BEST usd etfs Watchlist
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in BEST usd etfs Watchlist, 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
The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| BEST usd etfs Watchlist | 10.08% | 1.15% | 8.69% | 16.80% | N/A | N/A |
| Portfolio components: | ||||||
COWZ Pacer US Cash Cows 100 ETF | 7.65% | 1.80% | 8.13% | 11.88% | 15.92% | N/A |
IJH iShares Core S&P Mid-Cap ETF | 8.73% | 2.74% | 9.47% | 11.65% | 10.34% | 9.56% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 3.04% | -2.58% | 0.86% | 10.30% | 12.68% | 12.82% |
SCHD Schwab US Dividend Equity ETF | 7.96% | 3.79% | 6.64% | 11.01% | 11.83% | 11.14% |
SPLG SPDR Portfolio S&P 500 ETF | 14.63% | -0.69% | 11.59% | 20.59% | 14.24% | 12.80% |
RSP Invesco S&P 500® Equal Weight ETF | 6.79% | 1.56% | 7.01% | 9.62% | 10.71% | 9.96% |
IVV iShares Core S&P 500 ETF | 14.65% | -0.63% | 11.68% | 20.62% | 14.27% | 12.67% |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.46% | 0.93% | 2.37% | 6.23% | 1.82% | 2.14% |
ITB iShares U.S. Home Construction ETF | 11.34% | 12.44% | 13.63% | 28.15% | 24.64% | 17.85% |
MGK Vanguard Mega Cap Growth ETF | 17.20% | -3.57% | 12.23% | 27.10% | 18.38% | 15.81% |
QQQM Invesco NASDAQ 100 ETF | 13.56% | -3.32% | 9.07% | 23.73% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of BEST usd etfs Watchlist, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.35% | 4.52% | 3.73% | -4.94% | 3.76% | 1.42% | 10.08% | ||||||
| 2023 | 7.84% | -2.24% | 2.86% | 0.90% | -0.20% | 7.19% | 3.79% | -1.77% | -4.61% | -3.21% | 9.16% | 6.51% | 28.10% |
| 2022 | -6.11% | -2.15% | 1.64% | -7.31% | 1.12% | -8.88% | 9.49% | -4.14% | -8.42% | 7.54% | 5.90% | -5.02% | -17.09% |
| 2021 | 0.55% | 2.90% | 5.58% | 4.54% | 0.43% | 1.45% | 1.94% | 2.55% | -4.48% | 5.67% | -0.36% | 4.52% | 27.87% |
| 2020 | -6.52% | 11.15% | 3.71% | 7.75% |
Expense Ratio
BEST usd etfs Watchlist has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of BEST usd etfs Watchlist is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
COWZ Pacer US Cash Cows 100 ETF | 0.99 | 1.52 | 1.17 | 1.53 | 3.48 |
IJH iShares Core S&P Mid-Cap ETF | 0.79 | 1.22 | 1.14 | 0.71 | 2.44 |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.72 | 1.09 | 1.13 | 0.59 | 2.52 |
SCHD Schwab US Dividend Equity ETF | 0.99 | 1.50 | 1.17 | 0.84 | 3.09 |
SPLG SPDR Portfolio S&P 500 ETF | 1.82 | 2.54 | 1.32 | 1.80 | 7.26 |
RSP Invesco S&P 500® Equal Weight ETF | 0.84 | 1.27 | 1.15 | 0.62 | 2.17 |
IVV iShares Core S&P 500 ETF | 1.82 | 2.54 | 1.32 | 1.81 | 7.23 |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.37 | 3.88 | 1.46 | 1.21 | 14.68 |
ITB iShares U.S. Home Construction ETF | 1.12 | 1.67 | 1.21 | 1.51 | 3.75 |
MGK Vanguard Mega Cap Growth ETF | 1.69 | 2.29 | 1.30 | 1.70 | 9.32 |
QQQM Invesco NASDAQ 100 ETF | 1.49 | 2.04 | 1.26 | 1.75 | 7.55 |
Dividends
Dividend yield
BEST usd etfs Watchlist granted a 1.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BEST usd etfs Watchlist | 1.55% | 1.54% | 1.60% | 1.45% | 1.44% | 1.54% | 1.65% | 1.38% | 1.37% | 1.37% | 1.27% | 1.13% |
| Portfolio components: | ||||||||||||
COWZ Pacer US Cash Cows 100 ETF | 2.06% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
IJH iShares Core S&P Mid-Cap ETF | 1.32% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
QQQE Direxion NASDAQ-100 Equal Weighted Index Shares | 0.90% | 0.79% | 0.98% | 3.83% | 0.54% | 0.74% | 0.80% | 0.65% | 1.17% | 0.75% | 1.36% | 0.38% |
SCHD Schwab US Dividend Equity ETF | 3.51% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SPLG SPDR Portfolio S&P 500 ETF | 1.33% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
RSP Invesco S&P 500® Equal Weight ETF | 1.55% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
IVV iShares Core S&P 500 ETF | 1.32% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
VCSH Vanguard Short-Term Corporate Bond ETF | 3.56% | 3.09% | 2.01% | 1.81% | 2.27% | 2.87% | 2.65% | 2.26% | 2.10% | 2.08% | 2.01% | 2.05% |
ITB iShares U.S. Home Construction ETF | 0.43% | 0.48% | 0.86% | 0.37% | 0.46% | 0.50% | 0.63% | 0.28% | 0.43% | 0.34% | 0.34% | 0.12% |
MGK Vanguard Mega Cap Growth ETF | 0.45% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the BEST usd etfs Watchlist. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the BEST usd etfs Watchlist was 23.61%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.
The current BEST usd etfs Watchlist drawdown is 3.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.61% | Dec 30, 2021 | 190 | Sep 30, 2022 | 206 | Jul 28, 2023 | 396 |
| -10.68% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -6.52% | Oct 14, 2020 | 13 | Oct 30, 2020 | 4 | Nov 5, 2020 | 17 |
| -6% | Apr 1, 2024 | 15 | Apr 19, 2024 | 40 | Jun 17, 2024 | 55 |
| -4.9% | Sep 3, 2021 | 21 | Oct 4, 2021 | 15 | Oct 25, 2021 | 36 |
Volatility
Volatility Chart
The current BEST usd etfs Watchlist volatility is 3.47%, 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.
Diversification
Asset Correlations Table
| VCSH | ITB | COWZ | SCHD | MGK | QQQM | IJH | QQQE | RSP | IVV | SPLG | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| VCSH | 1.00 | 0.38 | 0.20 | 0.24 | 0.31 | 0.31 | 0.26 | 0.34 | 0.29 | 0.31 | 0.31 |
| ITB | 0.38 | 1.00 | 0.66 | 0.61 | 0.58 | 0.59 | 0.76 | 0.66 | 0.73 | 0.67 | 0.67 |
| COWZ | 0.20 | 0.66 | 1.00 | 0.86 | 0.54 | 0.55 | 0.88 | 0.66 | 0.89 | 0.75 | 0.75 |
| SCHD | 0.24 | 0.61 | 0.86 | 1.00 | 0.55 | 0.56 | 0.85 | 0.66 | 0.92 | 0.79 | 0.79 |
| MGK | 0.31 | 0.58 | 0.54 | 0.55 | 1.00 | 0.99 | 0.67 | 0.91 | 0.71 | 0.92 | 0.92 |
| QQQM | 0.31 | 0.59 | 0.55 | 0.56 | 0.99 | 1.00 | 0.69 | 0.94 | 0.72 | 0.92 | 0.92 |
| IJH | 0.26 | 0.76 | 0.88 | 0.85 | 0.67 | 0.69 | 1.00 | 0.80 | 0.95 | 0.85 | 0.85 |
| QQQE | 0.34 | 0.66 | 0.66 | 0.66 | 0.91 | 0.94 | 0.80 | 1.00 | 0.82 | 0.91 | 0.91 |
| RSP | 0.29 | 0.73 | 0.89 | 0.92 | 0.71 | 0.72 | 0.95 | 0.82 | 1.00 | 0.90 | 0.90 |
| IVV | 0.31 | 0.67 | 0.75 | 0.79 | 0.92 | 0.92 | 0.85 | 0.91 | 0.90 | 1.00 | 1.00 |
| SPLG | 0.31 | 0.67 | 0.75 | 0.79 | 0.92 | 0.92 | 0.85 | 0.91 | 0.90 | 1.00 | 1.00 |