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ETF Long Term 3 Funds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MOAT 40%VGT 40%DDWM 20%EquityEquity
PositionCategory/SectorWeight
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
Foreign Large Cap Equities

20%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

40%

VGT
Vanguard Information Technology ETF
Technology Equities

40%

S&P 500

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


150.00%200.00%250.00%300.00%2024FebruaryMarchAprilMayJune
298.14%
181.23%
ETF Long Term 3 Funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 7, 2016, corresponding to the inception date of DDWM

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.57%2.97%14.93%24.71%13.14%10.88%
ETF Long Term 3 Funds10.20%1.59%10.56%22.20%16.97%N/A
MOAT
VanEck Vectors Morningstar Wide Moat ETF
2.55%-1.26%2.97%12.66%14.23%12.61%
VGT
Vanguard Information Technology ETF
19.65%5.96%19.75%35.78%23.86%21.09%
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
7.29%-1.58%8.01%15.16%7.66%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.02%4.20%2.88%-4.46%4.50%10.20%
202310.09%-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%
20200.50%-7.36%-12.05%12.42%5.82%3.23%3.36%7.63%-3.87%-3.59%13.28%4.17%22.36%
20198.29%4.88%1.89%5.00%-7.65%7.30%2.45%-2.37%2.78%3.59%4.24%2.83%37.44%
20186.85%-3.54%-2.85%1.13%2.84%0.56%3.32%3.94%0.86%-6.98%1.41%-8.25%-1.84%
20173.10%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 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.


Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for DDWM: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

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.


The Risk-Adjusted Performance Rank of ETF Long Term 3 Funds is 4141
ETF Long Term 3 Funds
The Sharpe Ratio Rank of ETF Long Term 3 Funds is 4040Sharpe Ratio Rank
The Sortino Ratio Rank of ETF Long Term 3 Funds is 3939Sortino Ratio Rank
The Omega Ratio Rank of ETF Long Term 3 Funds is 3838Omega Ratio Rank
The Calmar Ratio Rank of ETF Long Term 3 Funds is 5353Calmar Ratio Rank
The Martin Ratio Rank of ETF Long Term 3 Funds is 3737Martin 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.


ETF Long Term 3 Funds
Sharpe ratio
The chart of Sharpe ratio for ETF Long Term 3 Funds, currently valued at 1.66, compared to the broader market0.002.004.001.66
Sortino ratio
The chart of Sortino ratio for ETF Long Term 3 Funds, currently valued at 2.34, compared to the broader market-2.000.002.004.006.002.34
Omega ratio
The chart of Omega ratio for ETF Long Term 3 Funds, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ETF Long Term 3 Funds, currently valued at 1.73, compared to the broader market0.002.004.006.008.0010.001.73
Martin ratio
The chart of Martin ratio for ETF Long Term 3 Funds, currently valued at 5.27, compared to the broader market0.0010.0020.0030.0040.0050.005.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.901.321.160.772.22
VGT
Vanguard Information Technology ETF
1.972.661.332.717.68
DDWM
WisdomTree Dynamic Currency Hedged International Equity Fund
1.221.721.211.735.11

Sharpe Ratio

The current ETF Long Term 3 Funds Sharpe ratio is 1.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.46 to 2.42, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETF Long Term 3 Funds with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.66
2.24
ETF Long Term 3 Funds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Long Term 3 Funds granted a 1.37% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF Long Term 3 Funds1.37%1.49%1.72%1.43%1.62%1.69%2.11%1.35%1.79%1.37%0.98%0.74%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.84%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
0.62%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
3.95%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.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.39%
-0.41%
ETF Long Term 3 Funds
Benchmark (^GSPC)
Portfolio components

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 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.45%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-25.82%Dec 28, 2021202Oct 14, 2022164Jun 12, 2023366
-18.36%Oct 4, 201856Dec 24, 201856Mar 18, 2019112
-12.12%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-9.69%Jan 29, 20189Feb 8, 201887Jun 14, 201896

Volatility

Volatility Chart

The current ETF Long Term 3 Funds volatility is 2.79%, 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.


2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.79%
2.38%
ETF Long Term 3 Funds
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

DDWMVGTMOAT
DDWM1.000.640.72
VGT0.641.000.77
MOAT0.720.771.00
The correlation results are calculated based on daily price changes starting from Jan 8, 2016