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Moat-etf
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPY 50%SPYD 50%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

50%

SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend

50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Moat-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


130.00%140.00%150.00%160.00%170.00%2024FebruaryMarchAprilMayJune
152.83%
166.24%
Moat-etf
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 22, 2015, corresponding to the inception date of SPYD

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%3.01%14.93%25.67%13.42%10.85%
Moat-etf9.82%1.86%10.36%22.37%11.14%N/A
SPY
SPDR S&P 500 ETF
15.29%3.18%15.69%27.45%15.26%12.85%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.48%0.54%5.15%17.44%6.40%N/A

Monthly Returns

The table below presents the monthly returns of Moat-etf, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.02%3.06%4.47%-3.70%4.48%9.82%
20236.34%-3.69%-0.16%1.02%-3.73%6.65%4.01%-2.89%-4.71%-3.23%9.23%6.39%14.79%
2022-1.69%-1.53%4.07%-5.80%2.37%-8.92%6.48%-3.49%-10.04%9.08%6.25%-4.83%-9.77%
20210.48%6.25%5.49%4.87%2.09%-0.27%0.48%2.66%-3.49%5.04%-1.66%5.97%31.02%
2020-1.71%-9.12%-19.47%12.93%2.82%1.12%3.27%4.36%-3.35%-0.88%13.78%3.98%3.16%
20198.04%2.88%1.47%3.04%-6.73%7.18%0.58%-3.28%4.22%1.50%2.63%2.82%26.16%
20183.67%-4.53%-1.28%0.86%1.98%1.55%2.59%2.14%-0.04%-4.89%2.70%-8.63%-4.61%
20171.25%3.35%-0.62%0.28%0.78%1.00%1.58%-0.51%2.61%1.42%3.76%1.11%17.13%
2016-3.05%1.53%7.82%0.89%0.87%2.03%3.45%-0.14%0.28%-2.08%4.38%1.33%18.25%
20150.24%-0.47%-1.11%-1.34%

Expense Ratio

Moat-etf has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for SPYD: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Moat-etf is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Moat-etf is 4444
Moat-etf
The Sharpe Ratio Rank of Moat-etf is 4545Sharpe Ratio Rank
The Sortino Ratio Rank of Moat-etf is 4646Sortino Ratio Rank
The Omega Ratio Rank of Moat-etf is 4646Omega Ratio Rank
The Calmar Ratio Rank of Moat-etf is 4444Calmar Ratio Rank
The Martin Ratio Rank of Moat-etf is 3939Martin 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.


Moat-etf
Sharpe ratio
The chart of Sharpe ratio for Moat-etf, currently valued at 1.77, compared to the broader market0.002.004.001.77
Sortino ratio
The chart of Sortino ratio for Moat-etf, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for Moat-etf, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Moat-etf, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for Moat-etf, currently valued at 5.48, compared to the broader market0.0010.0020.0030.0040.0050.005.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
2.403.381.432.319.33
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.981.511.180.662.96

Sharpe Ratio

The current Moat-etf Sharpe ratio is 1.77. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.43, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Moat-etf with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.77
2.24
Moat-etf
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Moat-etf granted a 2.92% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Moat-etf2.92%3.03%3.33%2.44%3.24%3.09%3.40%3.22%3.19%1.60%0.93%0.91%
SPY
SPDR S&P 500 ETF
1.26%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.58%4.66%5.01%3.68%4.95%4.43%4.75%4.63%4.34%1.13%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.07%
-0.41%
Moat-etf
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Moat-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 Moat-etf was 39.77%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Moat-etf drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.77%Feb 13, 202027Mar 23, 2020179Dec 4, 2020206
-20.17%Mar 30, 2022136Oct 12, 2022295Dec 14, 2023431
-16.29%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-10.59%Nov 4, 201552Jan 20, 201632Mar 7, 201684
-9.86%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility

Volatility Chart

The current Moat-etf volatility is 2.66%, 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%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.66%
2.38%
Moat-etf
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SPYSPYD
SPY1.000.72
SPYD0.721.00
The correlation results are calculated based on daily price changes starting from Oct 23, 2015