etf
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 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 23, 2023, the etf returned -2.70% Year-To-Date and 12.28% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.67% |
| etf | -2.63% | -8.32% | -2.70% | -1.13% | 10.47% | 12.28% |
| Portfolio components: | ||||||
SOXX iShares PHLX Semiconductor ETF | -3.63% | 8.67% | 34.45% | 41.34% | 21.18% | 22.51% |
VGT Vanguard Information Technology ETF | -1.81% | 11.81% | 30.46% | 31.14% | 16.67% | 20.07% |
VHT Vanguard Health Care ETF | -1.84% | 2.15% | -3.37% | 6.53% | 7.38% | 10.16% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | -4.21% | 1.05% | 19.79% | 34.37% | 1.92% | 6.71% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | -4.29% | -12.99% | -9.02% | -26.86% | 16.67% | 16.52% |
PAVE Global X US Infrastructure Development ETF | -3.46% | 11.95% | 14.19% | 30.74% | 12.50% | 12.25% |
VPU Vanguard Utilities ETF | 0.96% | -2.87% | -8.60% | -9.14% | 6.32% | 6.61% |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | -3.01% | -81.11% | -81.53% | -80.15% | -23.20% | -17.31% |
LIT Global X Lithium & Battery Tech ETF | -4.11% | -9.04% | -6.25% | -19.80% | 11.70% | 13.83% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VPU | RHS | LIT | VHT | QCLN | PAVE | SOXX | BOTZ | VGT | |
|---|---|---|---|---|---|---|---|---|---|
| VPU | 1.00 | 0.61 | 0.18 | 0.44 | 0.20 | 0.33 | 0.18 | 0.25 | 0.29 |
| RHS | 0.61 | 1.00 | 0.29 | 0.55 | 0.28 | 0.50 | 0.31 | 0.36 | 0.40 |
| LIT | 0.18 | 0.29 | 1.00 | 0.46 | 0.70 | 0.59 | 0.61 | 0.68 | 0.62 |
| VHT | 0.44 | 0.55 | 0.46 | 1.00 | 0.52 | 0.59 | 0.56 | 0.62 | 0.67 |
| QCLN | 0.20 | 0.28 | 0.70 | 0.52 | 1.00 | 0.64 | 0.73 | 0.72 | 0.72 |
| PAVE | 0.33 | 0.50 | 0.59 | 0.59 | 0.64 | 1.00 | 0.63 | 0.68 | 0.63 |
| SOXX | 0.18 | 0.31 | 0.61 | 0.56 | 0.73 | 0.63 | 1.00 | 0.77 | 0.87 |
| BOTZ | 0.25 | 0.36 | 0.68 | 0.62 | 0.72 | 0.68 | 0.77 | 1.00 | 0.79 |
| VGT | 0.29 | 0.40 | 0.62 | 0.67 | 0.72 | 0.63 | 0.87 | 0.79 | 1.00 |
Dividend yield
etf granted a 2.21% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| etf | 2.21% | 1.25% | 0.93% | 1.11% | 1.57% | 1.85% | 1.51% | 1.54% | 1.32% | 1.36% | 1.29% | 1.93% |
| Portfolio components: | ||||||||||||
SOXX iShares PHLX Semiconductor ETF | 0.98% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
VGT Vanguard Information Technology ETF | 0.74% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
VHT Vanguard Health Care ETF | 1.44% | 1.34% | 1.17% | 1.25% | 1.98% | 1.48% | 1.42% | 1.60% | 1.36% | 1.15% | 1.28% | 1.93% |
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 0.22% | 0.23% | 0.17% | 0.19% | 0.84% | 1.47% | 0.01% | 0.06% | 0.00% | 0.00% | 0.00% | 0.00% |
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | 0.76% | 0.33% | 0.01% | 0.31% | 0.86% | 1.05% | 0.46% | 1.29% | 0.76% | 0.83% | 0.44% | 1.35% |
PAVE Global X US Infrastructure Development ETF | 0.73% | 0.84% | 0.49% | 0.45% | 0.68% | 0.80% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPU Vanguard Utilities ETF | 3.43% | 3.03% | 2.83% | 3.42% | 3.15% | 3.71% | 3.77% | 3.90% | 4.59% | 3.96% | 5.09% | 5.60% |
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | 10.27% | 2.36% | 2.16% | 2.28% | 2.31% | 2.72% | 2.18% | 2.05% | 2.11% | 2.10% | 1.90% | 2.97% |
LIT Global X Lithium & Battery Tech ETF | 1.32% | 0.99% | 0.22% | 0.41% | 1.89% | 2.62% | 3.48% | 2.37% | 0.27% | 1.21% | 0.37% | 2.77% |
Expense Ratio
The etf has a high expense ratio of 0.41%, 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 | |
|---|---|---|---|---|---|
SOXX iShares PHLX Semiconductor ETF | 1.04 | ||||
VGT Vanguard Information Technology ETF | 1.11 | ||||
VHT Vanguard Health Care ETF | 0.44 | ||||
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF | 1.13 | ||||
QCLN First Trust NASDAQ Clean Edge Green Energy Index Fund | -0.91 | ||||
PAVE Global X US Infrastructure Development ETF | 1.15 | ||||
VPU Vanguard Utilities ETF | -0.56 | ||||
RHS Invesco S&P 500® Equal Weight Consumer Staples ETF | -0.99 | ||||
LIT Global X Lithium & Battery Tech ETF | -0.87 |
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 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 etf is 35.68%, recorded on Mar 23, 2020. It took 76 trading sessions for the portfolio to recover.
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 | — | — | — |
| -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 |
| -9.52% | May 6, 2019 | 19 | May 31, 2019 | 36 | Jul 23, 2019 | 55 |
Volatility Chart
The current etf volatility is 4.04%, 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.