CC ETF Comparison 11.10.23

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

CC ETF Comparison 11.10.23

Currency in USD · Last updated May 11, 2025

Portfolio ETFs

Asset Allocation

Position	Category/Sector	Target Weight
IEFA iShares Core MSCI EAFE ETF	Foreign Large Cap Equities	11.11%
IEMG iShares Core MSCI Emerging Markets ETF	Asia Pacific Equities	11.11%
IETC iShares Evolved U.S. Technology ETF	Technology Equities, Actively Managed	11.11%
IWB iShares Russell 1000 ETF	Large Cap Growth Equities	11.11%
IWM iShares Russell 2000 ETF	Small Cap Growth Equities	11.11%
QQQ Invesco QQQ	Large Cap Blend Equities	11.11%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	11.11%
SPY SPDR S&P 500 ETF	Large Cap Growth Equities	11.11%
VIG Vanguard Dividend Appreciation ETF	Large Cap Growth Equities, Dividend	11.11%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
CC ETF Comparison 11.10.23	-1.10%	8.87%	-3.79%	8.90%	14.11%	N/A
Portfolio components:
SPY SPDR S&P 500 ETF	-3.42%	7.58%	-5.06%	9.73%	15.77%	12.35%
IWB iShares Russell 1000 ETF	-3.44%	7.82%	-5.19%	9.68%	15.49%	12.03%
SCHD Schwab US Dividend Equity ETF	-4.97%	3.04%	-9.89%	1.08%	12.64%	10.39%
IETC iShares Evolved U.S. Technology ETF	-4.17%	13.10%	-2.23%	18.73%	19.39%	N/A
QQQ Invesco QQQ	-4.41%	9.37%	-4.80%	11.06%	17.35%	17.24%
IWM iShares Russell 2000 ETF	-8.92%	10.51%	-15.23%	-0.59%	10.21%	6.48%
IEFA iShares Core MSCI EAFE ETF	13.69%	11.67%	9.95%	10.61%	11.70%	5.67%
IEMG iShares Core MSCI Emerging Markets ETF	6.34%	10.73%	1.62%	7.45%	7.84%	3.53%
VIG Vanguard Dividend Appreciation ETF	-1.37%	5.87%	-4.46%	8.09%	13.23%	11.20%

*Annualized

Monthly Returns

The table below presents the monthly returns of CC ETF Comparison 11.10.23, 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	2.63%	-1.12%	-4.15%	-0.28%	1.97%								-1.10%
2024	0.16%	4.50%	2.95%	-4.13%	4.10%	2.58%	2.74%	1.68%	2.21%	-1.61%	4.70%	-2.78%	17.96%
2023	7.14%	-2.65%	2.99%	0.59%	0.63%	6.03%	3.92%	-2.54%	-4.70%	-2.91%	9.02%	5.81%	24.62%
2022	-5.54%	-2.89%	2.14%	-8.53%	0.30%	-7.92%	7.72%	-3.76%	-9.64%	6.74%	7.23%	-4.84%	-19.25%
2021	0.11%	2.85%	3.23%	4.07%	0.98%	2.13%	0.70%	2.62%	-4.40%	5.44%	-1.64%	3.68%	21.19%
2020	-0.58%	-7.44%	-12.77%	11.88%	5.18%	3.29%	5.50%	6.82%	-3.22%	-1.43%	12.18%	4.93%	23.48%
2019	8.36%	3.29%	1.58%	3.94%	-6.74%	6.73%	1.06%	-2.11%	1.84%	2.62%	2.99%	3.47%	29.59%
2018			1.66%	0.15%	2.60%	-0.24%	3.29%	2.66%	0.06%	-8.04%	1.90%	-8.00%	-4.68%

Expense Ratio

CC ETF Comparison 11.10.23 has an expense ratio of 0.13%, 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.

QQQ

Invesco QQQ

IWM

iShares Russell 2000 ETF

IETC

iShares Evolved U.S. Technology ETF

IWB

iShares Russell 1000 ETF

IEMG

iShares Core MSCI Emerging Markets ETF

SPY

SPDR S&P 500 ETF

IEFA

iShares Core MSCI EAFE ETF

SCHD

Schwab US Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CC ETF Comparison 11.10.23 is 38, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY SPDR S&P 500 ETF	0.50	0.88	1.13	0.56	2.17
IWB iShares Russell 1000 ETF	0.51	0.87	1.13	0.55	2.08
SCHD Schwab US Dividend Equity ETF	0.08	0.32	1.04	0.15	0.49
IETC iShares Evolved U.S. Technology ETF	0.70	1.11	1.15	0.76	2.56
QQQ Invesco QQQ	0.45	0.81	1.11	0.51	1.65
IWM iShares Russell 2000 ETF	-0.06	0.12	1.01	-0.03	-0.10
IEFA iShares Core MSCI EAFE ETF	0.62	1.05	1.14	0.84	2.45
IEMG iShares Core MSCI Emerging Markets ETF	0.41	0.73	1.09	0.34	1.33
VIG Vanguard Dividend Appreciation ETF	0.54	0.95	1.14	0.64	2.62

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.

CC ETF Comparison 11.10.23 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.49
5-Year: 0.81
All Time: 0.59

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of CC ETF Comparison 11.10.23 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

CC ETF Comparison 11.10.23 provided a 1.86% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.86%	1.85%	1.88%	1.91%	1.68%	1.50%	1.92%	2.12%	1.66%	1.85%	1.89%	1.80%
Portfolio components:
SPY SPDR S&P 500 ETF	1.27%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%	1.87%
IWB iShares Russell 1000 ETF	1.17%	1.14%	1.31%	1.56%	1.09%	1.37%	1.71%	2.06%	1.64%	1.89%	1.95%	1.71%
SCHD Schwab US Dividend Equity ETF	4.04%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
IETC iShares Evolved U.S. Technology ETF	0.52%	0.52%	0.79%	0.92%	0.73%	0.48%	0.79%	1.27%	0.00%	0.00%	0.00%	0.00%
QQQ Invesco QQQ	0.61%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
IWM iShares Russell 2000 ETF	1.23%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%	1.26%
IEFA iShares Core MSCI EAFE ETF	3.05%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%	3.10%
IEMG iShares Core MSCI Emerging Markets ETF	3.01%	3.20%	2.89%	2.70%	3.06%	1.87%	3.15%	2.76%	2.34%	2.28%	2.52%	2.30%
VIG Vanguard Dividend Appreciation ETF	1.85%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%	1.95%

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 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.

The current CC ETF Comparison 11.10.23 drawdown is 5.73%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.75%	Feb 20, 2020	23	Mar 23, 2020	93	Aug 4, 2020	116
-26.45%	Nov 9, 2021	235	Oct 14, 2022	300	Dec 26, 2023	535
-18.92%	Sep 21, 2018	65	Dec 24, 2018	75	Apr 12, 2019	140
-17.77%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-8.55%	Sep 3, 2020	14	Sep 23, 2020	13	Oct 12, 2020	27

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 9 assets, with an effective number of assets of 9.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	IEMG	SCHD	IEFA	IWM	IETC	QQQ	VIG	SPY	IWB	Portfolio
^GSPC	1.00	0.68	0.80	0.79	0.82	0.89	0.92	0.92	1.00	1.00	0.98
IEMG	0.68	1.00	0.57	0.79	0.63	0.63	0.66	0.61	0.68	0.69	0.77
SCHD	0.80	0.57	1.00	0.72	0.78	0.57	0.60	0.89	0.80	0.80	0.81
IEFA	0.79	0.79	0.72	1.00	0.74	0.67	0.69	0.76	0.79	0.79	0.85
IWM	0.82	0.63	0.78	0.74	1.00	0.69	0.70	0.79	0.82	0.84	0.87
IETC	0.89	0.63	0.57	0.67	0.69	1.00	0.96	0.75	0.89	0.89	0.89
QQQ	0.92	0.66	0.60	0.69	0.70	0.96	1.00	0.76	0.91	0.92	0.90
VIG	0.92	0.61	0.89	0.76	0.79	0.75	0.76	1.00	0.92	0.92	0.91
SPY	1.00	0.68	0.80	0.79	0.82	0.89	0.91	0.92	1.00	1.00	0.98
IWB	1.00	0.69	0.80	0.79	0.84	0.89	0.92	0.92	1.00	1.00	0.98
Portfolio	0.98	0.77	0.81	0.85	0.87	0.89	0.90	0.91	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Mar 26, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

CC ETF Comparison 11.10.23

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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