[S02] Thematic
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IXN iShares Global Tech ETF | Technology Equities | 25% |
ONLN ProShares Online Retail ETF | Consumer Discretionary Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
SNSR Global X Internet of Things ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in [S02] Thematic, 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 Jul 16, 2018, corresponding to the inception date of ONLN
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| [S02] Thematic | -14.43% | -9.40% | -17.30% | -5.30% | 16.76% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -16.75% | -11.02% | -22.50% | -8.24% | 26.86% | 23.40% |
IXN iShares Global Tech ETF | -13.14% | -6.13% | -12.70% | 0.17% | 18.41% | 17.44% |
ONLN ProShares Online Retail ETF | -10.14% | -8.58% | -12.02% | 5.18% | 1.31% | N/A |
SNSR Global X Internet of Things ETF | -13.01% | -11.02% | -13.48% | -11.80% | 10.27% | N/A |
Monthly Returns
The table below presents the monthly returns of [S02] Thematic, 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 | 1.67% | -3.21% | -8.45% | -5.01% | -14.43% | ||||||||
| 2024 | 1.19% | 10.02% | 4.00% | -4.73% | 9.12% | 6.07% | -3.37% | -0.67% | 1.74% | -2.09% | 2.87% | -0.24% | 25.27% |
| 2023 | 14.93% | -1.39% | 7.19% | -4.96% | 9.82% | 6.65% | 4.04% | -4.15% | -6.75% | -3.78% | 14.16% | 8.11% | 49.34% |
| 2022 | -9.88% | -4.52% | 0.53% | -13.90% | 1.32% | -12.64% | 13.54% | -6.71% | -12.44% | 4.70% | 13.75% | -8.54% | -33.39% |
| 2021 | 3.87% | 3.00% | -1.06% | 2.28% | -0.62% | 5.29% | -0.73% | 2.02% | -5.87% | 5.73% | 2.90% | 0.43% | 18.01% |
| 2020 | -0.40% | -4.66% | -11.43% | 17.26% | 7.50% | 7.82% | 9.95% | 6.94% | -2.99% | -1.03% | 15.51% | 5.87% | 57.83% |
| 2019 | 11.54% | 6.38% | 1.13% | 6.54% | -11.05% | 10.06% | 2.46% | -3.90% | 2.64% | 4.45% | 5.14% | 4.94% | 45.76% |
| 2018 | -1.41% | 4.41% | -2.33% | -11.83% | 1.45% | -8.97% | -18.14% |
Expense Ratio
[S02] Thematic has an expense ratio of 0.52%, 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 [S02] Thematic is 7, meaning it’s performing worse than 93% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | -0.26 | -0.08 | 0.99 | -0.31 | -0.80 |
IXN iShares Global Tech ETF | -0.06 | 0.13 | 1.02 | -0.06 | -0.22 |
ONLN ProShares Online Retail ETF | 0.09 | 0.33 | 1.04 | 0.04 | 0.37 |
SNSR Global X Internet of Things ETF | -0.49 | -0.55 | 0.93 | -0.47 | -1.56 |
Dividends
Dividend yield
[S02] Thematic provided a 0.68% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.68% | 0.59% | 0.47% | 0.70% | 0.38% | 0.69% | 0.92% | 1.02% | 0.87% | 0.54% | 0.82% | 0.57% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.53% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
IXN iShares Global Tech ETF | 0.49% | 0.43% | 0.55% | 0.81% | 0.58% | 0.63% | 1.06% | 0.94% | 0.93% | 1.03% | 1.12% | 1.14% |
ONLN ProShares Online Retail ETF | 0.86% | 0.75% | 0.00% | 0.00% | 0.00% | 1.24% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SNSR Global X Internet of Things ETF | 0.84% | 0.73% | 0.74% | 0.82% | 0.43% | 0.21% | 1.12% | 1.25% | 1.11% | 0.31% | 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 [S02] Thematic. 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 [S02] Thematic was 43.10%, occurring on Oct 14, 2022. Recovery took 320 trading sessions.
The current [S02] Thematic drawdown is 19.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.1% | Nov 19, 2021 | 227 | Oct 14, 2022 | 320 | Jan 25, 2024 | 547 |
| -31.72% | Feb 20, 2020 | 20 | Mar 18, 2020 | 52 | Jun 2, 2020 | 72 |
| -28.97% | Jul 11, 2024 | 187 | Apr 8, 2025 | — | — | — |
| -26.26% | Aug 30, 2018 | 80 | Dec 24, 2018 | 78 | Apr 17, 2019 | 158 |
| -13.07% | Feb 16, 2021 | 15 | Mar 8, 2021 | 122 | Aug 30, 2021 | 137 |
Volatility
Volatility Chart
The current [S02] Thematic volatility is 20.09%, 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
| ONLN | SNSR | SMH | IXN | |
|---|---|---|---|---|
| ONLN | 1.00 | 0.69 | 0.65 | 0.71 |
| SNSR | 0.69 | 1.00 | 0.83 | 0.83 |
| SMH | 0.65 | 0.83 | 1.00 | 0.90 |
| IXN | 0.71 | 0.83 | 0.90 | 1.00 |