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ETF Dividend
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 50%SCHD 50%EquityEquity

Performance

Performance Chart

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 Every 3 months.


300.00%350.00%400.00%450.00%500.00%December2025FebruaryMarchAprilMay
437.08%
366.02%
ETF Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of May 9, 2025, the ETF Dividend returned -3.88% Year-To-Date and 11.49% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
ETF Dividend-3.88%9.88%-6.70%6.73%14.46%11.49%
VOO
Vanguard S&P 500 ETF
-3.28%13.71%-4.52%10.70%15.89%12.40%
SCHD
Schwab US Dividend Equity ETF
-4.79%6.00%-9.18%2.30%12.67%10.38%
*Annualized

Monthly Returns

The table below presents the monthly returns of ETF Dividend, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.28%0.64%-3.35%-4.25%0.90%-3.88%
20240.88%3.53%3.96%-4.26%3.54%1.84%3.69%2.38%1.52%-0.38%5.24%-4.47%18.31%
20234.18%-2.90%1.38%0.39%-1.78%5.93%3.74%-1.56%-4.47%-2.99%7.75%5.42%15.15%
2022-3.98%-2.45%3.38%-6.45%2.13%-8.11%6.55%-3.44%-8.32%9.67%6.18%-4.54%-10.88%
2021-0.96%4.41%6.81%3.75%1.92%0.65%1.55%2.52%-4.18%5.72%-1.38%5.91%29.49%
2020-0.90%-8.72%-12.17%12.70%4.22%0.61%5.59%6.05%-3.13%-1.08%12.07%3.39%16.72%
20196.98%3.65%1.74%3.62%-6.97%7.14%1.56%-1.47%2.89%1.77%3.23%2.63%29.34%
20185.07%-4.67%-2.43%-0.39%2.11%0.73%4.05%2.75%0.91%-6.37%2.63%-8.48%-5.00%
20170.65%3.65%0.14%0.64%1.57%0.27%1.86%0.14%2.44%2.97%3.63%1.62%21.33%
2016-3.60%0.27%6.63%0.09%1.58%1.61%3.26%-0.10%0.11%-1.68%3.50%2.15%14.30%
2015-2.99%5.41%-1.96%0.88%0.88%-2.63%1.44%-5.73%-1.59%8.61%0.35%-1.35%0.52%
2014-3.99%4.23%1.41%1.27%1.81%1.72%-1.55%3.70%-0.81%2.19%2.87%-0.60%12.62%

Expense Ratio

ETF Dividend has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF Dividend is 27, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ETF Dividend is 2727
Overall Rank
The Sharpe Ratio Rank of ETF Dividend is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF Dividend is 2424
Sortino Ratio Rank
The Omega Ratio Rank of ETF Dividend is 2828
Omega Ratio Rank
The Calmar Ratio Rank of ETF Dividend is 2727
Calmar Ratio Rank
The Martin Ratio Rank of ETF Dividend is 2929
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
0.560.921.130.582.25
SCHD
Schwab US Dividend Equity ETF
0.140.351.050.170.57

The current ETF Dividend Sharpe ratio is 0.41. 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 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ETF Dividend 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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.41
0.48
ETF Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Dividend provided a 2.69% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.69%2.44%2.47%2.54%2.01%2.35%2.43%2.56%2.21%2.45%2.54%2.24%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-8.18%
-7.82%
ETF Dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF Dividend. 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 Dividend was 33.50%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current ETF Dividend drawdown is 8.18%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.5%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-20.52%Jan 5, 2022186Sep 30, 2022303Dec 14, 2023489
-18.24%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-16.43%Dec 2, 202487Apr 8, 2025
-12.76%May 22, 201566Aug 25, 2015143Mar 21, 2016209

Volatility

Volatility Chart

The current ETF Dividend volatility is 9.60%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
9.60%
11.21%
ETF Dividend
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCSCHDVOOPortfolio
^GSPC1.000.851.000.96
SCHD0.851.000.850.96
VOO1.000.851.000.96
Portfolio0.960.960.961.00
The correlation results are calculated based on daily price changes starting from Oct 21, 2011