US Sector ETFs

Asset Allocation

Position	Category/Sector	Target Weight
IDU iShares U.S. Utilities ETF	Utilities Equities	8.33%
IFRA iShares U.S. Infrastructure ETF	Industrials Equities	8.33%
IYC iShares U.S. Consumer Discretionary ETF	Consumer Discretionary Equities	8.33%
IYE iShares U.S. Energy ETF	Energy Equities	8.33%
IYF iShares U.S. Financials ETF	Financials Equities	8.33%
IYH iShares U.S. Healthcare ETF	Health & Biotech Equities	8.33%
IYJ iShares U.S. Industrials ETF	Industrials Equities	8.33%
IYK iShares U.S. Consumer Goods ETF	Consumer Staples Equities	8.33%
IYM iShares U.S. Basic Materials ETF	Materials	8.33%
IYW iShares U.S. Technology ETF	Technology Equities	8.33%
IYZ iShares U.S. Telecommunications ETF	Communications Equities	8.33%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	8.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in US Sector ETFs, 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 Apr 5, 2018, corresponding to the inception date of IFRA

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio US Sector ETFs	0.35%	-2.33%	6.42%	8.33%	19.22%	15.31%	10.83%	—
Portfolio components:
IYW iShares U.S. Technology ETF	0.52%	-1.83%	-7.13%	-6.54%	29.96%	26.25%	15.97%	21.86%
IYF iShares U.S. Financials ETF	0.29%	-2.50%	-7.71%	-4.17%	5.48%	20.35%	11.06%	12.71%
IYH iShares U.S. Healthcare ETF	-0.76%	-5.38%	-5.01%	2.73%	3.82%	5.08%	5.36%	9.32%
IYK iShares U.S. Consumer Goods ETF	0.55%	-6.87%	5.01%	4.34%	0.81%	4.25%	6.00%	8.87%
IYJ iShares U.S. Industrials ETF	-0.34%	-6.47%	0.53%	1.79%	13.58%	15.06%	7.93%	12.08%
IYC iShares U.S. Consumer Discretionary ETF	-0.36%	-4.51%	-5.89%	-6.88%	7.66%	15.27%	5.66%	11.10%
XLP State Street Consumer Staples Select Sector SPDR ETF	0.53%	-6.14%	6.01%	6.51%	3.19%	5.77%	6.56%	7.15%
IYE iShares U.S. Energy ETF	0.59%	5.77%	32.86%	35.06%	29.92%	14.28%	22.18%	10.08%
IYM iShares U.S. Basic Materials ETF	0.02%	-2.24%	16.44%	20.81%	33.56%	12.13%	8.94%	11.25%
IDU iShares U.S. Utilities ETF	0.75%	-0.97%	8.98%	6.76%	17.58%	14.98%	10.80%	9.52%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 6, 2018, US Sector ETFs's average daily return is +0.05%, while the average monthly return is +1.04%. At this rate, your investment would double in approximately 5.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +12.8%, while the worst month was Mar 2020 at -14.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, US Sector ETFs closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +9.2%, while the worst single day was Mar 16, 2020 at -10.7%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.57%	5.46%	-4.07%	0.59%									6.42%
2025	3.42%	0.86%	-2.63%	-1.82%	3.90%	3.25%	0.92%	2.80%	1.33%	-0.14%	2.08%	0.07%	14.71%
2024	0.01%	3.26%	4.41%	-3.31%	3.61%	-0.37%	3.84%	2.50%	2.25%	-1.04%	6.55%	-6.14%	15.90%
2023	5.14%	-3.21%	1.50%	0.98%	-3.60%	6.28%	3.34%	-2.28%	-4.27%	-2.67%	6.87%	4.65%	12.45%
2022	-3.09%	-0.43%	4.30%	-6.10%	1.70%	-8.65%	7.33%	-2.31%	-9.52%	9.76%	5.77%	-4.50%	-7.66%
2021	-0.80%	3.56%	5.97%	3.71%	1.36%	0.48%	1.37%	1.79%	-3.88%	5.74%	-2.41%	6.19%	24.96%

Benchmark Metrics

US Sector ETFs has an annualized alpha of 1.41%, beta of 0.87, and R² of 0.90 versus S&P 500 Index. Calculated based on daily prices since April 06, 2018.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (89.85%) than losses (89.44%) — typical of diversified or defensive assets.
With beta of 0.87 and R² of 0.90, 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: 1.41%

Beta: 0.87

R²: 0.90

Upside Capture: 89.85%

Downside Capture: 89.44%

Expense Ratio

US Sector ETFs has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

IYH

iShares U.S. Healthcare ETF

IYW

iShares U.S. Technology ETF

IYF

iShares U.S. Financials ETF

IYK

iShares U.S. Consumer Goods ETF

IYE

iShares U.S. Energy ETF

IYM

iShares U.S. Basic Materials ETF

IDU

iShares U.S. Utilities ETF

IYZ

iShares U.S. Telecommunications ETF

IYJ

iShares U.S. Industrials ETF

IYC

iShares U.S. Consumer Discretionary ETF

Return for Risk

Risk / Return Rank

US Sector ETFs ranks 54 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.31	0.88	+0.43
Sortino ratio Return per unit of downside risk	1.86	1.37	+0.49
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.08
Calmar ratio Return relative to maximum drawdown	1.76	1.39	+0.37
Martin ratio Return relative to average drawdown	8.73	6.43	+2.30
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
IYW iShares U.S. Technology ETF	58	1.12	1.72	1.24	1.73	5.51
IYF iShares U.S. Financials ETF	19	0.28	0.51	1.07	0.48	1.40
IYH iShares U.S. Healthcare ETF	17	0.21	0.42	1.05	0.42	0.90
IYK iShares U.S. Consumer Goods ETF	12	0.06	0.18	1.02	0.03	0.07
IYJ iShares U.S. Industrials ETF	35	0.69	1.09	1.15	1.14	4.23
IYC iShares U.S. Consumer Discretionary ETF	24	0.38	0.72	1.09	0.76	2.47
XLP State Street Consumer Staples Select Sector SPDR ETF	16	0.23	0.43	1.05	0.30	0.71
IYE iShares U.S. Energy ETF	55	1.21	1.60	1.24	1.61	4.47
IYM iShares U.S. Basic Materials ETF	75	1.50	2.10	1.29	2.38	8.77
IDU iShares U.S. Utilities ETF	58	1.16	1.60	1.22	2.14	5.12

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.

US Sector ETFs Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.31
5-Year: 0.76
All Time: 0.68

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 0.98 to 1.66, 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 US Sector ETFs 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

US Sector ETFs provided a 1.55% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.55%	1.66%	1.66%	1.84%	1.85%	1.54%	1.90%	2.16%	2.10%	1.68%	1.73%	1.97%
Portfolio components:
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
IYF iShares U.S. Financials ETF	1.61%	1.32%	1.29%	1.67%	1.86%	1.27%	1.72%	1.64%	1.90%	1.46%	1.67%	1.66%
IYH iShares U.S. Healthcare ETF	1.31%	1.19%	1.25%	1.18%	1.10%	0.94%	1.16%	1.14%	1.95%	1.10%	1.29%	2.02%
IYK iShares U.S. Consumer Goods ETF	2.70%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
IYJ iShares U.S. Industrials ETF	0.82%	0.83%	0.88%	1.05%	1.05%	0.76%	1.01%	1.32%	1.43%	1.29%	1.38%	1.53%
IYC iShares U.S. Consumer Discretionary ETF	0.53%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.66%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
IYE iShares U.S. Energy ETF	2.12%	2.85%	2.75%	2.99%	3.37%	2.98%	4.75%	6.60%	3.16%	2.66%	2.11%	3.39%
IYM iShares U.S. Basic Materials ETF	1.30%	1.51%	1.65%	1.77%	2.14%	1.48%	1.39%	2.08%	1.68%	1.43%	1.47%	2.04%
IDU iShares U.S. Utilities ETF	2.11%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%

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 US Sector 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 US Sector ETFs was 35.47%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.

The current US Sector ETFs drawdown is 3.54%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.47%	Feb 20, 2020	23	Mar 23, 2020	114	Sep 2, 2020	137
-18.28%	Apr 21, 2022	113	Sep 30, 2022	207	Jul 31, 2023	320
-18.08%	Sep 24, 2018	64	Dec 24, 2018	71	Apr 8, 2019	135
-14.78%	Dec 2, 2024	87	Apr 8, 2025	56	Jun 30, 2025	143
-10.63%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95

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 12 assets, with an effective number of assets of 12.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	IYE	IDU	XLP	IYW	IYK	IYH	IYZ	IYM	IYC	IYF	IFRA	IYJ	Portfolio
Benchmark	1.00	0.46	0.41	0.51	0.89	0.55	0.69	0.75	0.73	0.88	0.78	0.71	0.87	0.90
IYE	0.46	1.00	0.23	0.25	0.28	0.32	0.31	0.42	0.59	0.39	0.54	0.60	0.53	0.62
IDU	0.41	0.23	1.00	0.61	0.22	0.54	0.45	0.43	0.37	0.34	0.42	0.59	0.42	0.56
XLP	0.51	0.25	0.61	1.00	0.29	0.87	0.57	0.49	0.47	0.48	0.50	0.51	0.51	0.65
IYW	0.89	0.28	0.22	0.29	1.00	0.34	0.52	0.61	0.54	0.77	0.55	0.48	0.68	0.68
IYK	0.55	0.32	0.54	0.87	0.34	1.00	0.60	0.51	0.53	0.49	0.54	0.54	0.56	0.69
IYH	0.69	0.31	0.45	0.57	0.52	0.60	1.00	0.57	0.56	0.57	0.58	0.54	0.64	0.72
IYZ	0.75	0.42	0.43	0.49	0.61	0.51	0.57	1.00	0.63	0.69	0.67	0.67	0.73	0.80
IYM	0.73	0.59	0.37	0.47	0.54	0.53	0.56	0.63	1.00	0.66	0.72	0.80	0.82	0.85
IYC	0.88	0.39	0.34	0.48	0.77	0.49	0.57	0.69	0.66	1.00	0.72	0.67	0.80	0.82
IYF	0.78	0.54	0.42	0.50	0.55	0.54	0.58	0.67	0.72	0.72	1.00	0.77	0.84	0.85
IFRA	0.71	0.60	0.59	0.51	0.48	0.54	0.54	0.67	0.80	0.67	0.77	1.00	0.83	0.88
IYJ	0.87	0.53	0.42	0.51	0.68	0.56	0.64	0.73	0.82	0.80	0.84	0.83	1.00	0.92
Portfolio	0.90	0.62	0.56	0.65	0.68	0.69	0.72	0.80	0.85	0.82	0.85	0.88	0.92	1.00

The correlation results are calculated based on daily price changes starting from Apr 6, 2018

US Sector ETFs

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

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