ETF Portfolio

Asset Allocation

Position	Category/Sector	Target Weight
EFV iShares MSCI EAFE Value ETF	Foreign Large Cap Equities	30%
IAT iShares U.S. Regional Banks ETF	Financials Equities	5.71%
IAU iShares Gold Trust	Gold, Precious Metals	5.71%
IEMG iShares Core MSCI Emerging Markets ETF	Emerging Markets Diversified	30%
IEZ iShares U.S. Oil Equipment & Services ETF	Energy Equities	5.71%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	5.71%
SOXX iShares Semiconductor ETF	Semiconductors, Technology Equities	5.71%
XBI SPDR S&P Biotech ETF	Health & Biotech Equities	5.71%
XME SPDR S&P Metals & Mining ETF	Materials	5.71%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF Portfolio, 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 Oct 24, 2012, corresponding to the inception date of IEMG

Returns By Period

As of Apr 4, 2026, the ETF Portfolio returned 7.43% Year-To-Date and 11.90% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio ETF Portfolio	-0.37%	-0.52%	7.43%	13.82%	55.70%	20.70%	11.16%	11.90%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	-0.35%	0.47%	5.04%	11.68%	44.76%	20.46%	12.60%	9.75%
IEMG iShares Core MSCI Emerging Markets ETF	-1.02%	-1.88%	3.48%	5.73%	42.53%	15.85%	4.31%	8.31%
XBI SPDR S&P Biotech ETF	0.32%	4.08%	5.77%	24.89%	75.72%	18.94%	-1.10%	9.28%
XME SPDR S&P Metals & Mining ETF	0.80%	-1.79%	6.99%	13.76%	129.50%	28.33%	23.51%	20.17%
IEZ iShares U.S. Oil Equipment & Services ETF	0.49%	3.84%	37.08%	48.74%	86.62%	13.38%	17.06%	-0.04%
IAT iShares U.S. Regional Banks ETF	0.50%	-1.41%	-0.25%	6.29%	41.01%	19.83%	2.28%	8.50%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-1.41%	12.35%	13.59%	25.56%	11.70%	8.35%	12.30%
IAU iShares Gold Trust	-1.94%	-7.94%	8.34%	20.10%	53.58%	32.68%	21.72%	14.14%
SOXX iShares Semiconductor ETF	0.32%	0.61%	12.84%	21.56%	116.82%	33.13%	19.27%	28.54%

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

Monthly Returns

Based on dividend-adjusted daily data since Oct 25, 2012, ETF Portfolio's average daily return is +0.04%, while the average monthly return is +0.83%. At this rate, your investment would double in approximately 7.0 years.

Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +15.1%, while the worst month was Mar 2020 at -18.2%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, ETF Portfolio closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.8%, while the worst single day was Mar 16, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	8.61%	5.27%	-6.57%	0.56%									7.43%
2025	3.35%	0.84%	-0.05%	-0.44%	4.14%	5.49%	1.24%	5.09%	4.92%	3.14%	1.51%	2.74%	36.80%
2024	-2.43%	2.97%	4.41%	-2.26%	3.91%	-0.11%	3.98%	0.56%	2.18%	-2.37%	1.38%	-4.61%	7.34%
2023	8.79%	-4.08%	-1.23%	0.28%	-3.04%	5.56%	6.16%	-4.24%	-2.60%	-3.76%	8.00%	6.41%	15.84%
2022	-0.48%	-0.01%	1.38%	-7.04%	2.09%	-8.79%	3.41%	-2.47%	-9.56%	6.13%	10.90%	-2.16%	-8.27%
2021	1.23%	4.96%	1.68%	1.52%	4.05%	-0.91%	-2.69%	1.31%	-2.50%	2.53%	-4.07%	3.53%	10.68%

Benchmark Metrics

ETF Portfolio has an annualized alpha of -1.24%, beta of 0.90, and R² of 0.76 versus S&P 500 Index. Calculated based on daily prices since October 25, 2012.

This portfolio participated in 96.07% of S&P 500 Index downside but only 84.89% of its upside — more exposed to losses than it benefited from rallies.
With beta of 0.90 and R² of 0.76, 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: -1.24%

Beta: 0.90

R²: 0.76

Upside Capture: 84.89%

Downside Capture: 96.07%

Expense Ratio

ETF Portfolio has an expense ratio of 0.27%, 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.

IEZ

iShares U.S. Oil Equipment & Services ETF

IAT

iShares U.S. Regional Banks ETF

EFV

iShares MSCI EAFE Value ETF

XBI

SPDR S&P Biotech ETF

XME

SPDR S&P Metals & Mining ETF

SOXX

iShares Semiconductor ETF

IAU

iShares Gold Trust

IEMG

iShares Core MSCI Emerging Markets ETF

SCHD

Schwab U.S. Dividend Equity ETF

Return for Risk

Risk / Return Rank

ETF Portfolio ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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	2.21	0.88	+1.33
Sortino ratio Return per unit of downside risk	2.92	1.37	+1.55
Omega ratio Gain probability vs. loss probability	1.45	1.21	+0.24
Calmar ratio Return relative to maximum drawdown	3.18	1.39	+1.79
Martin ratio Return relative to average drawdown	13.75	6.43	+7.32
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
EFV iShares MSCI EAFE Value ETF	86	1.94	2.59	1.39	2.91	11.15
IEMG iShares Core MSCI Emerging Markets ETF	77	1.62	2.21	1.32	2.43	9.12
XBI SPDR S&P Biotech ETF	92	2.13	2.83	1.36	4.90	17.98
XME SPDR S&P Metals & Mining ETF	93	2.72	3.14	1.43	4.38	12.38
IEZ iShares U.S. Oil Equipment & Services ETF	59	1.26	1.76	1.25	1.84	5.00
IAT iShares U.S. Regional Banks ETF	35	0.74	1.11	1.17	1.27	3.31
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
IAU iShares Gold Trust	79	1.78	2.21	1.33	2.58	9.32
SOXX iShares Semiconductor ETF	91	2.01	2.62	1.37	4.46	16.48

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.

ETF Portfolio Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.21
5-Year: 0.68
10-Year: 0.65
All Time: 0.53

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 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of ETF Portfolio 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

ETF Portfolio provided a 2.49% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.49%	2.64%	2.92%	2.74%	2.64%	2.55%	1.86%	2.98%	2.84%	2.34%	2.10%	2.50%
Portfolio components:
EFV iShares MSCI EAFE Value ETF	3.96%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
IEMG iShares Core MSCI Emerging Markets ETF	2.66%	2.75%	3.20%	2.89%	2.71%	3.06%	1.87%	3.15%	2.76%	2.35%	2.28%	2.53%
XBI SPDR S&P Biotech ETF	0.34%	0.37%	0.15%	0.02%	0.00%	0.04%	0.20%	0.00%	0.28%	0.24%	0.26%	0.61%
XME SPDR S&P Metals & Mining ETF	0.35%	0.38%	0.65%	1.00%	1.64%	0.70%	0.99%	2.43%	2.23%	1.15%	1.02%	2.61%
IEZ iShares U.S. Oil Equipment & Services ETF	1.27%	1.87%	1.76%	0.97%	0.65%	1.20%	2.07%	2.28%	1.81%	3.42%	0.91%	2.40%
IAT iShares U.S. Regional Banks ETF	2.96%	2.94%	2.95%	3.56%	3.12%	1.88%	2.87%	2.49%	2.48%	1.55%	1.52%	1.78%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
IAU iShares Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SOXX iShares Semiconductor ETF	0.49%	0.57%	0.67%	0.78%	1.26%	0.64%	0.81%	1.23%	1.37%	0.90%	1.08%	1.29%

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 ETF Portfolio. 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 ETF Portfolio was 39.49%, occurring on Mar 23, 2020. Recovery took 172 trading sessions.

The current ETF Portfolio drawdown is 6.71%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-39.49%	Jan 29, 2018	541	Mar 23, 2020	172	Nov 24, 2020	713
-29.04%	Jul 7, 2014	389	Jan 20, 2016	269	Feb 13, 2017	658
-24.25%	Jun 7, 2021	330	Sep 26, 2022	313	Dec 22, 2023	643
-15.02%	Nov 8, 2024	102	Apr 8, 2025	23	May 12, 2025	125
-10.4%	May 22, 2013	23	Jun 24, 2013	53	Sep 9, 2013	76

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 4.93, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

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	IAU	XBI	IEZ	IAT	SOXX	XME	IEMG	SCHD	EFV	Portfolio
Benchmark	1.00	0.01	0.57	0.49	0.64	0.77	0.57	0.69	0.82	0.74	0.83
IAU	0.01	1.00	0.02	0.08	-0.11	0.01	0.29	0.18	0.01	0.14	0.19
XBI	0.57	0.02	1.00	0.31	0.40	0.50	0.39	0.43	0.46	0.44	0.59
IEZ	0.49	0.08	0.31	1.00	0.53	0.39	0.62	0.47	0.57	0.56	0.67
IAT	0.64	-0.11	0.40	0.53	1.00	0.47	0.51	0.45	0.69	0.60	0.65
SOXX	0.77	0.01	0.50	0.39	0.47	1.00	0.49	0.63	0.59	0.56	0.71
XME	0.57	0.29	0.39	0.62	0.51	0.49	1.00	0.57	0.56	0.60	0.75
IEMG	0.69	0.18	0.43	0.47	0.45	0.63	0.57	1.00	0.59	0.75	0.88
SCHD	0.82	0.01	0.46	0.57	0.69	0.59	0.56	0.59	1.00	0.73	0.77
EFV	0.74	0.14	0.44	0.56	0.60	0.56	0.60	0.75	0.73	1.00	0.89
Portfolio	0.83	0.19	0.59	0.67	0.65	0.71	0.75	0.88	0.77	0.89	1.00

The correlation results are calculated based on daily price changes starting from Oct 25, 2012

ETF Portfolio

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