Moat-etf
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
Performance
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
Returns
As of Sep 21, 2023, the Moat-etf returned 5.21% Year-To-Date and 9.92% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 10.14% |
| Moat-etf | 0.76% | 8.43% | 5.21% | 8.76% | 7.45% | 9.92% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 0.46% | 12.37% | 15.97% | 18.06% | 10.34% | 12.10% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 1.06% | 4.57% | -5.01% | -0.43% | 3.87% | 7.23% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SPY | SPYD | |
|---|---|---|
| SPY | 1.00 | 0.73 |
| SPYD | 0.73 | 1.00 |
Dividend yield
Moat-etf granted a 3.22% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Moat-etf | 3.22% | 3.43% | 2.62% | 3.59% | 3.57% | 4.08% | 4.02% | 4.12% | 2.00% | 1.09% | 1.08% | 1.33% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.48% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.96% | 5.19% | 4.01% | 5.60% | 5.29% | 5.95% | 6.06% | 5.96% | 1.62% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The 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.
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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.84 | ||||
SPYD SPDR Portfolio S&P 500 High Dividend ETF | -0.19 |
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 Moat-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 Moat-etf is 39.77%, recorded on Mar 23, 2020. It took 179 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.77% | Feb 13, 2020 | 27 | Mar 23, 2020 | 179 | Dec 4, 2020 | 206 |
| -20.17% | Mar 30, 2022 | 136 | Oct 12, 2022 | — | — | — |
| -16.29% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -10.59% | Nov 4, 2015 | 52 | Jan 20, 2016 | 32 | Mar 7, 2016 | 84 |
| -9.86% | Jan 29, 2018 | 9 | Feb 8, 2018 | 122 | Aug 3, 2018 | 131 |
Volatility Chart
The current Moat-etf volatility is 3.08%, 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.