June 2025 ETFs

The chart shows the growth of an initial investment of $10,000 in June 2025 ETFs, 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 month.

Based on dividend-adjusted daily data since Jan 24, 2024, June 2025 ETFs's average daily return is +0.15%, while the average monthly return is +2.99%. At this rate, an investment would double in approximately 2.0 years.

Historically, 73% of months were positive and 27% were negative. The best month was May 2025 with a return of +13.4%, while the worst month was Mar 2026 at -6.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, June 2025 ETFs closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +11.0%, while the worst single day was Apr 4, 2025 at -7.9%.

June 2025 ETFs has an annualized alpha of 15.34%, beta of 1.24, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since January 24, 2024.

• This portfolio captured 166.34% of S&P 500 Index gains but only 63.39% of its losses - a favorable profile for investors.
• This portfolio generated an annualized alpha of 15.34% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

June 2025 ETFs has an expense ratio of 0.43%, 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.

June 2025 ETFs ranks 22 for risk / return — below 22% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current June 2025 ETFs Sharpe ratio is 1.32 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of June 2025 ETFs compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

June 2025 ETFs provided a 1.04% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the June 2025 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 June 2025 ETFs was 17.81%, occurring on Apr 4, 2025. Recovery took 19 trading sessions.

The current June 2025 ETFs drawdown is 2.91%.

The chart below shows the rolling one-month volatility.