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BEST usd etfs Watchlist

Last updated Mar 2, 2024

Asset Allocation


VCSH 9.09%COWZ 9.09%IJH 9.09%QQQE 9.09%SCHD 9.09%SPLG 9.09%RSP 9.09%IVV 9.09%ITB 9.09%MGK 9.09%QQQM 9.09%BondBondEquityEquity
PositionCategory/SectorWeight
VCSH
Vanguard Short-Term Corporate Bond ETF
Corporate Bonds

9.09%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

9.09%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

9.09%

QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
Large Cap Growth Equities

9.09%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

9.09%

SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities

9.09%

RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities

9.09%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

9.09%

ITB
iShares U.S. Home Construction ETF
Building & Construction

9.09%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

9.09%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

9.09%

S&P 500

Performance

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


20.00%30.00%40.00%50.00%60.00%OctoberNovemberDecember2024FebruaryMarch
57.75%
46.28%
BEST usd etfs Watchlist
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
BEST usd etfs Watchlist5.91%3.79%13.55%27.12%N/AN/A
COWZ
Pacer US Cash Cows 100 ETF
4.90%5.23%7.13%13.21%15.54%N/A
IJH
iShares Core S&P Mid-Cap ETF
4.91%5.35%13.93%19.12%17.65%16.32%
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
5.43%3.35%14.27%27.81%15.12%13.33%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
SPLG
SPDR Portfolio S&P 500 ETF
7.94%3.77%14.57%28.96%14.75%12.98%
RSP
Invesco S&P 500® Equal Weight ETF
3.88%3.66%9.79%11.57%11.36%10.23%
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.76%12.67%
VCSH
Vanguard Short-Term Corporate Bond ETF
0.12%-0.09%3.82%5.95%2.02%1.97%
ITB
iShares U.S. Home Construction ETF
7.78%7.38%25.68%60.97%26.83%15.95%
MGK
Vanguard Mega Cap Growth ETF
10.69%4.08%19.37%50.56%19.61%15.67%
QQQM
Invesco NASDAQ 100 ETF
8.86%3.85%18.55%49.91%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.35%4.51%
2023-1.77%-4.45%-3.21%9.16%6.68%

Sharpe Ratio

The current BEST usd etfs Watchlist Sharpe ratio is 2.41. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.41

The Sharpe ratio of BEST usd etfs Watchlist 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.41
2.44
BEST usd etfs Watchlist
Benchmark (^GSPC)
Portfolio components

Dividend yield

BEST usd etfs Watchlist granted a 1.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
BEST usd etfs Watchlist1.49%1.54%1.60%1.45%1.44%1.54%1.65%1.38%1.37%1.37%1.27%1.13%
COWZ
Pacer US Cash Cows 100 ETF
1.83%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
1.39%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
0.75%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
3.40%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
1.57%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
1.34%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
3.27%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
0.45%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
0.60%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The BEST usd etfs Watchlist features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.42%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
BEST usd etfs Watchlist
2.41
COWZ
Pacer US Cash Cows 100 ETF
1.03
IJH
iShares Core S&P Mid-Cap ETF
1.22
QQQE
Direxion NASDAQ-100 Equal Weighted Index Shares
2.04
SCHD
Schwab US Dividend Equity ETF
0.72
SPLG
SPDR Portfolio S&P 500 ETF
2.61
RSP
Invesco S&P 500® Equal Weight ETF
1.04
IVV
iShares Core S&P 500 ETF
2.60
VCSH
Vanguard Short-Term Corporate Bond ETF
1.95
ITB
iShares U.S. Home Construction ETF
2.66
MGK
Vanguard Mega Cap Growth ETF
3.39
QQQM
Invesco NASDAQ 100 ETF
3.28

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VCSHITBCOWZSCHDMGKQQQMIJHQQQERSPIVVSPLG
VCSH1.000.370.190.230.320.320.250.340.280.300.30
ITB0.371.000.650.620.610.610.740.670.730.680.68
COWZ0.190.651.000.870.570.580.870.670.890.770.77
SCHD0.230.620.871.000.590.600.850.680.930.820.82
MGK0.320.610.570.591.000.990.690.920.730.920.92
QQQM0.320.610.580.600.991.000.700.940.740.920.92
IJH0.250.740.870.850.690.701.000.800.940.850.85
QQQE0.340.670.670.680.920.940.801.000.820.920.92
RSP0.280.730.890.930.730.740.940.821.000.920.92
IVV0.300.680.770.820.920.920.850.920.921.001.00
SPLG0.300.680.770.820.920.920.850.920.921.001.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
BEST usd etfs Watchlist
Benchmark (^GSPC)
Portfolio components

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 23.26%, occurring on Sep 30, 2022. Recovery took 198 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.26%Dec 30, 2021190Sep 30, 2022198Jul 18, 2023388
-10.53%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-6.52%Oct 14, 202013Oct 30, 20204Nov 5, 202017
-4.78%Sep 3, 202121Oct 4, 202113Oct 21, 202134
-4.47%Feb 16, 202113Mar 4, 20215Mar 11, 202118

Volatility Chart

The current BEST usd etfs Watchlist volatility is 3.40%, 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%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
3.40%
3.47%
BEST usd etfs Watchlist
Benchmark (^GSPC)
Portfolio components
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