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ETF Dividend

Last updated Sep 21, 2023

Asset Allocation


VOO 50%SCHD 50%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities50%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend50%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.97%
10.86%
ETF Dividend
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
ETF Dividend0.36%8.76%7.14%13.36%10.24%11.72%
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%

Asset Correlations Table

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

SCHDVOO
SCHD1.000.88
VOO0.881.00

Sharpe Ratio

The current ETF Dividend Sharpe ratio is 0.65. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.65

The Sharpe ratio of ETF Dividend lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.65
0.74
ETF Dividend
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF Dividend granted a 2.57% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ETF Dividend2.57%2.59%2.12%2.53%2.69%2.91%2.57%2.93%3.11%2.82%2.77%3.32%
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.


0.06%
0.00%2.15%
0.03%
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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.35%
-8.22%
ETF Dividend
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 202099Aug 12, 2020126
-20.52%Jan 5, 2022186Sep 30, 2022
-18.24%Sep 24, 201864Dec 24, 201870Apr 5, 2019134
-12.76%May 22, 201566Aug 25, 2015143Mar 21, 2016209
-10.98%Jan 29, 201839Mar 23, 2018108Aug 27, 2018147

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.02%
3.47%
ETF Dividend
Benchmark (^GSPC)
Portfolio components