12 etf

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

12 etf

Currency in USD · Last updated May 11, 2025

12 broad diversified etf's for rebalancing

Asset Allocation

Position	Category/Sector	Target Weight
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	10%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	10%
VONG Vanguard Russell 1000 Growth ETF	Large Cap Blend Equities	20%
XLB Materials Select Sector SPDR ETF	Materials	4%
XLE Energy Select Sector SPDR Fund	Energy Equities	5%
XLF Financial Select Sector SPDR Fund	Financials Equities	8%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	8%
XLK Technology Select Sector SPDR Fund	Technology Equities	10%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	5%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	4%
XLV Health Care Select Sector SPDR Fund	Health & Biotech Equities	8%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	8%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of May 11, 2025, the 12 etf returned -1.01% Year-To-Date and 12.12% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
12 etf	-1.01%	7.51%	-3.73%	8.31%	15.75%	12.12%
Portfolio components:
VONG Vanguard Russell 1000 Growth ETF	-6.49%	9.03%	-5.73%	11.99%	17.00%	15.36%
SCHD Schwab US Dividend Equity ETF	-4.97%	3.04%	-9.89%	1.08%	12.64%	10.39%
VEA Vanguard FTSE Developed Markets ETF	12.77%	11.62%	8.93%	10.01%	11.74%	5.66%
XLK Technology Select Sector SPDR Fund	-6.25%	11.95%	-7.94%	6.60%	18.98%	19.17%
XLY Consumer Discretionary Select Sector SPDR Fund	-9.53%	7.72%	-5.47%	14.66%	12.54%	11.63%
XLV Health Care Select Sector SPDR Fund	-3.18%	-1.64%	-10.91%	-6.11%	7.28%	7.92%
XLI Industrial Select Sector SPDR Fund	3.62%	10.22%	-3.43%	9.91%	18.82%	11.22%
XLE Energy Select Sector SPDR Fund	-3.02%	7.08%	-10.65%	-9.26%	21.68%	4.30%
XLP Consumer Staples Select Sector SPDR Fund	3.47%	1.97%	1.41%	6.95%	9.75%	8.03%
XLB Materials Select Sector SPDR ETF	0.98%	8.16%	-9.59%	-6.14%	12.61%	7.42%
XLU Utilities Select Sector SPDR Fund	6.76%	6.42%	2.90%	16.03%	10.95%	9.93%
XLF Financial Select Sector SPDR Fund	3.54%	8.60%	2.16%	21.05%	20.22%	14.17%

*Annualized

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
2025	3.17%	-0.38%	-3.89%	-1.15%	1.38%								-1.01%
2024	0.47%	4.64%	3.36%	-3.80%	3.77%	1.84%	2.24%	2.49%	1.94%	-1.41%	5.70%	-3.77%	18.33%
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%	-5.01%	-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%	0.97%	-1.58%	2.16%	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%	0.28%	3.80%	-0.12%	2.13%	-1.86%	3.34%	1.76%	13.64%
2015	-2.13%	5.67%	-1.54%	1.14%	0.96%	-2.29%	2.05%	-6.04%	-2.52%	8.31%	0.19%	-1.80%	1.18%
2014	-3.48%	4.89%	0.44%	0.74%	2.27%	1.90%	-1.75%	3.67%	-1.49%	2.15%	2.60%	-0.72%	11.47%

Expense Ratio

12 etf has an expense ratio of 0.10%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

XLK

Technology Select Sector SPDR Fund

XLY

Consumer Discretionary Select Sector SPDR Fund

XLI

Industrial Select Sector SPDR Fund

XLE

Energy Select Sector SPDR Fund

XLP

Consumer Staples Select Sector SPDR Fund

XLB

Materials Select Sector SPDR ETF

XLU

Utilities Select Sector SPDR Fund

XLF

Financial Select Sector SPDR Fund

XLV

Health Care Select Sector SPDR Fund

VONG

Vanguard Russell 1000 Growth ETF

SCHD

Schwab US Dividend Equity ETF

VEA

Vanguard FTSE Developed Markets ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 12 etf is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VONG Vanguard Russell 1000 Growth ETF	0.49	0.85	1.12	0.53	1.77
SCHD Schwab US Dividend Equity ETF	0.08	0.32	1.04	0.15	0.49
VEA Vanguard FTSE Developed Markets ETF	0.59	1.00	1.13	0.80	2.42
XLK Technology Select Sector SPDR Fund	0.23	0.54	1.07	0.28	0.89
XLY Consumer Discretionary Select Sector SPDR Fund	0.56	0.98	1.13	0.55	1.64
XLV Health Care Select Sector SPDR Fund	-0.40	-0.39	0.95	-0.37	-0.84
XLI Industrial Select Sector SPDR Fund	0.51	0.94	1.13	0.60	2.12
XLE Energy Select Sector SPDR Fund	-0.39	-0.30	0.96	-0.43	-1.15
XLP Consumer Staples Select Sector SPDR Fund	0.58	0.95	1.12	0.98	2.60
XLB Materials Select Sector SPDR ETF	-0.31	-0.28	0.97	-0.23	-0.68
XLU Utilities Select Sector SPDR Fund	0.93	1.55	1.20	1.80	4.59
XLF Financial Select Sector SPDR Fund	1.07	1.63	1.24	1.47	5.60

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

12 etf Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.48
5-Year: 0.94
10-Year: 0.69
All Time: 0.83

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 12 etf compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

12 etf provided a 1.81% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.81%	1.80%	1.86%	1.94%	1.65%	1.84%	2.12%	2.16%	1.87%	2.08%	2.19%	2.06%
Portfolio components:
VONG Vanguard Russell 1000 Growth ETF	0.57%	0.55%	0.71%	0.98%	0.58%	0.77%	1.03%	1.18%	1.19%	1.48%	1.47%	1.43%
SCHD Schwab US Dividend Equity ETF	4.04%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
VEA Vanguard FTSE Developed Markets ETF	2.91%	3.36%	3.16%	2.91%	3.16%	2.04%	3.04%	3.35%	2.77%	3.05%	2.92%	3.68%
XLK Technology Select Sector SPDR Fund	0.72%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
XLY Consumer Discretionary Select Sector SPDR Fund	0.88%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%	1.31%
XLV Health Care Select Sector SPDR Fund	1.76%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%	1.35%
XLI Industrial Select Sector SPDR Fund	1.42%	1.44%	1.63%	1.64%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%	1.85%
XLE Energy Select Sector SPDR Fund	3.47%	3.36%	3.55%	3.68%	4.21%	5.62%	5.73%	3.54%	3.03%	2.26%	3.39%	2.35%
XLP Consumer Staples Select Sector SPDR Fund	2.52%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.53%	2.40%
XLB Materials Select Sector SPDR ETF	2.00%	1.92%	2.00%	2.26%	1.62%	1.72%	1.98%	2.20%	1.66%	1.95%	2.24%	1.97%
XLU Utilities Select Sector SPDR Fund	2.84%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.42%	3.67%	3.19%
XLF Financial Select Sector SPDR Fund	1.43%	1.42%	1.71%	2.04%	1.63%	2.03%	1.86%	2.09%	1.48%	1.63%	2.40%	1.98%

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.

Loading data...

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.

The current 12 etf drawdown is 5.67%.

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
-16.53%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-13.4%	May 22, 2015	183	Feb 11, 2016	77	Jun 2, 2016	260

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 9.63, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	XLU	XLE	XLP	XLV	XLK	XLF	XLY	XLB	VEA	VONG	XLI	SCHD	Portfolio
^GSPC	1.00	0.42	0.58	0.63	0.74	0.89	0.79	0.87	0.79	0.82	0.94	0.85	0.85	0.99
XLU	0.42	1.00	0.26	0.60	0.42	0.28	0.33	0.32	0.37	0.36	0.33	0.39	0.49	0.44
XLE	0.58	0.26	1.00	0.34	0.40	0.39	0.60	0.45	0.63	0.58	0.43	0.62	0.66	0.62
XLP	0.63	0.60	0.34	1.00	0.62	0.47	0.52	0.53	0.54	0.54	0.53	0.57	0.73	0.65
XLV	0.74	0.42	0.40	0.62	1.00	0.59	0.60	0.59	0.60	0.62	0.68	0.63	0.72	0.75
XLK	0.89	0.28	0.39	0.47	0.59	1.00	0.59	0.77	0.62	0.70	0.93	0.67	0.67	0.85
XLF	0.79	0.33	0.60	0.52	0.60	0.59	1.00	0.67	0.74	0.70	0.64	0.81	0.80	0.81
XLY	0.87	0.32	0.45	0.53	0.59	0.77	0.67	1.00	0.67	0.71	0.86	0.73	0.71	0.86
XLB	0.79	0.37	0.63	0.54	0.60	0.62	0.74	0.67	1.00	0.76	0.67	0.83	0.80	0.83
VEA	0.82	0.36	0.58	0.54	0.62	0.70	0.70	0.71	0.76	1.00	0.74	0.75	0.75	0.86
VONG	0.94	0.33	0.43	0.53	0.68	0.93	0.64	0.86	0.67	0.74	1.00	0.72	0.70	0.91
XLI	0.85	0.39	0.62	0.57	0.63	0.67	0.81	0.73	0.83	0.75	0.72	1.00	0.86	0.88
SCHD	0.85	0.49	0.66	0.73	0.72	0.67	0.80	0.71	0.80	0.75	0.70	0.86	1.00	0.89
Portfolio	0.99	0.44	0.62	0.65	0.75	0.85	0.81	0.86	0.83	0.86	0.91	0.88	0.89	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2011

Performance Analysis

Risk Analysis

Optimization

Factor Model

12 etf

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community