SCHD/TECH/TSX
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VGT Vanguard Information Technology ETF | Technology Equities | 40% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 30% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XIU.TO | VGT | SCHD | |
|---|---|---|---|
| XIU.TO | 1.00 | 0.62 | 0.70 |
| VGT | 0.62 | 1.00 | 0.70 |
| SCHD | 0.70 | 0.70 | 1.00 |
Dividend yield
SCHD/TECH/TSX granted a 2.39% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHD/TECH/TSX | 2.39% | 2.33% | 1.91% | 2.35% | 2.43% | 2.71% | 2.28% | 2.60% | 2.89% | 2.55% | 2.53% | 2.83% |
| Portfolio components: | ||||||||||||
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.
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 | |
|---|---|---|---|---|---|
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.
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, 2020 | 23 | Mar 23, 2020 | 94 | Aug 3, 2020 | 117 |
| -24.42% | Jan 4, 2022 | 199 | Oct 12, 2022 | — | — | — |
| -19.53% | Oct 2, 2018 | 60 | Dec 24, 2018 | 60 | Mar 21, 2019 | 120 |
| -17.89% | Apr 29, 2015 | 188 | Jan 20, 2016 | 98 | Jun 8, 2016 | 286 |
| -11.32% | Apr 3, 2012 | 43 | Jun 1, 2012 | 68 | Sep 6, 2012 | 111 |
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.