moats
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | Large Cap Blend Equities | 33.33% |
MOTI VanEck Vectors Morningstar International Moat ETF | Foreign Large Cap Equities | 33.33% |
MOTG VanEck Morningstar Global Wide Moat ETF | Large Cap Blend Equities | 33.33% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 10.45% | N/A |
| moats | -0.09% | 3.11% | 9.29% | 18.38% | 8.92% | N/A |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.40% | 10.21% | 19.90% | 25.95% | 14.00% | N/A |
MOTI VanEck Vectors Morningstar International Moat ETF | -0.75% | -1.93% | 5.68% | 17.64% | 3.96% | N/A |
MOTG VanEck Morningstar Global Wide Moat ETF | 0.08% | 1.14% | 2.58% | 11.06% | 8.58% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| MOTI | MOAT | MOTG | |
|---|---|---|---|
| MOTI | 1.00 | 0.73 | 0.82 |
| MOAT | 0.73 | 1.00 | 0.90 |
| MOTG | 0.82 | 0.90 | 1.00 |
Dividend yield
moats granted a 2.56% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| moats | 2.56% | 2.72% | 4.00% | 2.35% | 2.78% | 2.23% | 2.71% | 0.98% | 1.14% | 0.50% | 0.30% | 0.23% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.04% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
MOTI VanEck Vectors Morningstar International Moat ETF | 3.10% | 3.27% | 4.82% | 2.32% | 4.31% | 4.29% | 6.99% | 1.68% | 1.07% | 0.00% | 0.00% | 0.00% |
MOTG VanEck Morningstar Global Wide Moat ETF | 3.55% | 3.64% | 6.09% | 3.26% | 2.66% | 0.52% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The moats has a high expense ratio of 0.52%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.99 | ||||
MOTI VanEck Vectors Morningstar International Moat ETF | 0.77 | ||||
MOTG VanEck Morningstar Global Wide Moat ETF | 0.47 |
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 moats. 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 moats is 32.70%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
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 |
| -12.3% | Dec 4, 2018 | 14 | Dec 24, 2018 | 28 | Feb 5, 2019 | 42 |
| -7.72% | Aug 1, 2023 | 36 | Sep 20, 2023 | — | — | — |
| -7.4% | Jun 14, 2021 | 120 | Dec 1, 2021 | 31 | Jan 14, 2022 | 151 |
Volatility Chart
The current moats volatility is 3.26%, 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.