CC ETF Comparison 11.10.23
Portfolio ETFs
Asset Allocation
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
The earliest data available for this chart is Mar 23, 2018, corresponding to the inception date of IETC
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| CC ETF Comparison 11.10.23 | 17.74% | 4.50% | 5.54% | 15.37% | 12.15% | N/A |
| Portfolio components: | ||||||
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
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 0.63% | 6.03% | 3.92% | -2.54% | -4.70% | -2.91% | 9.03% |
Dividend yield
CC ETF Comparison 11.10.23 granted a 1.90% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CC ETF Comparison 11.10.23 | 1.90% | 1.91% | 1.68% | 1.50% | 1.92% | 2.12% | 1.66% | 1.85% | 1.89% | 1.80% | 1.55% | 1.48% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| IEMG | SCHD | IWM | IEFA | IETC | QQQ | VIG | SPY | IWB | |
|---|---|---|---|---|---|---|---|---|---|
| IEMG | 1.00 | 0.60 | 0.64 | 0.79 | 0.65 | 0.67 | 0.62 | 0.70 | 0.70 |
| SCHD | 0.60 | 1.00 | 0.80 | 0.75 | 0.62 | 0.64 | 0.91 | 0.85 | 0.84 |
| IWM | 0.64 | 0.80 | 1.00 | 0.75 | 0.70 | 0.71 | 0.79 | 0.84 | 0.86 |
| IEFA | 0.79 | 0.75 | 0.75 | 1.00 | 0.70 | 0.71 | 0.78 | 0.82 | 0.82 |
| IETC | 0.65 | 0.62 | 0.70 | 0.70 | 1.00 | 0.96 | 0.76 | 0.89 | 0.89 |
| QQQ | 0.67 | 0.64 | 0.71 | 0.71 | 0.96 | 1.00 | 0.77 | 0.91 | 0.91 |
| VIG | 0.62 | 0.91 | 0.79 | 0.78 | 0.76 | 0.77 | 1.00 | 0.93 | 0.93 |
| SPY | 0.70 | 0.85 | 0.84 | 0.82 | 0.89 | 0.91 | 0.93 | 1.00 | 1.00 |
| IWB | 0.70 | 0.84 | 0.86 | 0.82 | 0.89 | 0.91 | 0.93 | 1.00 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -26.45% | Nov 9, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -18.92% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
| -8.55% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.37% | May 6, 2019 | 20 | Jun 3, 2019 | 20 | Jul 1, 2019 | 40 |
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.