10 etf
Asset Allocation
Performance
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 Quarterly
Returns
As of May 27, 2023, the 10 etf returned 7.17% Year-To-Date and 12.16% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 9.36% | 9.79% |
| 10 etf | -0.04% | 7.17% | 3.11% | 2.30% | 11.12% | 12.22% |
| Portfolio components: | ||||||
XLU Utilities Select Sector SPDR Fund | -6.36% | -7.71% | -7.53% | -11.68% | 8.47% | 9.09% |
XLP Consumer Staples Select Sector SPDR Fund | -5.18% | -1.03% | -2.54% | 0.46% | 11.04% | 8.89% |
XLY Consumer Discretionary Select Sector SPDR Fund | 2.78% | 18.02% | 7.17% | -0.16% | 8.75% | 11.74% |
XLF Financial Select Sector SPDR Fund | -3.20% | -5.65% | -10.08% | -7.75% | 5.78% | 11.51% |
XLV Health Care Select Sector SPDR Fund | -4.49% | -5.76% | -6.27% | -3.30% | 11.12% | 11.80% |
XLI Industrial Select Sector SPDR Fund | -1.66% | 0.54% | -2.06% | 4.87% | 7.65% | 10.49% |
XLK Technology Select Sector SPDR Fund | 9.25% | 32.71% | 23.97% | 17.66% | 20.27% | 19.57% |
VONG Vanguard Russell 1000 Growth ETF | 4.94% | 21.18% | 13.93% | 9.37% | 13.99% | 14.55% |
SCHD Schwab US Dividend Equity ETF | -2.95% | -5.99% | -8.63% | -7.69% | 11.07% | 11.04% |
VEA Vanguard FTSE Developed Markets ETF | -1.94% | 8.72% | 7.11% | 2.61% | 3.78% | 4.91% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XLU | XLP | XLV | XLF | XLK | VEA | XLY | XLI | VONG | SCHD | |
|---|---|---|---|---|---|---|---|---|---|---|
| XLU | 1.00 | 0.62 | 0.43 | 0.31 | 0.32 | 0.36 | 0.33 | 0.39 | 0.37 | 0.49 |
| XLP | 0.62 | 1.00 | 0.62 | 0.53 | 0.52 | 0.57 | 0.56 | 0.59 | 0.58 | 0.75 |
| XLV | 0.43 | 0.62 | 1.00 | 0.60 | 0.64 | 0.65 | 0.62 | 0.64 | 0.73 | 0.73 |
| XLF | 0.31 | 0.53 | 0.60 | 1.00 | 0.62 | 0.72 | 0.69 | 0.81 | 0.67 | 0.81 |
| XLK | 0.32 | 0.52 | 0.64 | 0.62 | 1.00 | 0.72 | 0.78 | 0.68 | 0.93 | 0.72 |
| VEA | 0.36 | 0.57 | 0.65 | 0.72 | 0.72 | 1.00 | 0.72 | 0.76 | 0.76 | 0.78 |
| XLY | 0.33 | 0.56 | 0.62 | 0.69 | 0.78 | 0.72 | 1.00 | 0.74 | 0.87 | 0.74 |
| XLI | 0.39 | 0.59 | 0.64 | 0.81 | 0.68 | 0.76 | 0.74 | 1.00 | 0.74 | 0.88 |
| VONG | 0.37 | 0.58 | 0.73 | 0.67 | 0.93 | 0.76 | 0.87 | 0.74 | 1.00 | 0.76 |
| SCHD | 0.49 | 0.75 | 0.73 | 0.81 | 0.72 | 0.78 | 0.74 | 0.88 | 0.76 | 1.00 |
Dividend yield
10 etf granted a 2.28% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 etf | 2.28% | 1.90% | 1.64% | 1.81% | 2.15% | 2.38% | 2.11% | 2.44% | 2.57% | 2.53% | 2.39% | 2.93% |
| Portfolio components: | ||||||||||||
XLU Utilities Select Sector SPDR Fund | 3.95% | 2.94% | 2.90% | 3.36% | 3.27% | 3.80% | 3.93% | 4.17% | 4.64% | 4.18% | 5.24% | 5.84% |
XLP Consumer Staples Select Sector SPDR Fund | 2.98% | 2.48% | 2.35% | 2.65% | 2.79% | 3.40% | 3.01% | 2.99% | 3.06% | 2.98% | 3.05% | 3.99% |
XLY Consumer Discretionary Select Sector SPDR Fund | 1.13% | 1.00% | 0.54% | 0.84% | 1.32% | 1.40% | 1.27% | 1.83% | 1.56% | 1.44% | 1.30% | 1.82% |
XLF Financial Select Sector SPDR Fund | 2.65% | 2.05% | 1.67% | 2.12% | 2.00% | 2.28% | 1.65% | 1.85% | 2.78% | 2.34% | 2.19% | 2.67% |
XLV Health Care Select Sector SPDR Fund | 1.95% | 1.47% | 1.35% | 1.54% | 2.27% | 1.68% | 1.60% | 1.77% | 1.61% | 1.53% | 1.76% | 2.36% |
XLI Industrial Select Sector SPDR Fund | 2.03% | 1.64% | 1.27% | 1.61% | 2.05% | 2.32% | 1.94% | 2.31% | 2.46% | 2.16% | 2.00% | 2.76% |
XLK Technology Select Sector SPDR Fund | 0.97% | 1.04% | 0.65% | 0.94% | 1.19% | 1.68% | 1.45% | 1.88% | 1.96% | 1.96% | 1.94% | 2.02% |
VONG Vanguard Russell 1000 Growth ETF | 1.00% | 0.98% | 0.59% | 0.78% | 1.06% | 1.23% | 1.25% | 1.57% | 1.59% | 1.57% | 1.42% | 1.91% |
SCHD Schwab US Dividend Equity ETF | 4.48% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
VEA Vanguard FTSE Developed Markets ETF | 3.04% | 2.92% | 3.27% | 2.18% | 3.32% | 3.78% | 3.22% | 3.65% | 3.60% | 4.67% | 3.41% | 4.02% |
Expense Ratio
The 10 etf features an expense ratio of 0.11%, 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 | |
|---|---|---|---|---|---|
XLU Utilities Select Sector SPDR Fund | -0.47 | ||||
XLP Consumer Staples Select Sector SPDR Fund | 0.18 | ||||
XLY Consumer Discretionary Select Sector SPDR Fund | 0.29 | ||||
XLF Financial Select Sector SPDR Fund | -0.18 | ||||
XLV Health Care Select Sector SPDR Fund | -0.08 | ||||
XLI Industrial Select Sector SPDR Fund | 0.44 | ||||
XLK Technology Select Sector SPDR Fund | 0.86 | ||||
VONG Vanguard Russell 1000 Growth ETF | 0.64 | ||||
SCHD Schwab US Dividend Equity ETF | -0.28 | ||||
VEA Vanguard FTSE Developed Markets ETF | 0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 10 etf. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 10 etf is 33.63%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -23.35% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -18.29% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -11.78% | Jul 21, 2015 | 143 | Feb 11, 2016 | 42 | Apr 13, 2016 | 185 |
| -9.7% | Oct 28, 2011 | 20 | Nov 25, 2011 | 30 | Jan 10, 2012 | 50 |
Volatility Chart
The current 10 etf volatility is 3.52%, 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.