buy-and-hold-etfs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ICLN iShares Global Clean Energy ETF | Alternative Energy Equities | 33.33% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 33.33% |
VGT Vanguard Information Technology ETF | Technology Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in buy-and-hold-etfs, 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 Jun 25, 2008, corresponding to the inception date of ICLN
Returns By Period
As of Dec 24, 2024, the buy-and-hold-etfs returned 10.02% Year-To-Date and 13.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| buy-and-hold-etfs | 10.02% | 0.10% | 2.30% | 10.59% | 13.70% | 13.19% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 26.72% | 0.20% | 10.28% | 27.17% | 14.87% | 13.04% |
VGT Vanguard Information Technology ETF | 32.56% | 2.68% | 12.86% | 32.67% | 22.23% | 20.84% |
ICLN iShares Global Clean Energy ETF | -24.28% | -3.36% | -16.63% | -23.39% | 0.90% | 3.63% |
Monthly Returns
The table below presents the monthly returns of buy-and-hold-etfs, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.54% | 3.73% | 1.84% | -5.01% | 8.74% | 0.11% | 1.94% | 1.46% | 2.42% | -4.13% | 2.77% | 10.02% | |
| 2023 | 6.82% | -3.08% | 5.62% | -1.37% | 2.38% | 4.76% | 1.82% | -5.22% | -6.68% | -4.96% | 10.60% | 6.50% | 16.60% |
| 2022 | -8.18% | 0.90% | 3.63% | -11.03% | 1.37% | -7.03% | 13.23% | -3.34% | -11.78% | 4.80% | 7.55% | -6.58% | -18.16% |
| 2021 | 1.26% | -3.20% | 0.09% | 1.97% | -0.64% | 4.15% | 0.89% | 3.08% | -5.82% | 10.66% | -1.73% | -0.76% | 9.45% |
| 2020 | 2.31% | -3.82% | -15.73% | 13.19% | 7.82% | 4.81% | 8.94% | 12.56% | 0.08% | -0.30% | 14.78% | 10.58% | 64.70% |
| 2019 | 10.29% | 4.22% | 2.16% | 4.85% | -5.67% | 7.68% | 1.96% | -0.87% | 1.18% | 1.26% | 4.17% | 4.75% | 41.32% |
| 2018 | 5.28% | -1.90% | -1.51% | 1.31% | 2.66% | -2.87% | 3.56% | 2.56% | -0.17% | -7.03% | 3.80% | -7.98% | -3.24% |
| 2017 | 3.60% | 4.41% | 0.60% | 0.79% | 2.77% | -0.60% | 3.90% | 1.51% | 0.36% | 4.46% | -0.01% | 2.22% | 26.62% |
| 2016 | -7.49% | -1.42% | 8.83% | -1.93% | 0.57% | 0.13% | 4.96% | 1.16% | 0.74% | -1.83% | -1.60% | 1.14% | 2.43% |
| 2015 | -1.13% | 7.88% | 1.70% | 2.54% | 0.31% | -4.40% | -0.37% | -7.27% | -2.58% | 9.04% | -0.76% | 0.16% | 4.06% |
| 2014 | -2.24% | 5.80% | 0.31% | -1.55% | 3.29% | 4.13% | -2.16% | 4.48% | -3.43% | 0.14% | 1.97% | -1.63% | 8.93% |
| 2013 | 3.14% | 0.49% | 2.47% | 5.97% | 4.23% | -2.06% | 5.75% | -2.62% | 7.26% | 3.90% | 2.14% | 2.34% | 37.83% |
Expense Ratio
buy-and-hold-etfs has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of buy-and-hold-etfs is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 2.21 | 2.93 | 1.41 | 3.26 | 14.40 |
VGT Vanguard Information Technology ETF | 1.53 | 2.03 | 1.27 | 2.15 | 7.70 |
ICLN iShares Global Clean Energy ETF | -0.99 | -1.33 | 0.85 | -0.33 | -1.77 |
Dividends
Dividend yield
buy-and-hold-etfs provided a 1.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.19% | 1.21% | 1.15% | 1.01% | 0.90% | 1.41% | 2.04% | 1.76% | 2.41% | 1.90% | 1.94% | 1.66% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VGT Vanguard Information Technology ETF | 0.58% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
ICLN iShares Global Clean Energy ETF | 1.81% | 1.59% | 0.89% | 1.18% | 0.34% | 1.36% | 2.77% | 2.49% | 3.88% | 2.36% | 2.83% | 2.11% |
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 buy-and-hold-etfs. 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 buy-and-hold-etfs was 57.68%, occurring on Mar 9, 2009. Recovery took 1338 trading sessions.
The current buy-and-hold-etfs drawdown is 2.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.68% | Jun 26, 2008 | 176 | Mar 9, 2009 | 1338 | Jul 1, 2014 | 1514 |
| -35.73% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -27.94% | Nov 22, 2021 | 226 | Oct 14, 2022 | 416 | Jun 12, 2024 | 642 |
| -22.32% | May 19, 2015 | 186 | Feb 11, 2016 | 254 | Feb 14, 2017 | 440 |
| -16.34% | Aug 30, 2018 | 80 | Dec 24, 2018 | 35 | Feb 14, 2019 | 115 |
Volatility
Volatility Chart
The current buy-and-hold-etfs volatility is 4.24%, 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
Asset Correlations Table
| ICLN | VGT | SPY | |
|---|---|---|---|
| ICLN | 1.00 | 0.61 | 0.65 |
| VGT | 0.61 | 1.00 | 0.89 |
| SPY | 0.65 | 0.89 | 1.00 |