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CC ETF Comparison 11.10.23

Last updated Dec 7, 2023

Portfolio ETFs

Asset Allocation


SPY 11.11%IWB 11.11%SCHD 11.11%IETC 11.11%QQQ 11.11%IWM 11.11%IEFA 11.11%IEMG 11.11%VIG 11.11%EquityEquity
PositionCategory/SectorWeight
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities11.11%
IWB
iShares Russell 1000 ETF
Large Cap Growth Equities11.11%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend11.11%
IETC
iShares Evolved U.S. Technology ETF
Technology Equities, Actively Managed11.11%
QQQ
Invesco QQQ
Large Cap Blend Equities11.11%
IWM
iShares Russell 2000 ETF
Small Cap Growth Equities11.11%
IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities11.11%
IEMG
iShares Core MSCI Emerging Markets ETF
Asia Pacific Equities11.11%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend11.11%

Performance

The chart shows the growth of an initial investment of $10,000 in CC ETF Comparison 11.10.23, 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 Quarterly


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.54%
6.60%
CC ETF Comparison 11.10.23
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of IETC

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
CC ETF Comparison 11.10.2317.74%4.50%5.54%15.37%12.15%N/A
SPY
SPDR S&P 500 ETF
20.23%4.38%7.39%17.29%13.44%11.69%
IWB
iShares Russell 1000 ETF
20.18%4.81%7.50%17.30%13.13%11.41%
SCHD
Schwab US Dividend Equity ETF
-0.95%4.19%3.35%-1.57%11.91%10.64%
IETC
iShares Evolved U.S. Technology ETF
44.78%5.80%13.20%42.29%20.41%N/A
QQQ
Invesco QQQ
45.24%4.29%10.70%37.62%19.88%17.24%
IWM
iShares Russell 2000 ETF
6.74%6.82%-1.24%3.84%6.44%6.48%
IEFA
iShares Core MSCI EAFE ETF
11.98%4.73%2.42%11.10%6.57%4.27%
IEMG
iShares Core MSCI Emerging Markets ETF
6.11%1.01%0.29%4.63%3.16%2.31%
VIG
Vanguard Dividend Appreciation ETF
10.06%4.29%5.96%8.67%11.96%10.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20230.63%6.03%3.92%-2.54%-4.70%-2.91%9.03%

Sharpe Ratio

The current CC ETF Comparison 11.10.23 Sharpe ratio is 1.01. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.01

The Sharpe ratio of CC ETF Comparison 11.10.23 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.01
1.00
CC ETF Comparison 11.10.23
Benchmark (^GSPC)
Portfolio components

Dividend yield

CC ETF Comparison 11.10.23 granted a 1.90% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
CC ETF Comparison 11.10.231.90%1.91%1.68%1.50%1.92%2.12%1.66%1.85%1.89%1.80%1.55%1.48%
SPY
SPDR S&P 500 ETF
1.43%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%2.18%
IWB
iShares Russell 1000 ETF
1.36%1.56%1.09%1.37%1.71%2.06%1.64%1.89%1.95%1.70%1.68%2.05%
SCHD
Schwab US Dividend Equity ETF
4.66%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%2.86%
IETC
iShares Evolved U.S. Technology ETF
0.90%0.92%0.73%0.48%0.79%1.27%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.56%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%1.26%
IWM
iShares Russell 2000 ETF
1.52%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%1.26%1.23%2.00%
IEFA
iShares Core MSCI EAFE ETF
2.39%2.70%3.32%1.90%3.18%3.46%2.57%2.96%2.63%3.10%2.16%0.34%
IEMG
iShares Core MSCI Emerging Markets ETF
2.33%2.71%3.06%1.87%3.14%2.74%2.33%2.26%2.51%2.29%1.75%0.23%
VIG
Vanguard Dividend Appreciation ETF
1.92%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%2.37%

Expense Ratio

The CC ETF Comparison 11.10.23 features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.19%
0.00%2.15%
0.18%
0.00%2.15%
0.15%
0.00%2.15%
0.14%
0.00%2.15%
0.09%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPY
SPDR S&P 500 ETF
1.14
IWB
iShares Russell 1000 ETF
1.11
SCHD
Schwab US Dividend Equity ETF
-0.21
IETC
iShares Evolved U.S. Technology ETF
2.15
QQQ
Invesco QQQ
1.85
IWM
iShares Russell 2000 ETF
0.11
IEFA
iShares Core MSCI EAFE ETF
0.76
IEMG
iShares Core MSCI Emerging Markets ETF
0.29
VIG
Vanguard Dividend Appreciation ETF
0.65

Asset Correlations Table

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

IEMGSCHDIWMIEFAIETCQQQVIGSPYIWB
IEMG1.000.600.640.790.650.670.620.700.70
SCHD0.601.000.800.750.620.640.910.850.84
IWM0.640.801.000.750.700.710.790.840.86
IEFA0.790.750.751.000.700.710.780.820.82
IETC0.650.620.700.701.000.960.760.890.89
QQQ0.670.640.710.710.961.000.770.910.91
VIG0.620.910.790.780.760.771.000.930.93
SPY0.700.850.840.820.890.910.931.001.00
IWB0.700.840.860.820.890.910.931.001.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-5.46%
-5.15%
CC ETF Comparison 11.10.23
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CC ETF Comparison 11.10.23. 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 CC ETF Comparison 11.10.23 was 32.75%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.75%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-26.45%Nov 9, 2021235Oct 14, 2022
-18.92%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-8.55%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.37%May 6, 201920Jun 3, 201920Jul 1, 201940

Volatility Chart

The current CC ETF Comparison 11.10.23 volatility is 3.43%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.43%
2.92%
CC ETF Comparison 11.10.23
Benchmark (^GSPC)
Portfolio components
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