10 etf
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 10 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 every 3 months.
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Apr 22, 2025, the 10 etf returned -8.12% Year-To-Date and 11.31% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
| 10 etf | -9.07% | -6.30% | -8.44% | 6.28% | 14.70% | 11.67% |
| Portfolio components: | ||||||
XLU Utilities Select Sector SPDR Fund | 3.78% | -0.25% | -2.63% | 21.74% | 9.53% | 9.15% |
XLP Consumer Staples Select Sector SPDR Fund | 5.17% | 4.22% | 1.58% | 12.28% | 10.10% | 8.13% |
XLY Consumer Discretionary Select Sector SPDR Fund | -16.79% | -5.46% | -5.14% | 10.15% | 11.98% | 10.41% |
XLF Financial Select Sector SPDR Fund | -2.07% | -4.30% | 0.81% | 17.19% | 19.38% | 13.68% |
XLV Health Care Select Sector SPDR Fund | -1.44% | -7.52% | -9.87% | -1.61% | 8.14% | 7.92% |
XLI Industrial Select Sector SPDR Fund | -5.12% | -5.47% | -8.36% | 4.20% | 17.23% | 10.30% |
XLK Technology Select Sector SPDR Fund | -17.08% | -9.89% | -16.67% | -0.23% | 18.33% | 17.61% |
VONG Vanguard Russell 1000 Growth ETF | -14.84% | -7.70% | -10.99% | 7.55% | 16.50% | 14.12% |
SCHD Schwab US Dividend Equity ETF | -6.04% | -7.53% | -8.55% | 2.61% | 13.36% | 10.21% |
VEA Vanguard FTSE Developed Markets ETF | 8.19% | -1.06% | 3.01% | 9.86% | 11.82% | 5.21% |
Monthly Returns
The table below presents the monthly returns of 10 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 | 2.78% | -1.20% | -5.24% | -5.51% | -9.07% | ||||||||
| 2024 | 1.00% | 4.77% | 2.53% | -4.30% | 4.13% | 3.00% | 1.51% | 2.47% | 2.21% | -1.22% | 6.22% | -2.95% | 20.56% |
| 2023 | 5.75% | -2.08% | 2.89% | 0.88% | 0.42% | 6.63% | 2.96% | -1.90% | -5.01% | -2.21% | 9.60% | 4.94% | 24.18% |
| 2022 | -5.64% | -2.90% | 3.43% | -8.55% | -0.12% | -7.91% | 9.24% | -4.13% | -8.76% | 7.99% | 5.90% | -5.47% | -17.67% |
| 2021 | -0.96% | 2.18% | 4.75% | 4.89% | 0.72% | 2.02% | 2.25% | 2.89% | -4.52% | 7.27% | -0.62% | 4.32% | 27.62% |
| 2020 | 0.24% | -8.30% | -12.06% | 12.12% | 5.12% | 2.03% | 5.82% | 7.32% | -3.06% | -2.48% | 11.24% | 3.89% | 20.62% |
| 2019 | 7.63% | 3.51% | 1.61% | 4.12% | -6.32% | 7.06% | 1.31% | -1.32% | 2.13% | 2.24% | 3.57% | 2.84% | 31.44% |
| 2018 | 5.84% | -3.54% | -2.51% | -0.06% | 1.93% | 0.36% | 3.89% | 3.17% | 0.56% | -7.08% | 2.38% | -8.66% | -4.69% |
| 2017 | 2.18% | 4.10% | 0.31% | 1.35% | 1.85% | 0.73% | 2.03% | 0.52% | 1.89% | 2.61% | 3.23% | 1.01% | 24.07% |
| 2016 | -4.75% | -0.01% | 6.52% | 0.02% | 1.54% | 0.33% | 3.92% | -0.32% | 2.44% | -1.70% | 3.49% | 1.90% | 13.73% |
| 2015 | -2.18% | 5.46% | -1.38% | 0.58% | 1.51% | -2.02% | 2.95% | -6.23% | -2.11% | 7.86% | 0.18% | -1.10% | 2.79% |
| 2014 | -3.28% | 4.76% | 0.41% | 0.44% | 2.21% | 1.72% | -1.63% | 3.80% | -1.08% | 2.86% | 3.31% | -0.58% | 13.39% |
Expense Ratio
10 etf has an expense ratio of 0.11%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 10 etf is 45, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | 1.43 | 1.94 | 1.26 | 2.17 | 6.09 |
XLP Consumer Staples Select Sector SPDR Fund | 1.09 | 1.59 | 1.20 | 1.73 | 4.67 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.39 | 0.72 | 1.09 | 0.37 | 1.22 |
XLF Financial Select Sector SPDR Fund | 1.01 | 1.47 | 1.22 | 1.30 | 5.26 |
XLV Health Care Select Sector SPDR Fund | -0.06 | 0.01 | 1.00 | -0.06 | -0.15 |
XLI Industrial Select Sector SPDR Fund | 0.25 | 0.49 | 1.07 | 0.26 | 0.98 |
XLK Technology Select Sector SPDR Fund | -0.05 | 0.14 | 1.02 | -0.06 | -0.19 |
VONG Vanguard Russell 1000 Growth ETF | 0.26 | 0.53 | 1.07 | 0.28 | 1.00 |
SCHD Schwab US Dividend Equity ETF | 0.28 | 0.50 | 1.07 | 0.28 | 1.07 |
VEA Vanguard FTSE Developed Markets ETF | 0.64 | 1.02 | 1.14 | 0.83 | 2.50 |
Dividends
Dividend yield
10 etf provided a 1.87% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 1.80% | 1.85% | 1.89% | 1.59% | 1.72% | 2.00% | 2.17% | 1.87% | 2.13% | 2.18% | 2.09% |
| Portfolio components: | ||||||||||||
XLU Utilities Select Sector SPDR Fund | 2.92% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
XLP Consumer Staples Select Sector SPDR Fund | 2.48% | 2.77% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.53% | 2.40% |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.95% | 0.72% | 0.78% | 1.00% | 0.53% | 0.82% | 1.28% | 1.34% | 1.20% | 1.71% | 1.43% | 1.31% |
XLF Financial Select Sector SPDR Fund | 1.51% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
XLV Health Care Select Sector SPDR Fund | 1.73% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLI Industrial Select Sector SPDR Fund | 1.55% | 1.44% | 1.63% | 1.63% | 1.25% | 1.55% | 1.94% | 2.15% | 1.77% | 2.07% | 2.15% | 1.85% |
XLK Technology Select Sector SPDR Fund | 0.81% | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% |
VONG Vanguard Russell 1000 Growth ETF | 0.63% | 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 | 4.09% | 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 | 3.03% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
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 10 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 10 etf was 33.77%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 10 etf drawdown is 12.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.77% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.82% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -19.07% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -18.24% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -12.21% | Jul 21, 2015 | 143 | Feb 11, 2016 | 45 | Apr 18, 2016 | 188 |
Volatility
Volatility Chart
The current 10 etf volatility is 13.65%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 10 assets, with an effective number of assets of 9.51, 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
| XLU | XLP | XLV | XLF | XLK | XLY | VEA | XLI | VONG | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.60 | 0.42 | 0.33 | 0.28 | 0.32 | 0.36 | 0.39 | 0.33 | 0.49 |
| XLP | 0.60 | 1.00 | 0.62 | 0.52 | 0.47 | 0.53 | 0.54 | 0.57 | 0.53 | 0.73 |
| XLV | 0.42 | 0.62 | 1.00 | 0.60 | 0.59 | 0.59 | 0.63 | 0.63 | 0.68 | 0.72 |
| XLF | 0.33 | 0.52 | 0.60 | 1.00 | 0.59 | 0.67 | 0.71 | 0.80 | 0.64 | 0.80 |
| XLK | 0.28 | 0.47 | 0.59 | 0.59 | 1.00 | 0.77 | 0.70 | 0.67 | 0.93 | 0.67 |
| XLY | 0.32 | 0.53 | 0.59 | 0.67 | 0.77 | 1.00 | 0.71 | 0.73 | 0.86 | 0.71 |
| VEA | 0.36 | 0.54 | 0.63 | 0.71 | 0.70 | 0.71 | 1.00 | 0.75 | 0.74 | 0.75 |
| XLI | 0.39 | 0.57 | 0.63 | 0.80 | 0.67 | 0.73 | 0.75 | 1.00 | 0.72 | 0.86 |
| VONG | 0.33 | 0.53 | 0.68 | 0.64 | 0.93 | 0.86 | 0.74 | 0.72 | 1.00 | 0.70 |
| SCHD | 0.49 | 0.73 | 0.72 | 0.80 | 0.67 | 0.71 | 0.75 | 0.86 | 0.70 | 1.00 |