CC ETF Comparison 11.10.23

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	Emerging Markets Diversified	11.11%
IETC iShares Evolved U.S. Technology ETF	Technology Equities, Actively Managed	11.11%
IWB iShares Russell 1000 ETF	Large Cap Blend Equities	11.11%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	11.11%
QQQ Invesco QQQ ETF	Nasdaq-100	11.11%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	11.11%
SPY State Street SPDR S&P 500 ETF	S&P 500	11.11%
VIG Vanguard Dividend Appreciation ETF	Dividend	11.11%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

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 Every 3 months.

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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

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio CC ETF Comparison 11.10.23	0.60%	5.30%	6.14%	8.22%	35.43%	19.94%	10.36%	—
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.79%	4.91%	2.92%	5.83%	31.69%	20.82%	12.43%	14.77%
IWB iShares Russell 1000 ETF	0.79%	4.90%	2.89%	5.52%	31.57%	20.59%	11.58%	14.50%
SCHD Schwab U.S. Dividend Equity ETF	-0.20%	0.13%	12.68%	16.60%	25.19%	11.80%	7.87%	12.28%
IETC iShares Evolved U.S. Technology ETF	2.38%	6.57%	-2.92%	-3.32%	32.97%	29.00%	14.16%	—
QQQ Invesco QQQ ETF	1.40%	6.30%	3.89%	6.11%	39.85%	26.75%	13.94%	20.00%
IWM iShares Russell 2000 ETF	0.25%	8.42%	9.63%	8.17%	45.80%	16.51%	4.98%	10.54%
IEFA iShares Core MSCI EAFE ETF	-0.31%	5.46%	7.79%	12.19%	33.73%	16.04%	8.48%	9.23%
IEMG iShares Core MSCI Emerging Markets ETF	-0.01%	6.54%	13.49%	16.57%	50.80%	19.19%	6.06%	9.05%
VIG Vanguard Dividend Appreciation ETF	0.22%	2.74%	2.49%	4.19%	22.59%	14.96%	9.97%	12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 26, 2018, CC ETF Comparison 11.10.23's average daily return is +0.06%, while the average monthly return is +1.16%. At this rate, an investment would double in approximately 5.0 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2020 with a return of +12.2%, while the worst month was Mar 2020 at -12.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, CC ETF Comparison 11.10.23 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -11.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.26%	1.10%	-5.28%	7.34%									6.14%
2025	2.63%	-1.12%	-4.15%	-0.28%	5.91%	5.17%	1.36%	2.92%	3.34%	2.16%	-0.06%	0.28%	19.25%
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%	5.80%	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%

Benchmark Metrics

CC ETF Comparison 11.10.23 has an annualized alpha of 0.73%, beta of 0.96, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since March 26, 2018.

With beta of 0.96 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 0.73%

Beta: 0.96

R²: 0.97

Upside Capture: 97.52%

Downside Capture: 96.09%

Expense Ratio

CC ETF Comparison 11.10.23 has an expense ratio of 0.12%, 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.

IWM

iShares Russell 2000 ETF

IETC

iShares Evolved U.S. Technology ETF

QQQ

Invesco QQQ ETF

IWB

iShares Russell 1000 ETF

SPY

State Street SPDR S&P 500 ETF

IEMG

iShares Core MSCI Emerging Markets ETF

IEFA

iShares Core MSCI EAFE ETF

SCHD

Schwab U.S. Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

Return for Risk

Risk / Return Rank

CC ETF Comparison 11.10.23 ranks 63 for risk / return — better than 63% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.67	2.30	+0.38
Sortino ratio Return per unit of downside risk	3.70	3.18	+0.52
Omega ratio Gain probability vs. loss probability	1.49	1.43	+0.06
Calmar ratio Return relative to maximum drawdown	4.27	3.40	+0.87
Martin ratio Return relative to average drawdown	18.77	15.35	+3.42
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY State Street SPDR S&P 500 ETF	67	2.41	3.33	1.45	3.67	16.64
IWB iShares Russell 1000 ETF	66	2.39	3.32	1.44	3.66	16.48
SCHD Schwab U.S. Dividend Equity ETF	65	2.17	3.33	1.38	5.60	13.72
IETC iShares Evolved U.S. Technology ETF	27	1.53	2.10	1.27	1.61	4.61
QQQ Invesco QQQ ETF	59	2.36	3.14	1.42	3.42	13.03
IWM iShares Russell 2000 ETF	65	2.36	3.24	1.39	4.32	15.42
IEFA iShares Core MSCI EAFE ETF	60	2.39	3.30	1.43	3.16	12.76
IEMG iShares Core MSCI Emerging Markets ETF	75	2.89	3.75	1.55	3.94	15.49
VIG Vanguard Dividend Appreciation ETF	50	2.03	2.97	1.37	2.96	11.81

Sharpe Ratio

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 Apr 16, 2026 (values are recalculated daily):

1-Year: 2.67
5-Year: 0.62
All Time: 0.71

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 2.20 to 3.00, 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.

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Dividends

Dividend yield

CC ETF Comparison 11.10.23 provided a 1.61% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.61%	1.74%	1.85%	1.88%	1.91%	1.68%	1.50%	1.94%	2.12%	1.66%	1.85%	1.89%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.05%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
IWB iShares Russell 1000 ETF	0.98%	1.00%	1.14%	1.31%	1.56%	1.09%	1.37%	1.71%	2.06%	1.64%	1.89%	1.95%
SCHD Schwab U.S. Dividend Equity ETF	3.44%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
IETC iShares Evolved U.S. Technology ETF	0.40%	0.38%	0.52%	0.79%	0.92%	0.73%	0.48%	0.95%	1.27%	0.00%	0.00%	0.00%
QQQ Invesco QQQ ETF	0.44%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
IWM iShares Russell 2000 ETF	0.94%	1.04%	1.15%	1.35%	1.48%	0.94%	1.04%	1.26%	1.40%	1.26%	1.38%	1.54%
IEFA iShares Core MSCI EAFE ETF	3.29%	3.55%	3.47%	3.20%	2.70%	3.32%	1.90%	3.18%	3.46%	2.57%	2.96%	2.63%
IEMG iShares Core MSCI Emerging Markets ETF	2.42%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
VIG Vanguard Dividend Appreciation ETF	1.54%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%

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.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.75%	Feb 20, 2020	23	Mar 23, 2020	93	Aug 4, 2020	116
-26.44%	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	42	Jun 9, 2025	77
-8.6%	Feb 26, 2026	23	Mar 30, 2026	10	Apr 14, 2026	33

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.

	Benchmark	IEMG	SCHD	IEFA	IWM	IETC	QQQ	VIG	SPY	IWB	Portfolio
Benchmark	1.00	0.68	0.77	0.78	0.82	0.88	0.92	0.91	1.00	1.00	0.98
IEMG	0.68	1.00	0.54	0.78	0.62	0.63	0.66	0.60	0.68	0.69	0.78
SCHD	0.77	0.54	1.00	0.69	0.76	0.52	0.56	0.87	0.77	0.77	0.78
IEFA	0.78	0.78	0.69	1.00	0.73	0.66	0.68	0.76	0.79	0.79	0.85
IWM	0.82	0.62	0.76	0.73	1.00	0.68	0.70	0.79	0.82	0.84	0.87
IETC	0.88	0.63	0.52	0.66	0.68	1.00	0.95	0.73	0.88	0.88	0.88
QQQ	0.92	0.66	0.56	0.68	0.70	0.95	1.00	0.76	0.92	0.92	0.90
VIG	0.91	0.60	0.87	0.76	0.79	0.73	0.76	1.00	0.92	0.91	0.90
SPY	1.00	0.68	0.77	0.79	0.82	0.88	0.92	0.92	1.00	1.00	0.98
IWB	1.00	0.69	0.77	0.79	0.84	0.88	0.92	0.91	1.00	1.00	0.98
Portfolio	0.98	0.78	0.78	0.85	0.87	0.88	0.90	0.90	0.98	0.98	1.00

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

CC ETF Comparison 11.10.23

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table