Growth etfs

Asset Allocation

Position	Category/Sector	Target Weight
TDIV First Trust NASDAQ Technology Dividend Index Fund	Technology Equities, Dividend	7.14%
PRN Invesco DWA Industrials Momentum ETF	Momentum, Industrials Equities	7.14%
PWB Invesco Dynamic Large Cap Growth ETF	Large Cap Growth Equities	7.14%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	7.14%
XMMO Invesco S&P MidCap Momentum ETF	Momentum, Mid Cap Growth Equities	7.14%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	7.14%
KNCT Invesco Next Gen Connectivity ETF	Technology Equities	7.14%
SPUU Direxion Daily S&P 500 Bull 2X ETF	Leveraged Equities, S&P 500	7.14%
RSPT Invesco S&P 500 Equal Weight Technology ETF	Technology Equities, S&P 500, Equal Weight	7.14%
MGK Vanguard Mega Cap Growth ETF	Large Cap Growth Equities	7.14%
FXL First Trust Technology AlphaDEX Fund	Technology Equities	7.14%
PTF Invesco DWA Technology Momentum ETF	Momentum, Technology Equities	7.14%
UMI USCF Midstream Energy Income Fund ETF	Energy Equities	7.14%
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund	Alternative Energy Equities	7.14%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth 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 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	0.31%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio Growth etfs	0.97%	4.24%	30.62%	30.47%	51.40%	32.15%	19.14%	—
Portfolio components:
FXL First Trust Technology AlphaDEX Fund	1.27%	9.18%	25.90%	24.57%	41.44%	23.41%	11.96%	20.76%
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund	-0.18%	-4.22%	23.59%	24.02%	43.17%	23.21%	16.83%	19.76%
KNCT Invesco Next Gen Connectivity ETF	0.65%	6.07%	52.62%	54.67%	85.43%	39.08%	19.43%	20.79%
MGK Vanguard Mega Cap Growth ETF	0.22%	-3.17%	5.33%	6.21%	24.77%	24.17%	14.87%	18.85%
PRN Invesco DWA Industrials Momentum ETF	1.02%	-1.28%	40.09%	38.91%	62.65%	34.70%	20.00%	18.49%
PTF Invesco DWA Technology Momentum ETF	1.49%	4.93%	69.64%	66.68%	99.51%	39.34%	21.88%	26.39%
PWB Invesco Dynamic Large Cap Growth ETF	1.29%	2.46%	25.98%	26.73%	43.40%	32.74%	17.69%	18.33%
RSPT Invesco S&P 500 Equal Weight Technology ETF	1.46%	6.83%	38.00%	36.68%	63.04%	29.59%	17.73%	21.84%
SPMO Invesco S&P 500 Momentum ETF	1.26%	3.36%	28.15%	28.70%	44.90%	41.53%	23.50%	20.86%
SPUU Direxion Daily S&P 500 Bull 2X ETF	1.20%	-2.20%	15.56%	15.85%	47.93%	34.75%	19.14%	24.69%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 30, 2017, Growth etfs's average daily return is +0.08%, while the average monthly return is +1.70%. At this rate, an investment would double in approximately 3.4 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2026 with a return of +17.4%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth etfs closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +11.1%, while the worst single day was Mar 16, 2020 at -12.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.02%	2.59%	-5.10%	17.36%	11.55%	-1.49%							30.62%
2025	3.09%	-3.52%	-7.02%	0.81%	8.78%	7.39%	2.09%	0.54%	5.83%	3.89%	-2.24%	-0.01%	20.15%
2024	1.75%	7.57%	3.47%	-4.94%	5.82%	4.39%	0.49%	2.22%	2.61%	-0.45%	8.80%	-4.13%	30.14%
2023	7.38%	-1.24%	4.31%	-1.39%	2.98%	7.58%	3.16%	-1.47%	-5.31%	-3.39%	11.76%	6.40%	33.64%
2022	-8.49%	-2.01%	3.23%	-10.25%	0.80%	-10.37%	12.56%	-4.64%	-10.63%	9.60%	5.73%	-7.16%	-22.54%
2021	0.93%	2.61%	0.80%	3.93%	0.34%	4.38%	1.95%	3.13%	-4.71%	8.18%	0.39%	2.45%	26.69%

Benchmark Metrics

Growth etfs has an annualized alpha of 5.04%, beta of 1.16, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since November 30, 2017.

This portfolio captured 130.55% of S&P 500 Index gains and 103.09% of its losses - amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 5.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 5.04%

Beta: 1.16

R²: 0.92

Upside Capture: 130.55%

Downside Capture: 103.09%

See how alpha, beta & R² have trended over time →

Expense Ratio

Growth etfs has an expense ratio of 0.46%, 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.

Top 10 holdings

UMI

USCF Midstream Energy Income Fund ETF

GRID

First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund

FXL

First Trust Technology AlphaDEX Fund

PRN

Invesco DWA Industrials Momentum ETF

SPUU

Direxion Daily S&P 500 Bull 2X ETF

PTF

Invesco DWA Technology Momentum ETF

PWB

Invesco Dynamic Large Cap Growth ETF

TDIV

First Trust NASDAQ Technology Dividend Index Fund

KNCT

Invesco Next Gen Connectivity ETF

RSPT

Invesco S&P 500 Equal Weight Technology ETF

Return for Risk

Risk / Return Rank

Growth etfs ranks 80 for risk / return — in the top 80% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Growth etfs and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.49	1.86	+0.62
Sortino ratioReturn per unit of downside risk	3.10	2.53	+0.57
Omega ratioGain probability vs. loss probability	1.42	1.34	+0.08
Calmar ratioReturn relative to maximum drawdown	5.07	2.53	+2.54
Martin ratioReturn relative to average drawdown	19.40	11.37	+8.03

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FXL First Trust Technology AlphaDEX Fund	55	1.64	2.19	1.28	2.89	9.33
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund	71	2.02	2.70	1.35	3.57	12.89
KNCT Invesco Next Gen Connectivity ETF	94	3.47	4.09	1.58	6.77	30.27
MGK Vanguard Mega Cap Growth ETF	38	1.37	1.89	1.24	1.37	4.65
PRN Invesco DWA Industrials Momentum ETF	72	2.04	2.60	1.34	4.33	14.20
PTF Invesco DWA Technology Momentum ETF	81	2.39	2.74	1.38	5.36	20.45
PWB Invesco Dynamic Large Cap Growth ETF	74	2.14	2.78	1.37	3.50	14.63
RSPT Invesco S&P 500 Equal Weight Technology ETF	86	2.61	3.17	1.42	5.28	18.68
SPMO Invesco S&P 500 Momentum ETF	77	2.24	2.98	1.41	3.44	13.01
SPUU Direxion Daily S&P 500 Bull 2X ETF	58	1.81	2.35	1.31	2.47	10.61

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current Growth etfs Sharpe ratio is 2.49 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 is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

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

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Dividends

Dividend yield

Growth etfs provided a 0.88% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.88%	1.02%	0.85%	1.05%	1.30%	0.84%	1.30%	1.04%	1.43%	1.21%	1.53%	1.07%
Portfolio components:
FXL First Trust Technology AlphaDEX Fund	0.00%	0.01%	0.11%	0.41%	0.34%	0.11%	0.04%	0.37%	0.32%	0.27%	1.12%	0.36%
GRID First Trust NASDAQ Clean Edge Smart Grid Infrastructure Index Fund	0.80%	1.01%	1.06%	1.23%	1.26%	0.63%	0.68%	1.26%	1.28%	1.07%	1.07%	1.23%
KNCT Invesco Next Gen Connectivity ETF	0.61%	0.86%	1.38%	0.60%	2.24%	0.55%	0.18%	0.44%	1.22%	0.66%	0.44%	0.00%
MGK Vanguard Mega Cap Growth ETF	0.33%	0.35%	0.43%	0.50%	0.70%	0.41%	0.65%	0.85%	1.12%	1.23%	1.53%	1.43%
PRN Invesco DWA Industrials Momentum ETF	0.12%	0.17%	0.39%	0.52%	0.82%	0.11%	0.10%	0.42%	0.29%	0.60%	0.57%	0.44%
PTF Invesco DWA Technology Momentum ETF	0.01%	0.21%	0.00%	0.07%	0.00%	0.00%	0.00%	0.00%	0.08%	0.04%	0.26%	0.00%
PWB Invesco Dynamic Large Cap Growth ETF	0.00%	0.00%	0.08%	0.37%	0.31%	0.04%	0.21%	0.58%	0.97%	0.54%	0.82%	0.67%
RSPT Invesco S&P 500 Equal Weight Technology ETF	0.27%	0.39%	0.44%	0.56%	0.71%	0.50%	1.29%	0.92%	0.98%	0.84%	1.16%	1.18%
SPMO Invesco S&P 500 Momentum ETF	0.67%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
SPUU Direxion Daily S&P 500 Bull 2X ETF	1.39%	1.63%	0.55%	0.83%	0.88%	3.04%	8.03%	1.80%	5.50%	6.96%	8.08%	4.42%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Growth 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 Growth etfs was 36.00%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current Growth etfs drawdown is 4.28%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-36.00%Mar 2020	1mo 2d	3mo 29d	5mo 1dFeb 2020 - Jul 2020
Bear market2022	-29.81%Oct 2022	11mo 1d	1y 2mo	2y 27dNov 2021 - Dec 2023
2025 selloff2025	-23.86%Apr 2025	2mo 14d	2mo 17d	5mo 1dJan 2025 - Jun 2025
Rate-hike selloffLate 2018	-23.70%Dec 2018	3mo 8d	3mo 10d	6mo 18dSep 2018 - Apr 2019
2024 correction2024	-11.99%Aug 2024	19d	1mo 20d	2mo 9dJul 2024 - Sep 2024

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 14 assets, with an effective number of assets of 14.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.15	1.12	1.11	1.11

The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Growth etfs correlation to the S&P 500 Index

Growth etfs has a 0.90 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.90
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (All Time) Calculated using the full available price history since Nov 30, 2017	0.94

Benchmark Correlations

Correlation vs. S&P 500 Index. SPUU has the highest benchmark correlation at 0.99, while UMI has the lowest at 0.43.

0.43

0.75

0.79

0.80

0.81

0.81

0.85

0.86

0.89

0.90

0.90

0.91

0.93

0.99

Portfolio Correlations

Correlation vs. Growth etfs. RSPT has the highest portfolio correlation at 0.95, while UMI has the lowest at 0.45.

0.45

0.85

0.85

0.88

0.88

0.88

0.90

0.91

0.92

0.93

0.94

0.94

0.95

0.95

Asset Correlations Table

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

	UMI	PRN	GRID	PTF	XMMO	KNCT	SPMO	MGK	TDIV	XLK	FXL	SPUU	PWB	RSPT
UMI	1.00	0.45	0.44	0.30	0.48	0.34	0.39	0.30	0.39	0.29	0.34	0.43	0.36	0.37
PRN	0.45	1.00	0.80	0.73	0.86	0.70	0.74	0.69	0.72	0.69	0.75	0.79	0.79	0.77
GRID	0.44	0.80	1.00	0.69	0.77	0.73	0.72	0.72	0.78	0.73	0.75	0.81	0.77	0.80
PTF	0.30	0.73	0.69	1.00	0.77	0.83	0.75	0.79	0.76	0.82	0.90	0.75	0.84	0.84
XMMO	0.48	0.86	0.77	0.77	1.00	0.75	0.80	0.72	0.74	0.72	0.81	0.80	0.81	0.80
KNCT	0.34	0.70	0.73	0.83	0.75	1.00	0.76	0.81	0.82	0.84	0.89	0.80	0.84	0.87
SPMO	0.39	0.74	0.72	0.75	0.80	0.76	1.00	0.84	0.79	0.83	0.78	0.86	0.89	0.80
MGK	0.30	0.69	0.72	0.79	0.72	0.81	0.84	1.00	0.85	0.95	0.87	0.92	0.92	0.87
TDIV	0.39	0.72	0.78	0.76	0.74	0.82	0.79	0.85	1.00	0.91	0.87	0.89	0.84	0.94
XLK	0.29	0.69	0.73	0.82	0.72	0.84	0.83	0.95	0.91	1.00	0.89	0.89	0.91	0.93
FXL	0.34	0.75	0.75	0.90	0.81	0.89	0.78	0.87	0.87	0.89	1.00	0.84	0.89	0.94
SPUU	0.43	0.79	0.81	0.75	0.80	0.80	0.86	0.92	0.89	0.89	0.84	1.00	0.91	0.89
PWB	0.36	0.79	0.77	0.84	0.81	0.84	0.89	0.92	0.84	0.91	0.89	0.91	1.00	0.90
RSPT	0.37	0.77	0.80	0.84	0.80	0.87	0.80	0.87	0.94	0.93	0.94	0.89	0.90	1.00

The correlation results are calculated based on daily price changes starting from Nov 30, 2017

Diversification Analysis

Find what Growth etfs is missing

See which holdings overlap, where Growth etfs is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification