etf

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

etf

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	Robotics, Technology Equities	11.11%
LIT Global X Lithium & Battery Tech ETF	Commodity Producers Equities	11.11%
PAVE Global X US Infrastructure Development ETF	Utilities Equities	11.11%
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	Alternative Energy Equities	11.11%
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF	Consumer Staples Equities	11.11%
SOXX iShares PHLX Semiconductor ETF	Technology Equities	11.11%
VGT Vanguard Information Technology ETF	Technology Equities	11.11%
VHT Vanguard Health Care ETF	Health & Biotech Equities	11.11%
VPU Vanguard Utilities ETF	Utilities Equities	11.11%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Mar 8, 2017, corresponding to the inception date of PAVE

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
etf	-4.68%	8.97%	-9.47%	-2.66%	13.09%	N/A
Portfolio components:
SOXX iShares PHLX Semiconductor ETF	-9.89%	15.02%	-15.93%	-11.36%	20.42%	21.26%
VGT Vanguard Information Technology ETF	-8.02%	12.05%	-8.30%	11.24%	18.63%	19.33%
VHT Vanguard Health Care ETF	-4.00%	-0.66%	-11.91%	-6.05%	6.17%	7.56%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-8.17%	11.43%	-13.02%	-6.04%	6.73%	N/A
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-13.09%	13.96%	-13.40%	-12.48%	3.37%	4.99%
PAVE Global X US Infrastructure Development ETF	-0.62%	12.43%	-10.63%	2.55%	25.38%	N/A
VPU Vanguard Utilities ETF	6.95%	6.20%	3.12%	15.76%	10.64%	9.80%
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF	0.40%	1.25%	-1.79%	-5.21%	4.99%	5.77%
LIT Global X Lithium & Battery Tech ETF	-7.63%	9.89%	-14.86%	-15.39%	8.74%	5.43%

*Annualized

Monthly Returns

The table below presents the monthly returns of etf, 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
2025	1.67%	-2.03%	-5.21%	-1.33%	2.32%								-4.68%
2024	-3.80%	6.03%	2.79%	-4.36%	5.51%	-1.86%	2.46%	0.67%	3.44%	-2.84%	4.50%	-5.37%	6.45%
2023	9.68%	-2.68%	3.41%	-2.67%	2.52%	6.13%	3.04%	-5.84%	-6.56%	-6.96%	8.84%	7.61%	15.47%
2022	-8.95%	-0.42%	3.38%	-10.34%	2.59%	-7.56%	10.11%	-3.45%	-10.18%	5.70%	7.34%	-7.26%	-19.92%
2021	2.38%	-0.89%	2.37%	2.71%	0.58%	3.49%	2.49%	2.94%	-4.83%	8.16%	0.43%	1.46%	22.92%
2020	0.93%	-5.99%	-13.36%	13.09%	7.65%	4.52%	7.88%	8.01%	-0.33%	1.30%	15.27%	6.77%	51.44%
2019	7.90%	5.10%	0.89%	3.67%	-8.78%	8.62%	0.84%	-2.52%	3.07%	2.60%	3.56%	4.82%	32.61%
2018	3.95%	-4.35%	-1.59%	-1.64%	3.13%	-0.90%	2.84%	2.73%	-0.34%	-7.27%	2.73%	-9.43%	-10.65%
2017			2.50%	1.18%	3.11%	-0.48%	3.41%	2.16%	3.54%	4.35%	2.23%	-0.12%	24.03%

Expense Ratio

etf has an expense ratio of 0.41%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

LIT

Global X Lithium & Battery Tech ETF

BOTZ

Global X Robotics & Artificial Intelligence Thematic ETF

QCLN

First Trust NASDAQ Clean Edge Green Energy Index Fund

PAVE

Global X US Infrastructure Development ETF

SOXX

iShares PHLX Semiconductor ETF

RHS

Invesco S&P 500® Equal Weight Consumer Staples ETF

VGT

Vanguard Information Technology ETF

VHT

Vanguard Health Care ETF

VPU

Vanguard Utilities ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of etf is 4, meaning it’s performing worse than 96% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SOXX iShares PHLX Semiconductor ETF	-0.24	-0.07	0.99	-0.26	-0.59
VGT Vanguard Information Technology ETF	0.39	0.73	1.10	0.43	1.39
VHT Vanguard Health Care ETF	-0.40	-0.41	0.95	-0.36	-0.88
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-0.23	-0.15	0.98	-0.17	-0.76
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	-0.39	-0.34	0.96	-0.20	-0.89
PAVE Global X US Infrastructure Development ETF	0.11	0.44	1.06	0.17	0.48
VPU Vanguard Utilities ETF	0.94	1.56	1.20	1.80	4.55
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF	-0.33	-0.33	0.96	-0.29	-0.80
LIT Global X Lithium & Battery Tech ETF	-0.56	-0.63	0.93	-0.27	-1.09

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

etf Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: -0.15
5-Year: 0.64
All Time: 0.58

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of etf compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

etf provided a 1.28% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.28%	1.24%	1.31%	1.24%	0.90%	1.05%	1.49%	1.72%	1.37%	1.36%	1.13%	1.15%
Portfolio components:
SOXX iShares PHLX Semiconductor ETF	0.76%	0.67%	0.78%	1.25%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%	1.56%
VGT Vanguard Information Technology ETF	0.56%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
VHT Vanguard Health Care ETF	1.64%	1.53%	1.36%	1.33%	1.14%	1.21%	1.89%	1.38%	1.31%	1.45%	1.22%	1.02%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.15%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%	0.00%
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund	1.07%	0.87%	0.76%	0.33%	0.01%	0.30%	0.85%	1.03%	0.45%	1.25%	0.72%	0.78%
PAVE Global X US Infrastructure Development ETF	0.55%	0.54%	0.68%	0.84%	0.48%	0.44%	0.67%	0.78%	0.30%	0.00%	0.00%	0.00%
VPU Vanguard Utilities ETF	2.92%	3.02%	3.49%	2.98%	2.70%	3.17%	2.83%	3.23%	3.18%	3.19%	3.63%	3.02%
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF	2.87%	2.86%	2.78%	2.31%	2.07%	2.14%	2.12%	2.43%	1.90%	1.76%	1.77%	1.73%
LIT Global X Lithium & Battery Tech ETF	1.01%	0.93%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%	1.07%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 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 etf was 35.68%, occurring on Mar 23, 2020. Recovery took 76 trading sessions.

The current etf drawdown is 10.16%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.68%	Feb 21, 2020	22	Mar 23, 2020	76	Jul 10, 2020	98
-27.59%	Nov 9, 2021	235	Oct 14, 2022	491	Sep 30, 2024	726
-21.98%	Dec 3, 2024	86	Apr 8, 2025	—	—	—
-20.41%	Jan 29, 2018	229	Dec 24, 2018	81	Apr 23, 2019	310
-11%	Feb 16, 2021	15	Mar 8, 2021	67	Jun 11, 2021	82

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	VPU	RHS	LIT	VHT	QCLN	SOXX	PAVE	BOTZ	VGT	Portfolio
^GSPC	1.00	0.41	0.52	0.60	0.74	0.68	0.79	0.79	0.80	0.90	0.91
VPU	0.41	1.00	0.58	0.19	0.44	0.23	0.17	0.35	0.24	0.25	0.40
RHS	0.52	0.58	1.00	0.28	0.54	0.28	0.26	0.47	0.31	0.32	0.48
LIT	0.60	0.19	0.28	1.00	0.43	0.70	0.57	0.57	0.64	0.57	0.77
VHT	0.74	0.44	0.54	0.43	1.00	0.50	0.52	0.58	0.59	0.62	0.70
QCLN	0.68	0.23	0.28	0.70	0.50	1.00	0.71	0.64	0.70	0.69	0.85
SOXX	0.79	0.17	0.26	0.57	0.52	0.71	1.00	0.63	0.77	0.88	0.85
PAVE	0.79	0.35	0.47	0.57	0.58	0.64	0.63	1.00	0.69	0.63	0.81
BOTZ	0.80	0.24	0.31	0.64	0.59	0.70	0.77	0.69	1.00	0.80	0.87
VGT	0.90	0.25	0.32	0.57	0.62	0.69	0.88	0.63	0.80	1.00	0.86
Portfolio	0.91	0.40	0.48	0.77	0.70	0.85	0.85	0.81	0.87	0.86	1.00

The correlation results are calculated based on daily price changes starting from Mar 9, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

etf

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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