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ETF <3 Tech

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in ETF <3 Tech, 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


5.00%10.00%15.00%20.00%25.00%30.00%December2023FebruaryMarchAprilMay
29.26%
19.75%
ETF <3 Tech
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the ETF <3 Tech returned 21.78% Year-To-Date and 10.31% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%7.13%7.13%
ETF <3 Tech5.65%21.78%14.77%9.77%10.31%10.31%
SCHD
Schwab US Dividend Equity ETF
-2.95%-5.99%-8.63%-7.69%10.89%10.89%
XLK
Technology Select Sector SPDR Fund
9.25%32.71%23.97%17.66%12.88%12.88%
QQQM
Invesco NASDAQ 100 ETF
8.01%31.11%21.95%13.61%7.31%7.31%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SCHDQQQMXLK
SCHD1.000.610.63
QQQM0.611.000.97
XLK0.630.971.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current ETF <3 Tech Sharpe ratio is 0.63. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.63
0.27
ETF <3 Tech
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF <3 Tech granted a 1.77% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ETF <3 Tech1.77%1.54%1.10%1.19%1.17%1.36%1.19%1.41%1.49%1.41%1.37%1.55%
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%
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%
QQQM
Invesco NASDAQ 100 ETF
0.82%0.84%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The ETF <3 Tech features an expense ratio of 0.12%, 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SCHD
Schwab US Dividend Equity ETF
-0.28
XLK
Technology Select Sector SPDR Fund
0.86
QQQM
Invesco NASDAQ 100 ETF
0.76

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%December2023FebruaryMarchAprilMay
-8.89%
-12.32%
ETF <3 Tech
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the ETF <3 Tech. 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 ETF <3 Tech is 29.54%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.54%Dec 28, 2021202Oct 14, 2022
-7.89%Oct 14, 202013Oct 30, 20208Nov 11, 202021
-6.55%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-6.2%Sep 7, 202120Oct 4, 202116Oct 26, 202136
-5.86%Apr 19, 202118May 12, 202121Jun 11, 202139

Volatility Chart

The current ETF <3 Tech volatility is 4.96%, 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.


2.00%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
4.96%
3.82%
ETF <3 Tech
Benchmark (^GSPC)
Portfolio components