3ETFXUS

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

As of Jun 13, 2026, the 3ETFXUS returned 16.48% Year-To-Date and 11.98% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Jul 26, 2007, 3ETFXUS's average daily return is +0.04%, while the average monthly return is +0.69%. At this rate, an investment would double in approximately 8.4 years.

Historically, 61% of months were positive and 39% were negative. The best month was May 2009 with a return of +13.1%, while the worst month was Oct 2008 at -19.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 3ETFXUS closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.2%, while the worst single day was Mar 12, 2020 at -8.7%.

3ETFXUS has an annualized alpha of 0.91%, beta of 0.76, and R2 of 0.67 versus S&P 500 Index. Calculated based on daily prices since July 26, 2007.

• This portfolio participated in 76.29% of S&P 500 Index downside but only 72.04% of its upside - more exposed to losses than it benefited from rallies.

3ETFXUS has an expense ratio of 0.31%, 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.

3ETFXUS ranks 82 for risk / return — in the top 82% 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.

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 3ETFXUS Sharpe ratio is 2.50 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 3ETFXUS compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

3ETFXUS provided a 1.75% 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 3ETFXUS. 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 3ETFXUS was 47.37%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.

The current 3ETFXUS drawdown is 2.90%.

The chart below shows the rolling one-month volatility.