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Dividend ETF's Only

Last updated Sep 21, 2023

Removed VIG, NOBL, DLN, DTD

Asset Allocation


VYM 14.29%SCHD 14.29%SDY 14.29%DVY 14.29%SPYD 14.29%HDV 14.29%DGRO 14.29%EquityEquity
PositionCategory/SectorWeight
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities14.29%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend14.29%
SDY
SPDR S&P Dividend ETF
All Cap Equities, Dividend14.29%
DVY
iShares Select Dividend ETF
Large Cap Value Equities, Dividend14.29%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
All Cap Equities, Dividend14.29%
HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend14.29%
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend14.29%

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend ETF's Only, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.11%
10.86%
Dividend ETF's Only
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Dividend ETF's Only returned -1.20% Year-To-Date and 9.47% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%8.51%10.14%
Dividend ETF's Only0.30%4.86%-1.20%4.69%7.01%9.47%
VYM
Vanguard High Dividend Yield ETF
0.52%6.61%0.54%8.07%7.10%9.37%
SCHD
Schwab US Dividend Equity ETF
-0.53%4.93%-1.48%6.73%9.83%11.75%
SDY
SPDR S&P Dividend ETF
0.22%2.66%-2.19%2.84%6.75%9.54%
DVY
iShares Select Dividend ETF
1.00%1.78%-4.83%-0.82%5.75%8.49%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
0.42%3.78%-5.01%-1.89%3.87%7.23%
HDV
iShares Core High Dividend ETF
0.74%6.74%0.82%8.37%6.13%7.83%
DGRO
iShares Core Dividend Growth ETF
-0.25%7.51%3.86%9.83%8.87%11.52%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SPYDHDVDGROSDYDVYSCHDVYM
SPYD1.000.840.830.910.940.870.89
HDV0.841.000.880.870.890.910.93
DGRO0.830.881.000.910.880.950.96
SDY0.910.870.911.000.940.920.93
DVY0.940.890.880.941.000.910.94
SCHD0.870.910.950.920.911.000.97
VYM0.890.930.960.930.940.971.00

Sharpe Ratio

The current Dividend ETF's Only Sharpe ratio is 0.21. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.21

The Sharpe ratio of Dividend ETF's Only is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.21
0.74
Dividend ETF's Only
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend ETF's Only granted a 3.74% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dividend ETF's Only3.74%3.41%3.08%3.78%3.55%3.99%4.02%3.98%4.30%3.31%3.07%3.41%
VYM
Vanguard High Dividend Yield ETF
3.15%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
SCHD
Schwab US Dividend Equity ETF
4.49%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
SDY
SPDR S&P Dividend ETF
3.36%2.62%2.77%3.09%2.74%3.13%5.52%4.08%7.92%6.44%5.63%4.87%
DVY
iShares Select Dividend ETF
3.73%3.49%3.28%3.98%3.87%4.21%3.65%3.82%4.46%4.06%4.24%5.30%
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
4.96%5.19%4.01%5.60%5.29%5.95%6.06%5.96%1.62%0.00%0.00%0.00%
HDV
iShares Core High Dividend ETF
4.09%3.63%3.67%4.46%3.75%4.35%4.02%4.17%5.16%4.38%4.48%5.20%
DGRO
iShares Core Dividend Growth ETF
2.39%2.36%2.00%2.43%2.40%2.72%2.31%2.64%3.00%1.19%0.00%0.00%

Expense Ratio

The Dividend ETF's Only features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.39%
0.00%2.15%
0.35%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VYM
Vanguard High Dividend Yield ETF
0.45
SCHD
Schwab US Dividend Equity ETF
0.36
SDY
SPDR S&P Dividend ETF
0.09
DVY
iShares Select Dividend ETF
-0.13
SPYD
SPDR Portfolio S&P 500 High Dividend ETF
-0.19
HDV
iShares Core High Dividend ETF
0.48
DGRO
iShares Core Dividend Growth ETF
0.56

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-5.94%
-8.22%
Dividend ETF's Only
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dividend ETF's Only. 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 Dividend ETF's Only is 37.78%, recorded on Mar 23, 2020. It took 200 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.78%Jan 21, 202044Mar 23, 2020200Jan 6, 2021244
-16.47%Apr 21, 2022113Sep 30, 2022
-14.95%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-10.51%Jan 29, 201839Mar 23, 2018119Sep 12, 2018158
-9.3%Nov 4, 201552Jan 20, 201630Mar 3, 201682

Volatility Chart

The current Dividend ETF's Only volatility is 2.57%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
2.57%
3.47%
Dividend ETF's Only
Benchmark (^GSPC)
Portfolio components