Bob's ETFs #1
Top ETFs
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Bob's ETFs #1, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 9.97% | N/A |
| Bob's ETFs #1 | -3.57% | 16.00% | 49.15% | 48.96% | 30.44% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -4.61% | 11.51% | 39.90% | 50.99% | 29.67% | N/A |
SOXX iShares PHLX Semiconductor ETF | -3.63% | 8.67% | 34.45% | 41.34% | 25.32% | N/A |
PSI Invesco Dynamic Semiconductors ETF | -4.44% | 5.29% | 26.16% | 37.44% | 23.91% | N/A |
XNTK SPDR NYSE Technology ETF | -0.89% | 17.22% | 40.27% | 40.43% | 17.47% | N/A |
XSD SPDR S&P Semiconductor ETF | -4.56% | -4.26% | 15.47% | 24.11% | 24.04% | N/A |
NAIL Direxion Daily Homebuilders & Supplies Bull 3X Shares | -16.76% | 37.25% | 83.02% | 140.01% | 13.12% | N/A |
WANT Direxion Daily Consumer Discretionary Bull 3X Shares | -4.76% | 32.99% | 65.63% | 3.35% | 1.55% | N/A |
VOOG Vanguard S&P 500 Growth ETF | -1.15% | 11.30% | 18.44% | 16.43% | 12.70% | N/A |
VGT Vanguard Information Technology ETF | -1.81% | 11.81% | 30.46% | 31.14% | 20.04% | N/A |
GBTC Grayscale Bitcoin Trust (BTC) | 6.90% | 18.12% | 127.99% | 68.83% | 30.37% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| GBTC | NAIL | WANT | VOOG | PSI | XSD | XNTK | VGT | SMH | SOXX | |
|---|---|---|---|---|---|---|---|---|---|---|
| GBTC | 1.00 | 0.21 | 0.31 | 0.32 | 0.32 | 0.33 | 0.35 | 0.34 | 0.32 | 0.32 |
| NAIL | 0.21 | 1.00 | 0.67 | 0.61 | 0.56 | 0.56 | 0.55 | 0.58 | 0.54 | 0.55 |
| WANT | 0.31 | 0.67 | 1.00 | 0.86 | 0.72 | 0.74 | 0.82 | 0.81 | 0.73 | 0.74 |
| VOOG | 0.32 | 0.61 | 0.86 | 1.00 | 0.79 | 0.80 | 0.90 | 0.96 | 0.82 | 0.82 |
| PSI | 0.32 | 0.56 | 0.72 | 0.79 | 1.00 | 0.97 | 0.87 | 0.85 | 0.97 | 0.98 |
| XSD | 0.33 | 0.56 | 0.74 | 0.80 | 0.97 | 1.00 | 0.88 | 0.86 | 0.95 | 0.96 |
| XNTK | 0.35 | 0.55 | 0.82 | 0.90 | 0.87 | 0.88 | 1.00 | 0.94 | 0.90 | 0.90 |
| VGT | 0.34 | 0.58 | 0.81 | 0.96 | 0.85 | 0.86 | 0.94 | 1.00 | 0.88 | 0.88 |
| SMH | 0.32 | 0.54 | 0.73 | 0.82 | 0.97 | 0.95 | 0.90 | 0.88 | 1.00 | 0.99 |
| SOXX | 0.32 | 0.55 | 0.74 | 0.82 | 0.98 | 0.96 | 0.90 | 0.88 | 0.99 | 1.00 |
Dividend yield
Bob's ETFs #1 granted a 0.70% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bob's ETFs #1 | 0.70% | 0.86% | 0.37% | 0.53% | 1.36% | 4.30% | 1.10% | 1.00% | 1.20% | 1.49% | 1.22% | 1.98% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 1.69% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
SOXX iShares PHLX Semiconductor ETF | 0.98% | 1.26% | 0.65% | 0.83% | 1.28% | 1.44% | 0.96% | 1.16% | 1.40% | 1.72% | 1.32% | 1.41% |
PSI Invesco Dynamic Semiconductors ETF | 1.08% | 1.85% | 0.43% | 0.64% | 1.63% | 2.63% | 0.68% | 2.21% | 0.48% | 5.95% | 2.03% | 3.02% |
XNTK SPDR NYSE Technology ETF | 0.46% | 0.85% | 0.35% | 0.30% | 0.62% | 30.41% | 1.73% | 1.10% | 1.27% | 1.21% | 1.46% | 1.35% |
XSD SPDR S&P Semiconductor ETF | 0.37% | 0.44% | 0.10% | 0.26% | 0.52% | 1.19% | 0.61% | 0.66% | 0.60% | 0.49% | 0.55% | 0.73% |
NAIL Direxion Daily Homebuilders & Supplies Bull 3X Shares | 0.36% | 0.00% | 0.00% | 0.01% | 0.17% | 0.35% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WANT Direxion Daily Consumer Discretionary Bull 3X Shares | 0.35% | 0.00% | 0.00% | 0.07% | 0.62% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOOG Vanguard S&P 500 Growth ETF | 0.99% | 0.94% | 0.54% | 0.90% | 1.30% | 1.40% | 1.40% | 1.58% | 1.70% | 1.42% | 1.64% | 2.00% |
VGT Vanguard Information Technology ETF | 0.74% | 0.91% | 0.65% | 0.84% | 1.14% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Bob's ETFs #1 has a high expense ratio of 0.42%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.34 | ||||
SOXX iShares PHLX Semiconductor ETF | 1.04 | ||||
PSI Invesco Dynamic Semiconductors ETF | 0.97 | ||||
XNTK SPDR NYSE Technology ETF | 1.28 | ||||
XSD SPDR S&P Semiconductor ETF | 0.52 | ||||
NAIL Direxion Daily Homebuilders & Supplies Bull 3X Shares | 1.54 | ||||
WANT Direxion Daily Consumer Discretionary Bull 3X Shares | -0.15 | ||||
VOOG Vanguard S&P 500 Growth ETF | 0.68 | ||||
VGT Vanguard Information Technology ETF | 1.11 | ||||
GBTC Grayscale Bitcoin Trust (BTC) | 0.91 |
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 Bob's ETFs #1. 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 Bob's ETFs #1 is 54.15%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.15% | Nov 22, 2021 | 226 | Oct 14, 2022 | — | — | — |
| -46.79% | Feb 20, 2020 | 20 | Mar 18, 2020 | 85 | Jul 20, 2020 | 105 |
| -19.24% | Dec 4, 2018 | 14 | Dec 24, 2018 | 28 | Feb 5, 2019 | 42 |
| -15.58% | Feb 22, 2021 | 9 | Mar 4, 2021 | 20 | Apr 1, 2021 | 29 |
| -14.22% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility Chart
The current Bob's ETFs #1 volatility is 7.72%, 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.