ETF Long Term 3 Funds
Moat, VGT and DDWM
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ETF Long Term 3 Funds, 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 Oct 2, 2023, the ETF Long Term 3 Funds returned 20.58% Year-To-Date and 16.22% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | 7.98% | 10.80% |
| ETF Long Term 3 Funds | -5.86% | 4.24% | 19.94% | 29.68% | 12.37% | 16.13% |
| Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | -6.74% | 2.19% | 15.68% | 26.72% | 11.50% | 15.08% |
VGT Vanguard Information Technology ETF | -6.91% | 8.18% | 30.65% | 36.11% | 16.48% | 21.30% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | -1.96% | 0.14% | 7.46% | 21.45% | 4.60% | 7.09% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.06% | 0.87% | 2.57% | 6.11% | 3.37% | -2.95% | -4.97% |
Dividend yield
ETF Long Term 3 Funds granted a 1.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Long Term 3 Funds | 1.63% | 1.76% | 1.51% | 1.73% | 1.85% | 2.36% | 1.55% | 2.11% | 1.49% | 1.09% | 0.83% | 0.82% |
| Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.08% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
VGT Vanguard Information Technology ETF | 0.77% | 0.92% | 0.65% | 0.84% | 1.15% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 4.47% | 4.44% | 4.05% | 3.97% | 4.25% | 5.35% | 3.35% | 5.21% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The ETF Long Term 3 Funds has a high expense ratio of 0.31%, 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 | 1.17 | ||||
VGT Vanguard Information Technology ETF | 1.22 | ||||
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 1.60 |
Asset Correlations Table
| DDWM | VGT | MOAT | |
|---|---|---|---|
| DDWM | 1.00 | 0.66 | 0.73 |
| VGT | 0.66 | 1.00 | 0.78 |
| MOAT | 0.73 | 0.78 | 1.00 |
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 Long Term 3 Funds. 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 Long Term 3 Funds is 32.45%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -25.82% | Dec 28, 2021 | 202 | Oct 14, 2022 | 164 | Jun 12, 2023 | 366 |
| -18.36% | Oct 4, 2018 | 56 | Dec 24, 2018 | 56 | Mar 18, 2019 | 112 |
| -9.69% | Jan 29, 2018 | 9 | Feb 8, 2018 | 87 | Jun 14, 2018 | 96 |
| -9.55% | Sep 3, 2020 | 41 | Oct 30, 2020 | 11 | Nov 16, 2020 | 52 |
Volatility Chart
The current ETF Long Term 3 Funds 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.