moats
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 33.33% |
MOTG VanEck Morningstar Global Wide Moat ETF | Large Cap Blend Equities | 33.33% |
MOTI VanEck Vectors Morningstar International Moat ETF | Foreign Large Cap Equities | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in moats, 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 Oct 31, 2018, corresponding to the inception date of MOTG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 23.11% | -0.36% | 7.02% | 23.15% | 12.80% | 11.01% |
| moats | 7.41% | -0.99% | 4.93% | 8.20% | 7.53% | N/A |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 10.80% | -1.05% | 9.26% | 11.00% | 12.44% | 12.98% |
MOTI VanEck Vectors Morningstar International Moat ETF | 1.83% | -1.09% | -1.06% | 2.89% | 2.41% | N/A |
MOTG VanEck Morningstar Global Wide Moat ETF | 9.51% | -0.83% | 6.76% | 10.62% | 7.52% | N/A |
Monthly Returns
The table below presents the monthly returns of moats, 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 | -3.07% | 3.62% | 3.05% | -3.35% | 3.61% | -1.88% | 4.25% | 3.91% | 3.73% | -4.74% | 2.29% | 7.41% | |
| 2023 | 10.15% | -3.16% | 2.94% | 0.52% | -2.59% | 5.64% | 4.27% | -5.20% | -5.08% | -4.40% | 8.61% | 6.16% | 17.48% |
| 2022 | -0.63% | -1.41% | 0.04% | -6.39% | 1.81% | -7.54% | 6.30% | -5.03% | -10.36% | 5.80% | 11.65% | -3.08% | -10.54% |
| 2021 | -0.33% | 4.21% | 3.99% | 3.19% | 2.38% | -1.04% | -0.48% | 1.17% | -3.67% | 3.17% | -4.53% | 4.47% | 12.68% |
| 2020 | -2.17% | -7.64% | -12.13% | 11.03% | 4.24% | 1.97% | 2.51% | 5.76% | -2.99% | -2.78% | 13.60% | 3.61% | 12.76% |
| 2019 | 8.47% | 2.83% | 0.00% | 3.59% | -7.18% | 6.19% | 0.68% | -1.99% | 3.04% | 3.15% | 3.12% | 2.97% | 26.82% |
| 2018 | 4.23% | -7.66% | -3.76% |
Expense Ratio
moats features an expense ratio of 0.52%, 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
Risk-Adjusted Performance Rank
The current rank of moats 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 | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.99 | 1.39 | 1.18 | 1.79 | 5.11 |
MOTI VanEck Vectors Morningstar International Moat ETF | 0.24 | 0.45 | 1.05 | 0.28 | 0.76 |
MOTG VanEck Morningstar Global Wide Moat ETF | 0.98 | 1.40 | 1.17 | 1.70 | 4.99 |
Dividends
Dividend yield
moats provided a 0.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.00% | 1.69% | 2.72% | 3.88% | 2.19% | 2.52% | 1.99% | 2.31% | 0.83% | 0.99% | 0.45% | 0.26% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.00% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
MOTI VanEck Vectors Morningstar International Moat ETF | 0.00% | 2.34% | 3.27% | 4.67% | 2.14% | 3.90% | 3.73% | 5.86% | 1.33% | 0.84% | 0.00% | 0.00% |
MOTG VanEck Morningstar Global Wide Moat ETF | 0.00% | 1.86% | 3.64% | 5.88% | 2.96% | 2.35% | 0.45% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 moats. 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 moats was 32.70%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current moats drawdown is 6.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.7% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -24.38% | Jan 18, 2022 | 188 | Oct 14, 2022 | 184 | Jul 12, 2023 | 372 |
| -15.55% | Aug 1, 2023 | 63 | Oct 27, 2023 | 82 | Feb 27, 2024 | 145 |
| -12.3% | Dec 4, 2018 | 14 | Dec 24, 2018 | 28 | Feb 5, 2019 | 42 |
| -7.4% | Jun 14, 2021 | 120 | Dec 1, 2021 | 31 | Jan 14, 2022 | 151 |
Volatility
Volatility Chart
The current moats volatility is 3.34%, 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
| MOTI | MOAT | MOTG | |
|---|---|---|---|
| MOTI | 1.00 | 0.70 | 0.81 |
| MOAT | 0.70 | 1.00 | 0.90 |
| MOTG | 0.81 | 0.90 | 1.00 |