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ETFS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SMH 22.83%VOO 20.65%XLK 19.93%IHI 18.33%MOAT 18.26%EquityEquity
PositionCategory/SectorTarget Weight
IHI
iShares U.S. Medical Devices ETF
Health & Biotech Equities
18.33%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities
18.26%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
22.83%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
20.65%
XLK
Technology Select Sector SPDR Fund
Technology Equities
19.93%

Transactions


DateTypeSymbolQuantityPrice
Nov 20, 2023BuyiShares U.S. Medical Devices ETF92.884$52.77
Nov 20, 2023BuyVanEck Vectors Morningstar Wide Moat ETF64.658$75.79
Nov 20, 2023BuyVanguard S&P 500 ETF12.36$396.47
Nov 20, 2023Buy14.411332.91
Nov 20, 2023BuyTechnology Select Sector SPDR Fund30.457$157.64
Nov 20, 2023BuyVanEck Vectors Semiconductor ETF35.182$136.47

1–6 of 6

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETFS, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
16.47%
12.41%
ETFS
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-13.73%-12.06%-11.77%-2.50%13.85%9.30%
ETFS-16.94%-14.89%-16.10%-9.15%N/AN/A
IHI
iShares U.S. Medical Devices ETF
-5.64%-11.08%-3.87%-3.51%7.89%11.13%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-15.11%-14.98%-16.39%-8.95%13.44%11.26%
VOO
Vanguard S&P 500 ETF
-13.30%-11.78%-10.21%-0.99%15.64%11.27%
XLK
Technology Select Sector SPDR Fund
-21.43%-16.40%-18.21%-11.05%18.13%17.31%
SMH
VanEck Vectors Semiconductor ETF
-25.34%-19.68%-26.84%-18.43%25.07%21.95%
*Annualized

Monthly Returns

The table below presents the monthly returns of ETFS, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.55%-2.50%-6.68%-10.99%-16.94%
20242.51%6.27%3.49%-5.09%5.88%4.65%-1.33%2.13%1.60%-1.69%3.86%-1.95%21.53%
20238.04%6.79%15.38%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for MOAT: current value is 0.48%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
MOAT: 0.48%
Expense ratio chart for IHI: current value is 0.43%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
IHI: 0.43%
Expense ratio chart for SMH: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SMH: 0.35%
Expense ratio chart for XLK: current value is 0.13%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
XLK: 0.13%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

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
The chart of Sharpe ratio for Portfolio, currently valued at -0.47, compared to the broader market-4.00-2.000.002.00
Portfolio: -0.47
^GSPC: -0.17
The chart of Sortino ratio for Portfolio, currently valued at -0.49, compared to the broader market-6.00-4.00-2.000.002.00
Portfolio: -0.49
^GSPC: -0.11
The chart of Omega ratio for Portfolio, currently valued at 0.94, compared to the broader market0.400.600.801.001.201.40
Portfolio: 0.94
^GSPC: 0.98
The chart of Calmar ratio for Portfolio, currently valued at -0.44, compared to the broader market0.001.002.003.004.005.00
Portfolio: -0.44
^GSPC: -0.15
The chart of Martin ratio for Portfolio, currently valued at -1.99, compared to the broader market0.005.0010.0015.0020.00
Portfolio: -1.99
^GSPC: -0.79

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IHI
iShares U.S. Medical Devices ETF
-0.21-0.170.98-0.21-0.94
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-0.64-0.730.90-0.49-2.35
VOO
Vanguard S&P 500 ETF
-0.070.011.00-0.07-0.36
XLK
Technology Select Sector SPDR Fund
-0.44-0.430.94-0.47-1.76
SMH
VanEck Vectors Semiconductor ETF
-0.51-0.480.94-0.55-1.53

There is not enough data available to calculate the Sharpe ratio for ETFS. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16Feb 23Mar 02Mar 09Mar 16Mar 23Mar 30
-0.47
-0.17
ETFS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETFS provided a 0.98% dividend yield over the last twelve months.


TTM20242023
Portfolio0.98%0.80%0.46%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$0.00$36.88$0.00$36.88
2024$0.00$0.00$32.27$0.00$0.00$39.15$0.00$0.00$39.84$0.00$0.00$162.85$274.11
2023$0.00$127.95$127.95

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.86%
-17.42%
ETFS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETFS. 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 ETFS was 21.86%, occurring on Apr 4, 2025. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.86%Jan 24, 202550Apr 4, 2025
-12.13%Jul 11, 202420Aug 7, 202446Oct 11, 202466
-8.17%Mar 8, 202430Apr 19, 202418May 15, 202448
-4.45%Dec 5, 202411Dec 19, 202419Jan 21, 202530
-4.31%Oct 15, 202413Oct 31, 20245Nov 7, 202418

Volatility

Volatility Chart

The current ETFS volatility is 10.33%, 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%4.00%6.00%8.00%10.00%NovemberDecember2025FebruaryMarchApril
10.33%
9.30%
ETFS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

IHIMOATSMHXLKVOO
IHI1.000.660.350.420.59
MOAT0.661.000.460.520.73
SMH0.350.461.000.910.78
XLK0.420.520.911.000.89
VOO0.590.730.780.891.00
The correlation results are calculated based on daily price changes starting from Nov 20, 2023
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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