ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in ETF, 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 ETF returned 6.80% Year-To-Date and 7.21% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.21% | 9.67% |
| ETF | -1.58% | 1.89% | 6.80% | 12.74% | 6.60% | 7.21% |
| Portfolio components: | ||||||
VT Vanguard Total World Stock ETF | -1.30% | 6.92% | 10.64% | 18.85% | 6.57% | 8.31% |
VIGI Vanguard International Dividend Appreciation ETF | -1.17% | 2.76% | 5.57% | 18.92% | 5.25% | 6.96% |
PAVE Global X US Infrastructure Development ETF | -4.16% | 11.95% | 14.19% | 30.74% | 12.60% | 12.25% |
SMH VanEck Vectors Semiconductor ETF | -4.78% | 11.51% | 39.90% | 50.99% | 25.46% | 25.38% |
SOXX iShares PHLX Semiconductor ETF | -4.05% | 8.67% | 34.45% | 41.34% | 21.59% | 22.51% |
VGK Vanguard FTSE Europe ETF | -1.81% | 2.92% | 8.63% | 30.42% | 3.75% | 6.01% |
VPL Vanguard FTSE Pacific ETF | 1.23% | 4.67% | 7.60% | 18.90% | 1.99% | 4.31% |
VNQ Vanguard Real Estate ETF | -4.32% | -0.60% | -4.10% | -3.86% | 2.85% | 3.01% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.28% | -0.35% | -4.04% | 1.39% | -3.49% | -0.44% |
VGLT Vanguard Long-Term Treasury ETF | -3.24% | -11.90% | -5.40% | -9.20% | -2.16% | -1.26% |
VGIT Vanguard Intermediate-Term Treasury ETF | -0.41% | -3.79% | -0.29% | 0.32% | 0.51% | 0.39% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.32% | 0.02% | 2.18% | 2.63% | 2.83% | 2.36% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.18% | 0.18% | 2.11% | 3.64% | 1.68% | 1.58% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | -0.71% | -3.23% | 1.14% | 3.03% | 1.17% | 1.40% |
XLU Utilities Select Sector SPDR Fund | 0.27% | -2.08% | -8.09% | -8.96% | 7.43% | 6.95% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VTIP | XLU | VGLT | VGIT | VCSH | LQD | VNQ | SMH | SOXX | PAVE | VNQI | VPL | VGK | VIGI | VT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VTIP | 1.00 | 0.18 | 0.37 | 0.53 | 0.55 | 0.46 | 0.20 | 0.06 | 0.06 | 0.09 | 0.17 | 0.13 | 0.15 | 0.17 | 0.14 |
| XLU | 0.18 | 1.00 | 0.12 | 0.14 | 0.25 | 0.29 | 0.63 | 0.16 | 0.17 | 0.30 | 0.33 | 0.29 | 0.32 | 0.34 | 0.36 |
| VGLT | 0.37 | 0.12 | 1.00 | 0.86 | 0.59 | 0.76 | 0.04 | -0.15 | -0.15 | -0.25 | -0.06 | -0.16 | -0.17 | -0.10 | -0.18 |
| VGIT | 0.53 | 0.14 | 0.86 | 1.00 | 0.77 | 0.73 | 0.07 | -0.14 | -0.14 | -0.22 | -0.02 | -0.11 | -0.12 | -0.05 | -0.15 |
| VCSH | 0.55 | 0.25 | 0.59 | 0.77 | 1.00 | 0.78 | 0.26 | 0.11 | 0.11 | 0.06 | 0.21 | 0.17 | 0.16 | 0.22 | 0.16 |
| LQD | 0.46 | 0.29 | 0.76 | 0.73 | 0.78 | 1.00 | 0.31 | 0.17 | 0.17 | 0.10 | 0.26 | 0.19 | 0.20 | 0.25 | 0.22 |
| VNQ | 0.20 | 0.63 | 0.04 | 0.07 | 0.26 | 0.31 | 1.00 | 0.40 | 0.41 | 0.55 | 0.58 | 0.50 | 0.53 | 0.54 | 0.62 |
| SMH | 0.06 | 0.16 | -0.15 | -0.14 | 0.11 | 0.17 | 0.40 | 1.00 | 0.99 | 0.61 | 0.54 | 0.67 | 0.64 | 0.67 | 0.78 |
| SOXX | 0.06 | 0.17 | -0.15 | -0.14 | 0.11 | 0.17 | 0.41 | 0.99 | 1.00 | 0.63 | 0.54 | 0.66 | 0.64 | 0.66 | 0.78 |
| PAVE | 0.09 | 0.30 | -0.25 | -0.22 | 0.06 | 0.10 | 0.55 | 0.61 | 0.63 | 1.00 | 0.57 | 0.69 | 0.70 | 0.66 | 0.80 |
| VNQI | 0.17 | 0.33 | -0.06 | -0.02 | 0.21 | 0.26 | 0.58 | 0.54 | 0.54 | 0.57 | 1.00 | 0.77 | 0.77 | 0.78 | 0.76 |
| VPL | 0.13 | 0.29 | -0.16 | -0.11 | 0.17 | 0.19 | 0.50 | 0.67 | 0.66 | 0.69 | 0.77 | 1.00 | 0.82 | 0.87 | 0.88 |
| VGK | 0.15 | 0.32 | -0.17 | -0.12 | 0.16 | 0.20 | 0.53 | 0.64 | 0.64 | 0.70 | 0.77 | 0.82 | 1.00 | 0.91 | 0.89 |
| VIGI | 0.17 | 0.34 | -0.10 | -0.05 | 0.22 | 0.25 | 0.54 | 0.67 | 0.66 | 0.66 | 0.78 | 0.87 | 0.91 | 1.00 | 0.89 |
| VT | 0.14 | 0.36 | -0.18 | -0.15 | 0.16 | 0.22 | 0.62 | 0.78 | 0.78 | 0.80 | 0.76 | 0.88 | 0.89 | 0.89 | 1.00 |
Dividend yield
ETF granted a 2.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 2.63% | 2.63% | 2.87% | 2.01% | 3.27% | 3.32% | 2.81% | 2.95% | 2.88% | 3.01% | 3.01% | 3.87% |
| Portfolio components: | ||||||||||||
VT Vanguard Total World Stock ETF | 2.11% | 2.23% | 1.89% | 1.75% | 2.50% | 2.80% | 2.38% | 2.76% | 2.91% | 2.95% | 2.56% | 2.93% |
VIGI Vanguard International Dividend Appreciation ETF | 2.20% | 2.09% | 7.28% | 1.43% | 2.07% | 2.30% | 2.06% | 1.26% | 0.00% | 0.00% | 0.00% | 0.00% |
PAVE Global X US Infrastructure Development ETF | 0.73% | 0.84% | 0.49% | 0.45% | 0.68% | 0.80% | 0.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VGK Vanguard FTSE Europe ETF | 3.36% | 3.34% | 3.24% | 2.32% | 3.68% | 4.60% | 3.26% | 4.36% | 4.18% | 6.12% | 3.82% | 4.29% |
VPL Vanguard FTSE Pacific ETF | 2.89% | 2.79% | 3.32% | 1.94% | 3.12% | 3.46% | 2.98% | 3.16% | 2.98% | 3.37% | 3.21% | 4.27% |
VNQ Vanguard Real Estate ETF | 3.69% | 4.00% | 2.71% | 4.28% | 3.85% | 5.57% | 5.21% | 6.19% | 5.28% | 5.05% | 6.30% | 5.41% |
VNQI Vanguard Global ex-U.S. Real Estate ETF | 0.59% | 0.57% | 6.52% | 1.00% | 8.20% | 5.40% | 4.71% | 6.58% | 3.82% | 5.63% | 4.67% | 8.24% |
VGLT Vanguard Long-Term Treasury ETF | 3.40% | 2.90% | 1.90% | 2.29% | 2.68% | 3.03% | 2.93% | 3.17% | 3.87% | 3.43% | 4.10% | 3.99% |
VGIT Vanguard Intermediate-Term Treasury ETF | 2.51% | 1.77% | 1.75% | 2.35% | 2.40% | 2.26% | 1.88% | 1.93% | 1.97% | 1.82% | 1.96% | 3.13% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 5.07% | 6.89% | 5.04% | 1.35% | 2.23% | 2.85% | 1.81% | 0.92% | 0.00% | 1.00% | 0.06% | 0.13% |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.81% | 2.05% | 1.89% | 2.40% | 3.11% | 2.96% | 2.58% | 2.46% | 2.49% | 2.45% | 2.56% | 2.91% |
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 4.04% | 3.39% | 2.43% | 2.88% | 3.66% | 4.23% | 3.71% | 4.12% | 4.43% | 4.47% | 5.23% | 5.43% |
XLU Utilities Select Sector SPDR Fund | 3.35% | 2.99% | 2.95% | 3.42% | 3.33% | 3.86% | 4.00% | 4.24% | 4.72% | 4.25% | 5.32% | 5.94% |
Expense Ratio
The ETF features an expense ratio of 0.16%, 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 | |
|---|---|---|---|---|---|
VT Vanguard Total World Stock ETF | 0.92 | ||||
VIGI Vanguard International Dividend Appreciation ETF | 1.02 | ||||
PAVE Global X US Infrastructure Development ETF | 1.15 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.34 | ||||
SOXX iShares PHLX Semiconductor ETF | 1.04 | ||||
VGK Vanguard FTSE Europe ETF | 1.27 | ||||
VPL Vanguard FTSE Pacific ETF | 0.98 | ||||
VNQ Vanguard Real Estate ETF | -0.29 | ||||
VNQI Vanguard Global ex-U.S. Real Estate ETF | -0.13 | ||||
VGLT Vanguard Long-Term Treasury ETF | -0.63 | ||||
VGIT Vanguard Intermediate-Term Treasury ETF | -0.10 | ||||
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 0.48 | ||||
VCSH Vanguard Short-Term Corporate Bond ETF | 0.76 | ||||
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF | 0.12 | ||||
XLU Utilities Select Sector SPDR Fund | -0.54 |
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 ETF. 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 is 25.15%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.15% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -23.99% | Feb 18, 2020 | 24 | Mar 20, 2020 | 94 | Aug 4, 2020 | 118 |
| -11.88% | Jan 29, 2018 | 229 | Dec 24, 2018 | 57 | Mar 19, 2019 | 286 |
| -4.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -4.63% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
Volatility Chart
The current ETF volatility is 2.63%, 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.