 | 0.76 | 0.77 |
| VONG | 0.36 | 0.46 | 0.58 | 0.72 | 0.93 | 0.66 | 0.87 | 0.70 | 0.76 | 1.00 | 0.74 | 0.75 |
| XLI | 0.39 | 0.63 | 0.59 | 0.64 | 0.68 | 0.81 | 0.73 | 0.83 | 0.76 | 0.74 | 1.00 | 0.88 |
| SCHD | 0.49 | 0.66 | 0.75 | 0.72 | 0.71 | 0.81 | 0.74 | 0.81 | 0.77 | 0.75 | 0.88 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 |
| -13.41% | May 22, 2015 | 183 | Feb 11, 2016 | 77 | Jun 2, 2016 | 260 |
| -10.25% | Aug 1, 2023 | 63 | Oct 27, 2023 | — | — | — |
Volatility Chart
The current 12 etf volatility is 2.85%, 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.