ETF+ довгострок
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF+ довгострок, 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 every 3 months.
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -2.86% | -7.77% | 4.68% | 14.23% | 9.82% |
| ETF+ довгострок | -3.15% | -3.27% | -4.82% | 3.05% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -9.37% | -3.14% | -7.90% | 4.84% | 15.46% | 11.02% |
VXUS Vanguard Total International Stock ETF | 2.17% | -3.56% | -4.48% | 5.45% | 9.86% | 4.37% |
VGK Vanguard FTSE Europe ETF | 8.03% | -3.41% | -0.47% | 8.46% | 12.30% | 5.27% |
SPEM SPDR Portfolio Emerging Markets ETF | -2.42% | -4.85% | -8.43% | 6.89% | 7.80% | 3.33% |
SOXX iShares PHLX Semiconductor ETF | -19.96% | -11.59% | -26.63% | -20.49% | 19.72% | 19.68% |
CIBR First Trust NASDAQ Cybersecurity ETF | -1.40% | -0.25% | 0.20% | 14.36% | 18.71% | N/A |
PHO Invesco Water Resources ETF | -5.46% | -2.47% | -11.31% | -2.42% | 13.91% | 9.90% |
IXC iShares Global Energy ETF | -5.74% | -8.14% | -13.49% | -14.65% | 19.03% | 3.44% |
URA Global X Uranium ETF | -15.42% | -3.66% | -22.46% | -22.95% | 22.80% | 3.68% |
DRIV Global X Autonomous & Electric Vehicles ETF | -14.81% | -11.81% | -15.52% | -15.90% | 11.76% | N/A |
QTUM Defiance Quantum ETF | -12.63% | -6.48% | 11.51% | 21.08% | 24.18% | N/A |
IAU iShares Gold Trust | 23.13% | 8.33% | 21.53% | 37.61% | 13.26% | 10.14% |
SGOV iShares 0-3 Month Treasury Bond ETF | 1.19% | 0.35% | 2.21% | 4.93% | N/A | N/A |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of ETF+ довгострок, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.19% | -0.98% | -1.59% | -3.68% | -3.15% | ||||||||
| 2024 | -0.23% | 3.18% | 3.43% | -2.14% | 4.05% | -0.16% | 1.23% | 0.73% | 2.15% | -1.08% | 2.55% | -2.02% | 12.07% |
| 2023 | 8.07% | -2.65% | 2.65% | -0.68% | 0.62% | 4.93% | 3.76% | -2.29% | -2.41% | -2.68% | 7.67% | 4.82% | 23.08% |
| 2022 | -4.05% | 0.37% | 1.92% | -7.18% | 0.86% | -8.02% | 6.39% | -2.45% | -8.99% | 4.77% | 7.93% | -3.89% | -13.25% |
| 2021 | 0.71% | 3.44% | 1.72% | 2.78% | 3.02% | 0.69% | -0.05% | 1.98% | -1.99% | 5.31% | -1.50% | 2.45% | 19.96% |
| 2020 | 0.89% | 3.04% | 5.10% | 3.99% | -3.33% | -1.27% | 11.83% | 7.11% | 29.87% |
Expense Ratio
ETF+ довгострок has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ETF+ довгострок is 46, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.30 | 0.56 | 1.08 | 0.30 | 1.44 |
VXUS Vanguard Total International Stock ETF | 0.31 | 0.55 | 1.07 | 0.38 | 1.18 |
VGK Vanguard FTSE Europe ETF | 0.39 | 0.67 | 1.09 | 0.48 | 1.33 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.38 | 0.65 | 1.09 | 0.39 | 1.19 |
SOXX iShares PHLX Semiconductor ETF | -0.40 | -0.31 | 0.96 | -0.41 | -1.03 |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.63 | 1.02 | 1.14 | 0.74 | 2.94 |
PHO Invesco Water Resources ETF | -0.20 | -0.16 | 0.98 | -0.18 | -0.62 |
IXC iShares Global Energy ETF | -0.69 | -0.79 | 0.89 | -0.78 | -2.38 |
URA Global X Uranium ETF | -0.51 | -0.50 | 0.94 | -0.53 | -1.20 |
DRIV Global X Autonomous & Electric Vehicles ETF | -0.47 | -0.53 | 0.94 | -0.31 | -1.35 |
QTUM Defiance Quantum ETF | 0.77 | 1.25 | 1.17 | 0.98 | 3.42 |
IAU iShares Gold Trust | 2.48 | 3.25 | 1.44 | 4.80 | 12.73 |
SGOV iShares 0-3 Month Treasury Bond ETF | 20.26 | 470.25 | 471.25 | 481.32 | 7,640.78 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
ETF+ довгострок provided a 2.11% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.11% | 2.05% | 2.14% | 1.75% | 1.68% | 1.29% | 1.76% | 1.61% | 1.19% | 1.68% | 1.47% | 1.67% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.43% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VXUS Vanguard Total International Stock ETF | 3.25% | 3.37% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% |
VGK Vanguard FTSE Europe ETF | 3.24% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% | 4.62% |
SPEM SPDR Portfolio Emerging Markets ETF | 2.85% | 2.78% | 2.80% | 3.38% | 3.14% | 1.92% | 2.94% | 2.34% | 1.12% | 1.51% | 2.40% | 2.26% |
SOXX iShares PHLX Semiconductor ETF | 0.86% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
CIBR First Trust NASDAQ Cybersecurity ETF | 0.26% | 0.29% | 0.42% | 0.30% | 0.59% | 1.10% | 0.23% | 0.22% | 0.10% | 0.77% | 0.58% | 0.00% |
PHO Invesco Water Resources ETF | 0.54% | 0.45% | 0.59% | 0.49% | 0.20% | 0.39% | 0.43% | 0.46% | 0.34% | 0.47% | 0.75% | 0.59% |
IXC iShares Global Energy ETF | 4.84% | 4.57% | 3.45% | 4.76% | 3.98% | 4.86% | 7.00% | 3.51% | 3.05% | 2.86% | 3.77% | 3.02% |
URA Global X Uranium ETF | 3.38% | 2.86% | 6.07% | 0.76% | 5.85% | 1.69% | 1.66% | 0.45% | 2.03% | 7.28% | 1.96% | 4.28% |
DRIV Global X Autonomous & Electric Vehicles ETF | 2.42% | 2.06% | 1.62% | 1.24% | 0.32% | 0.29% | 1.23% | 2.79% | 0.00% | 0.00% | 0.00% | 0.00% |
QTUM Defiance Quantum ETF | 0.78% | 0.61% | 0.81% | 1.46% | 0.48% | 0.45% | 0.61% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SGOV iShares 0-3 Month Treasury Bond ETF | 4.80% | 5.10% | 4.87% | 1.45% | 0.03% | 0.05% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF+ довгострок. 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 ETF+ довгострок was 23.24%, occurring on Oct 14, 2022. Recovery took 301 trading sessions.
The current ETF+ довгострок drawdown is 8.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.24% | Nov 9, 2021 | 244 | Oct 14, 2022 | 301 | Dec 11, 2023 | 545 |
| -14.97% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -9.17% | Jul 17, 2024 | 14 | Aug 5, 2024 | 38 | Sep 26, 2024 | 52 |
| -6.87% | Sep 3, 2020 | 15 | Sep 23, 2020 | 33 | Nov 9, 2020 | 48 |
| -6.08% | Jun 9, 2020 | 3 | Jun 11, 2020 | 24 | Jul 15, 2020 | 27 |
Volatility
Volatility Chart
The current ETF+ довгострок volatility is 11.18%, 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
| USD=X | SGOV | IAU | IXC | URA | CIBR | PHO | SOXX | SPEM | VGK | QTUM | VTI | DRIV | VXUS | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| SGOV | 0.00 | 1.00 | 0.03 | -0.02 | -0.03 | 0.00 | 0.00 | -0.00 | 0.03 | -0.01 | 0.00 | -0.01 | -0.03 | 0.00 |
| IAU | 0.00 | 0.03 | 1.00 | 0.20 | 0.32 | 0.17 | 0.16 | 0.14 | 0.32 | 0.28 | 0.21 | 0.16 | 0.20 | 0.33 |
| IXC | 0.00 | -0.02 | 0.20 | 1.00 | 0.48 | 0.23 | 0.38 | 0.29 | 0.43 | 0.48 | 0.35 | 0.45 | 0.45 | 0.52 |
| URA | 0.00 | -0.03 | 0.32 | 0.48 | 1.00 | 0.45 | 0.40 | 0.46 | 0.54 | 0.54 | 0.53 | 0.53 | 0.57 | 0.60 |
| CIBR | 0.00 | 0.00 | 0.17 | 0.23 | 0.45 | 1.00 | 0.60 | 0.71 | 0.53 | 0.55 | 0.76 | 0.78 | 0.69 | 0.59 |
| PHO | 0.00 | 0.00 | 0.16 | 0.38 | 0.40 | 0.60 | 1.00 | 0.60 | 0.50 | 0.69 | 0.66 | 0.81 | 0.70 | 0.68 |
| SOXX | 0.00 | -0.00 | 0.14 | 0.29 | 0.46 | 0.71 | 0.60 | 1.00 | 0.61 | 0.61 | 0.91 | 0.80 | 0.81 | 0.67 |
| SPEM | 0.00 | 0.03 | 0.32 | 0.43 | 0.54 | 0.53 | 0.50 | 0.61 | 1.00 | 0.72 | 0.69 | 0.65 | 0.75 | 0.88 |
| VGK | 0.00 | -0.01 | 0.28 | 0.48 | 0.54 | 0.55 | 0.69 | 0.61 | 0.72 | 1.00 | 0.71 | 0.75 | 0.77 | 0.93 |
| QTUM | 0.00 | 0.00 | 0.21 | 0.35 | 0.53 | 0.76 | 0.66 | 0.91 | 0.69 | 0.71 | 1.00 | 0.85 | 0.87 | 0.78 |
| VTI | 0.00 | -0.01 | 0.16 | 0.45 | 0.53 | 0.78 | 0.81 | 0.80 | 0.65 | 0.75 | 0.85 | 1.00 | 0.86 | 0.79 |
| DRIV | 0.00 | -0.03 | 0.20 | 0.45 | 0.57 | 0.69 | 0.70 | 0.81 | 0.75 | 0.77 | 0.87 | 0.86 | 1.00 | 0.84 |
| VXUS | 0.00 | 0.00 | 0.33 | 0.52 | 0.60 | 0.59 | 0.68 | 0.67 | 0.88 | 0.93 | 0.78 | 0.79 | 0.84 | 1.00 |