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SCHD/TECH/TSX

Last updated Sep 23, 2023

Asset Allocation


VGT 40%SCHD 30%XIU.TO 30%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities40%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend30%
XIU.TO
iShares S&P/TSX 60 Index ETF
Large Cap Growth Equities30%

Performance

The chart shows the growth of an initial investment of $10,000 in SCHD/TECH/TSX, 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%2.00%4.00%6.00%8.00%10.00%12.00%14.00%AprilMayJuneJulyAugustSeptember
5.26%
7.69%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the SCHD/TECH/TSX returned 12.02% Year-To-Date and 12.46% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.55%9.05%12.97%17.44%8.20%9.72%
SCHD/TECH/TSX-1.03%6.93%12.43%18.51%11.91%12.54%
SCHD
Schwab US Dividend Equity ETF
-1.66%2.32%-2.84%8.82%9.69%11.00%
VGT
Vanguard Information Technology ETF
-2.40%12.96%30.98%31.66%16.54%18.83%
XIU.TO
iShares S&P/TSX 60 Index ETF
1.45%3.04%3.91%9.50%6.69%5.02%

Asset Correlations Table

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

XIU.TOVGTSCHD
XIU.TO1.000.620.70
VGT0.621.000.70
SCHD0.700.701.00

Sharpe Ratio

The current SCHD/TECH/TSX Sharpe ratio is 0.96. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.96

The Sharpe ratio of SCHD/TECH/TSX 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
1.12
1.13
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

Dividend yield

SCHD/TECH/TSX granted a 2.39% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
SCHD/TECH/TSX2.39%2.33%1.91%2.35%2.43%2.71%2.28%2.60%2.89%2.55%2.53%2.83%
SCHD
Schwab US Dividend Equity ETF
3.66%3.48%2.96%3.46%3.39%3.60%3.18%3.59%3.81%3.47%3.34%3.98%
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%
XIU.TO
iShares S&P/TSX 60 Index ETF
3.32%3.08%2.55%3.25%3.18%3.64%3.04%3.20%3.97%3.39%3.53%3.64%

Expense Ratio

The SCHD/TECH/TSX features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.18%
0.00%2.15%
0.10%
0.00%2.15%
0.06%
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
SCHD
Schwab US Dividend Equity ETF
0.46
VGT
Vanguard Information Technology ETF
1.20
XIU.TO
iShares S&P/TSX 60 Index ETF
0.43

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-7.03%
-9.57%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the SCHD/TECH/TSX. 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 SCHD/TECH/TSX is 34.84%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.84%Feb 20, 202023Mar 23, 202094Aug 3, 2020117
-24.42%Jan 4, 2022199Oct 12, 2022
-19.53%Oct 2, 201860Dec 24, 201860Mar 21, 2019120
-17.89%Apr 29, 2015188Jan 20, 201698Jun 8, 2016286
-11.32%Apr 3, 201243Jun 1, 201268Sep 6, 2012111

Volatility Chart

The current SCHD/TECH/TSX volatility is 3.73%, 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
3.73%
3.36%
SCHD/TECH/TSX
Benchmark (^GSPC)
Portfolio components