March 2025 ETFs
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SHLD Global X Defense Tech ETF | Technology Equities | 20% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.60% | 9.64% | -0.54% | 11.47% | 15.67% | 10.79% |
| March 2025 ETFs | 13.71% | 11.94% | 12.22% | 30.43% | N/A | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 10.31% | 15.55% | 10.03% | 29.33% | 22.45% | N/A |
SHLD Global X Defense Tech ETF | 43.97% | 6.21% | 37.58% | 61.20% | N/A | N/A |
VTI Vanguard Total Stock Market ETF | 0.62% | 10.20% | -0.51% | 12.13% | 16.89% | 12.10% |
VOO Vanguard S&P 500 ETF | 1.08% | 9.85% | 0.15% | 12.97% | 17.43% | 12.77% |
Monthly Returns
The table below presents the monthly returns of March 2025 ETFs, 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 | 4.66% | 0.80% | -3.25% | 3.13% | 8.02% | 13.71% | |||||||
| 2024 | 3.46% | 9.53% | 4.30% | -4.21% | 5.96% | 4.24% | 1.05% | 3.67% | 1.37% | -0.12% | 6.23% | -2.51% | 37.37% |
| 2023 | -3.04% | -0.68% | 8.84% | 5.34% | 10.41% |
Expense Ratio
March 2025 ETFs has an expense ratio of 0.17%, which is considered low. 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
With an overall rank of 91, March 2025 ETFs is among the top 9% of 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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 1.18 | 1.86 | 1.27 | 1.62 | 5.84 |
SHLD Global X Defense Tech ETF | 2.82 | 3.76 | 1.56 | 5.72 | 16.73 |
VTI Vanguard Total Stock Market ETF | 0.60 | 1.11 | 1.16 | 0.73 | 2.76 |
VOO Vanguard S&P 500 ETF | 0.67 | 1.19 | 1.17 | 0.80 | 3.05 |
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Dividends
Dividend yield
March 2025 ETFs provided a 0.70% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.72% | 1.30% | 1.34% | 0.63% | 1.08% | 1.25% | 1.14% | 0.91% | 1.57% | 0.80% | 0.55% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.49% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
SHLD Global X Defense Tech ETF | 0.37% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 March 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 March 2025 ETFs was 14.98%, occurring on Apr 4, 2025. Recovery took 23 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.98% | Feb 19, 2025 | 33 | Apr 4, 2025 | 23 | May 8, 2025 | 56 |
| -8.68% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -6.01% | Sep 15, 2023 | 31 | Oct 27, 2023 | 8 | Nov 8, 2023 | 39 |
| -5.75% | Mar 28, 2024 | 16 | Apr 19, 2024 | 18 | May 15, 2024 | 34 |
| -5.15% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
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 4 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SHLD | SPMO | VTI | VOO | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.51 | 0.91 | 0.99 | 1.00 | 0.95 |
| SHLD | 0.51 | 1.00 | 0.48 | 0.54 | 0.52 | 0.64 |
| SPMO | 0.91 | 0.48 | 1.00 | 0.90 | 0.91 | 0.96 |
| VTI | 0.99 | 0.54 | 0.90 | 1.00 | 0.99 | 0.94 |
| VOO | 1.00 | 0.52 | 0.91 | 0.99 | 1.00 | 0.95 |
| Portfolio | 0.95 | 0.64 | 0.96 | 0.94 | 0.95 | 1.00 |