Dividend ETF's Only
Removed VIG, NOBL, DLN, DTD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 14.29% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 14.29% |
SDY SPDR S&P Dividend ETF | All Cap Equities, Dividend | 14.29% |
DVY iShares Select Dividend ETF | Large Cap Value Equities, Dividend | 14.29% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | All Cap Equities, Dividend | 14.29% |
HDV iShares Core High Dividend ETF | Large Cap Value Equities, Dividend | 14.29% |
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 14.29% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 8.51% | 10.14% |
| Dividend ETF's Only | 0.30% | 4.86% | -1.20% | 4.69% | 7.01% | 9.47% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SPYD | HDV | DGRO | SDY | DVY | SCHD | VYM | |
|---|---|---|---|---|---|---|---|
| SPYD | 1.00 | 0.84 | 0.83 | 0.91 | 0.94 | 0.87 | 0.89 |
| HDV | 0.84 | 1.00 | 0.88 | 0.87 | 0.89 | 0.91 | 0.93 |
| DGRO | 0.83 | 0.88 | 1.00 | 0.91 | 0.88 | 0.95 | 0.96 |
| SDY | 0.91 | 0.87 | 0.91 | 1.00 | 0.94 | 0.92 | 0.93 |
| DVY | 0.94 | 0.89 | 0.88 | 0.94 | 1.00 | 0.91 | 0.94 |
| SCHD | 0.87 | 0.91 | 0.95 | 0.92 | 0.91 | 1.00 | 0.97 |
| VYM | 0.89 | 0.93 | 0.96 | 0.93 | 0.94 | 0.97 | 1.00 |
Dividend yield
Dividend ETF's Only granted a 3.74% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend ETF's Only | 3.74% | 3.41% | 3.08% | 3.78% | 3.55% | 3.99% | 4.02% | 3.98% | 4.30% | 3.31% | 3.07% | 3.41% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 44 | Mar 23, 2020 | 200 | Jan 6, 2021 | 244 |
| -16.47% | Apr 21, 2022 | 113 | Sep 30, 2022 | — | — | — |
| -14.95% | Sep 24, 2018 | 64 | Dec 24, 2018 | 56 | Mar 18, 2019 | 120 |
| -10.51% | Jan 29, 2018 | 39 | Mar 23, 2018 | 119 | Sep 12, 2018 | 158 |
| -9.3% | Nov 4, 2015 | 52 | Jan 20, 2016 | 30 | Mar 3, 2016 | 82 |
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.