Interactive Brokers
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Interactive Brokers, 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 every 3 months.
The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of IAUM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| Interactive Brokers | -1.99% | -2.78% | -4.85% | 9.00% | N/A | N/A |
| Portfolio components: | ||||||
IAUM iShares Gold Trust Micro ETF of Benef Interest | 22.47% | 7.66% | 21.13% | 37.02% | N/A | N/A |
USRT iShares Core U.S. REIT ETF | -5.42% | -5.01% | -9.57% | 8.32% | 8.75% | 4.97% |
HAUZ Xtrackers International Real Estate ETF | 4.24% | 0.73% | -7.16% | 3.89% | 2.75% | 0.50% |
SCHG Schwab U.S. Large-Cap Growth ETF | -11.93% | -3.93% | -7.79% | 7.10% | 18.37% | 14.72% |
BKIE BNY Mellon International Equity ETF | 4.57% | -4.01% | -2.15% | 7.13% | N/A | N/A |
VGK Vanguard FTSE Europe ETF | 8.84% | -4.67% | -0.05% | 9.27% | 13.04% | 5.49% |
BKEM BNY Mellon Emerging Markets Equity ETF | -0.79% | -6.11% | -8.19% | 5.04% | N/A | N/A |
FTEC Fidelity MSCI Information Technology Index ETF | -15.55% | -6.81% | -13.56% | 2.38% | 19.08% | 18.37% |
IDX VanEck Vectors Indonesia Index ETF | -15.74% | -3.41% | -25.74% | -18.57% | 1.20% | -4.39% |
FLIN Franklin FTSE India ETF | -3.69% | 4.32% | -10.35% | 0.22% | 18.86% | N/A |
2388.HK BOC Hong Kong Holdings Ltd | 18.82% | 0.67% | 15.71% | 41.72% | 10.61% | 5.05% |
XBI SPDR S&P Biotech ETF | -15.01% | -12.15% | -22.73% | -13.04% | -1.88% | 0.11% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | -8.75% | -4.12% | -14.87% | -4.82% | 14.42% | 7.64% |
IHAK iShares Cybersecurity & Tech ETF | -4.04% | -2.44% | -7.13% | 3.99% | 12.58% | N/A |
SMH VanEck Vectors Semiconductor ETF | -16.75% | -11.02% | -22.50% | -8.24% | 26.86% | 23.40% |
KOMP SPDR S&P Kensho New Economies Composite ETF | -12.46% | -7.07% | -10.89% | -0.65% | 9.40% | N/A |
XAR SPDR S&P Aerospace & Defense ETF | -1.06% | 1.40% | 2.28% | 23.40% | 16.88% | 11.96% |
FIVG Defiance Next Gen Connectivity ETF | -16.33% | -9.84% | -10.92% | 6.77% | 12.12% | N/A |
Monthly Returns
The table below presents the monthly returns of Interactive Brokers, 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 | 2.66% | -1.27% | -1.35% | -1.98% | -1.99% | ||||||||
| 2024 | -0.78% | 4.03% | 3.00% | -2.19% | 4.99% | 2.13% | 1.68% | 2.41% | 2.71% | -1.63% | 1.90% | -2.17% | 16.93% |
| 2023 | 7.54% | -3.15% | 3.06% | 0.86% | 0.21% | 4.27% | 3.39% | -3.07% | -4.02% | -2.06% | 9.01% | 5.34% | 22.37% |
| 2022 | -3.99% | -2.09% | 1.82% | -7.12% | -0.78% | -6.72% | 5.46% | -3.82% | -8.83% | 3.16% | 7.75% | -3.11% | -18.07% |
| 2021 | 0.07% | 2.05% | -3.85% | 4.65% | -1.70% | 3.14% | 4.18% |
Expense Ratio
Interactive Brokers has an expense ratio of 0.15%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Interactive Brokers is 73, indicating average performance compared to other portfolios on our website. Here’s 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.
Dividends
Dividend yield
Interactive Brokers provided a 1.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.99% | 2.04% | 2.02% | 1.82% | 1.77% | 1.52% | 1.38% | 1.50% | 1.11% | 1.25% | 1.72% | 1.46% |
| Portfolio components: | ||||||||||||
IAUM iShares Gold Trust Micro ETF of Benef Interest | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USRT iShares Core U.S. REIT ETF | 2.98% | 2.85% | 3.18% | 3.46% | 2.27% | 3.12% | 3.34% | 5.66% | 3.44% | 3.98% | 3.59% | 3.46% |
HAUZ Xtrackers International Real Estate ETF | 4.32% | 4.50% | 3.50% | 1.99% | 4.84% | 3.37% | 3.69% | 1.93% | 2.59% | 2.18% | 9.42% | 4.98% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.46% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
BKIE BNY Mellon International Equity ETF | 2.97% | 3.31% | 2.88% | 2.97% | 2.58% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGK Vanguard FTSE Europe ETF | 3.22% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
BKEM BNY Mellon Emerging Markets Equity ETF | 2.92% | 2.76% | 3.02% | 3.15% | 2.22% | 1.78% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.58% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% |
IDX VanEck Vectors Indonesia Index ETF | 4.76% | 4.01% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% |
FLIN Franklin FTSE India ETF | 1.64% | 1.58% | 0.73% | 0.73% | 2.26% | 0.69% | 0.90% | 0.92% | 0.00% | 0.00% | 0.00% | 0.00% |
2388.HK BOC Hong Kong Holdings Ltd | 5.79% | 6.87% | 6.78% | 4.25% | 4.86% | 6.12% | 5.43% | 4.48% | 2.95% | 4.41% | 4.73% | 3.89% |
XBI SPDR S&P Biotech ETF | 0.18% | 0.15% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% |
NLR VanEck Vectors Uranium+Nuclear Energy ETF | 0.83% | 0.75% | 4.54% | 2.02% | 1.99% | 2.23% | 2.43% | 3.91% | 4.86% | 3.62% | 3.30% | 2.48% |
IHAK iShares Cybersecurity & Tech ETF | 0.21% | 0.20% | 0.13% | 0.25% | 0.50% | 0.40% | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.53% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
KOMP SPDR S&P Kensho New Economies Composite ETF | 1.26% | 1.04% | 1.27% | 1.47% | 1.44% | 0.69% | 0.81% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% |
XAR SPDR S&P Aerospace & Defense ETF | 0.69% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% |
FIVG Defiance Next Gen Connectivity ETF | 0.93% | 0.79% | 1.40% | 0.00% | 1.17% | 0.99% | 0.75% | 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 Interactive Brokers. 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 Interactive Brokers was 26.36%, occurring on Oct 14, 2022. Recovery took 339 trading sessions.
The current Interactive Brokers drawdown is 6.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.36% | Nov 9, 2021 | 243 | Oct 14, 2022 | 339 | Feb 8, 2024 | 582 |
| -14.8% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -8.82% | Jul 17, 2024 | 14 | Aug 5, 2024 | 33 | Sep 19, 2024 | 47 |
| -5.24% | Sep 7, 2021 | 20 | Oct 4, 2021 | 20 | Nov 1, 2021 | 40 |
| -4.7% | Dec 12, 2024 | 21 | Jan 13, 2025 | 8 | Jan 23, 2025 | 29 |
Volatility
Volatility Chart
The current Interactive Brokers volatility is 10.98%, 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
| 2388.HK | IAUM | IDX | FLIN | XBI | USRT | NLR | XAR | HAUZ | IHAK | SMH | BKEM | SCHG | FTEC | VGK | FIVG | BKIE | KOMP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2388.HK | 1.00 | 0.06 | 0.14 | 0.01 | -0.01 | 0.04 | 0.04 | 0.03 | 0.13 | 0.00 | 0.04 | 0.22 | -0.00 | 0.01 | 0.11 | 0.02 | 0.11 | 0.05 |
| IAUM | 0.06 | 1.00 | 0.25 | 0.17 | 0.11 | 0.17 | 0.31 | 0.16 | 0.29 | 0.16 | 0.12 | 0.31 | 0.11 | 0.11 | 0.27 | 0.15 | 0.31 | 0.17 |
| IDX | 0.14 | 0.25 | 1.00 | 0.38 | 0.32 | 0.35 | 0.38 | 0.32 | 0.48 | 0.34 | 0.35 | 0.52 | 0.38 | 0.39 | 0.48 | 0.38 | 0.50 | 0.42 |
| FLIN | 0.01 | 0.17 | 0.38 | 1.00 | 0.39 | 0.40 | 0.43 | 0.44 | 0.50 | 0.46 | 0.45 | 0.57 | 0.50 | 0.50 | 0.56 | 0.51 | 0.58 | 0.52 |
| XBI | -0.01 | 0.11 | 0.32 | 0.39 | 1.00 | 0.48 | 0.43 | 0.56 | 0.48 | 0.61 | 0.48 | 0.48 | 0.56 | 0.54 | 0.50 | 0.58 | 0.52 | 0.74 |
| USRT | 0.04 | 0.17 | 0.35 | 0.40 | 0.48 | 1.00 | 0.46 | 0.56 | 0.66 | 0.50 | 0.40 | 0.43 | 0.50 | 0.49 | 0.58 | 0.55 | 0.58 | 0.62 |
| NLR | 0.04 | 0.31 | 0.38 | 0.43 | 0.43 | 0.46 | 1.00 | 0.57 | 0.53 | 0.50 | 0.49 | 0.55 | 0.54 | 0.53 | 0.60 | 0.56 | 0.64 | 0.59 |
| XAR | 0.03 | 0.16 | 0.32 | 0.44 | 0.56 | 0.56 | 0.57 | 1.00 | 0.52 | 0.62 | 0.54 | 0.49 | 0.61 | 0.60 | 0.59 | 0.66 | 0.62 | 0.77 |
| HAUZ | 0.13 | 0.29 | 0.48 | 0.50 | 0.48 | 0.66 | 0.53 | 0.52 | 1.00 | 0.53 | 0.51 | 0.70 | 0.53 | 0.53 | 0.79 | 0.59 | 0.80 | 0.65 |
| IHAK | 0.00 | 0.16 | 0.34 | 0.46 | 0.61 | 0.50 | 0.50 | 0.62 | 0.53 | 1.00 | 0.68 | 0.54 | 0.79 | 0.79 | 0.59 | 0.77 | 0.62 | 0.81 |
| SMH | 0.04 | 0.12 | 0.35 | 0.45 | 0.48 | 0.40 | 0.49 | 0.54 | 0.51 | 0.68 | 1.00 | 0.62 | 0.85 | 0.91 | 0.61 | 0.90 | 0.64 | 0.73 |
| BKEM | 0.22 | 0.31 | 0.52 | 0.57 | 0.48 | 0.43 | 0.55 | 0.49 | 0.70 | 0.54 | 0.62 | 1.00 | 0.60 | 0.61 | 0.72 | 0.64 | 0.77 | 0.68 |
| SCHG | -0.00 | 0.11 | 0.38 | 0.50 | 0.56 | 0.50 | 0.54 | 0.61 | 0.53 | 0.79 | 0.85 | 0.60 | 1.00 | 0.97 | 0.65 | 0.87 | 0.68 | 0.80 |
| FTEC | 0.01 | 0.11 | 0.39 | 0.50 | 0.54 | 0.49 | 0.53 | 0.60 | 0.53 | 0.79 | 0.91 | 0.61 | 0.97 | 1.00 | 0.64 | 0.91 | 0.67 | 0.79 |
| VGK | 0.11 | 0.27 | 0.48 | 0.56 | 0.50 | 0.58 | 0.60 | 0.59 | 0.79 | 0.59 | 0.61 | 0.72 | 0.65 | 0.64 | 1.00 | 0.68 | 0.96 | 0.71 |
| FIVG | 0.02 | 0.15 | 0.38 | 0.51 | 0.58 | 0.55 | 0.56 | 0.66 | 0.59 | 0.77 | 0.90 | 0.64 | 0.87 | 0.91 | 0.68 | 1.00 | 0.71 | 0.83 |
| BKIE | 0.11 | 0.31 | 0.50 | 0.58 | 0.52 | 0.58 | 0.64 | 0.62 | 0.80 | 0.62 | 0.64 | 0.77 | 0.68 | 0.67 | 0.96 | 0.71 | 1.00 | 0.74 |
| KOMP | 0.05 | 0.17 | 0.42 | 0.52 | 0.74 | 0.62 | 0.59 | 0.77 | 0.65 | 0.81 | 0.73 | 0.68 | 0.80 | 0.79 | 0.71 | 0.83 | 0.74 | 1.00 |