ETF Long Term 3 Funds
Moat, VGT and DDWM
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Jan 7, 2016, corresponding to the inception date of DDWM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
ETF Long Term 3 Funds | 12.77% | 7.47% | 7.53% | 21.29% | 16.68% | N/A |
Portfolio components: | ||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 11.24% | 8.22% | 8.36% | 19.41% | 15.21% | 13.00% |
VGT Vanguard Information Technology ETF | 13.54% | 6.24% | 5.40% | 23.29% | 21.29% | 19.73% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 12.35% | 8.20% | 8.41% | 18.45% | 8.82% | N/A |
Monthly Returns
The table below presents the monthly returns of ETF Long Term 3 Funds, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -0.02% | 4.20% | 2.88% | -4.46% | 4.49% | 2.96% | 2.12% | 2.85% | 12.77% | ||||
2023 | 10.09% | -1.34% | 6.06% | 0.87% | 2.57% | 6.11% | 3.37% | -2.95% | -4.97% | -2.96% | 10.19% | 5.87% | 36.51% |
2022 | -3.98% | -2.57% | 2.32% | -8.18% | -0.29% | -8.07% | 10.00% | -4.86% | -9.98% | 6.78% | 7.49% | -5.79% | -17.93% |
2021 | -0.53% | 3.44% | 3.76% | 4.04% | 0.76% | 3.24% | 2.24% | 2.17% | -4.60% | 5.25% | -0.71% | 3.91% | 25.04% |
2020 | 0.50% | -7.36% | -12.05% | 12.42% | 5.82% | 3.23% | 3.36% | 7.63% | -3.87% | -3.59% | 13.28% | 4.17% | 22.36% |
2019 | 8.29% | 4.88% | 1.89% | 5.00% | -7.65% | 7.30% | 2.45% | -2.37% | 2.78% | 3.59% | 4.24% | 2.83% | 37.44% |
2018 | 6.85% | -3.54% | -2.85% | 1.13% | 2.84% | 0.56% | 3.32% | 3.94% | 0.86% | -6.98% | 1.41% | -8.25% | -1.84% |
2017 | 3.10% | 4.36% | 1.33% | 2.03% | 2.42% | 0.07% | 2.39% | 1.01% | 1.56% | 3.44% | 2.17% | 0.91% | 27.73% |
2016 | -0.38% | 1.38% | 7.09% | 0.60% | 3.16% | -2.10% | 6.12% | 1.54% | 0.59% | -1.20% | 2.33% | 1.59% | 22.31% |
Expense Ratio
ETF Long Term 3 Funds features an expense ratio of 0.31%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF Long Term 3 Funds is 41, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.38 | 1.98 | 1.25 | 1.21 | 5.20 |
VGT Vanguard Information Technology ETF | 1.14 | 1.59 | 1.21 | 1.54 | 5.18 |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 1.68 | 2.31 | 1.29 | 2.40 | 8.81 |
Dividends
Dividend yield
ETF Long Term 3 Funds granted a 1.33% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
ETF Long Term 3 Funds | 1.33% | 1.49% | 1.72% | 1.43% | 1.62% | 1.69% | 2.11% | 1.35% | 1.79% | 1.37% | 0.98% | 0.74% |
Portfolio components: | ||||||||||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.77% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
VGT Vanguard Information Technology ETF | 0.68% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
DDWM WisdomTree Dynamic Currency Hedged International Equity Fund | 3.74% | 4.46% | 4.28% | 3.73% | 3.52% | 3.63% | 4.40% | 2.65% | 4.00% | 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 ETF Long Term 3 Funds. 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 Long Term 3 Funds was 32.45%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current ETF Long Term 3 Funds drawdown is 2.55%.
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 |
-12.12% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
-9.69% | Jan 29, 2018 | 9 | Feb 8, 2018 | 87 | Jun 14, 2018 | 96 |
Volatility
Volatility Chart
The current ETF Long Term 3 Funds volatility is 5.02%, 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
DDWM | VGT | MOAT | |
---|---|---|---|
DDWM | 1.00 | 0.64 | 0.72 |
VGT | 0.64 | 1.00 | 0.76 |
MOAT | 0.72 | 0.76 | 1.00 |