ETF Dividend
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
Performance
The chart shows the growth of an initial investment of $10,000 in ETF Dividend, 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 ETF Dividend returned 7.14% Year-To-Date and 11.67% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| ETF Dividend | 0.36% | 8.76% | 7.14% | 13.36% | 10.24% | 11.72% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 0.48% | 12.46% | 16.07% | 18.16% | 10.40% | 12.06% |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 9.83% | 11.24% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SCHD | VOO | |
|---|---|---|
| SCHD | 1.00 | 0.88 |
| VOO | 0.88 | 1.00 |
Dividend yield
ETF Dividend granted a 2.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF Dividend | 2.57% | 2.59% | 2.12% | 2.53% | 2.69% | 2.91% | 2.57% | 2.93% | 3.11% | 2.82% | 2.77% | 3.32% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
Expense Ratio
The ETF Dividend has an expense ratio of 0.04% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.85 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 |
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 Dividend. 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 Dividend is 33.50%, recorded on Mar 23, 2020. It took 99 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.5% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -20.52% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -18.24% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -12.76% | May 22, 2015 | 66 | Aug 25, 2015 | 143 | Mar 21, 2016 | 209 |
| -10.98% | Jan 29, 2018 | 39 | Mar 23, 2018 | 108 | Aug 27, 2018 | 147 |
Volatility Chart
The current ETF Dividend volatility is 3.02%, 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.