2025

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

2025

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
GLD SPDR Gold Trust	Precious Metals, Gold	4%
GOOGL Alphabet Inc Class A	Communication Services	6%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Growth Equities	8%
SPEM SPDR Portfolio Emerging Markets ETF	Emerging Markets Equities	4%
SPLG SPDR Portfolio S&P 500 ETF	Large Cap Blend Equities	32%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	6%
XLC Communication Services Select Sector SPDR Fund	Large Cap Growth Equities	8%
XLE Energy Select Sector SPDR Fund	Energy Equities	2%
XLF Financial Select Sector SPDR Fund	Financials Equities	8%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	4%
XLK Technology Select Sector SPDR Fund	Technology Equities	4%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	2%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	4%
XLV Health Care Select Sector SPDR Fund	Health & Biotech Equities	4%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	4%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 19, 2018, corresponding to the inception date of XLC

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
2025	3.12%	10.30%	3.46%	13.99%	15.80%	N/A
Portfolio components:
SPLG SPDR Portfolio S&P 500 ETF	1.72%	13.05%	2.14%	13.90%	17.58%	12.80%
SPEM SPDR Portfolio Emerging Markets ETF	8.65%	11.53%	8.57%	11.30%	9.79%	4.40%
SCHX Schwab U.S. Large-Cap ETF	1.85%	13.39%	2.10%	15.51%	18.41%	14.18%
XLF Financial Select Sector SPDR Fund	7.13%	10.87%	4.27%	24.21%	21.95%	14.38%
XLK Technology Select Sector SPDR Fund	1.20%	21.13%	3.05%	11.42%	21.30%	19.90%
XLI Industrial Select Sector SPDR Fund	9.46%	15.37%	4.20%	16.56%	21.25%	11.74%
XLV Health Care Select Sector SPDR Fund	-2.88%	-2.35%	-5.38%	-7.39%	7.49%	7.67%
XLU Utilities Select Sector SPDR Fund	9.35%	6.76%	5.30%	17.17%	11.92%	9.86%
XLY Consumer Discretionary Select Sector SPDR Fund	-2.71%	18.14%	2.46%	23.52%	14.48%	12.26%
XLP Consumer Staples Select Sector SPDR Fund	4.95%	2.38%	3.97%	7.40%	10.31%	8.04%
TLT iShares 20+ Year Treasury Bond ETF	0.21%	-1.92%	-2.13%	-2.28%	-9.95%	-0.59%
GLD SPDR Gold Trust	21.52%	-4.30%	24.37%	33.73%	12.44%	9.79%
GOOGL Alphabet Inc Class A	-12.11%	8.39%	-3.43%	-4.13%	19.51%	19.83%
XLE Energy Select Sector SPDR Fund	0.57%	7.25%	-8.30%	-5.72%	23.95%	4.78%
XLC Communication Services Select Sector SPDR Fund	5.44%	13.56%	7.56%	24.81%	15.80%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of 2025, 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	3.64%	-1.17%	-3.90%	-0.64%	5.43%								3.12%
2024	0.83%	3.83%	3.80%	-2.81%	4.33%	2.44%	1.77%	2.10%	2.58%	-0.54%	5.10%	-2.42%	22.73%
2023	7.00%	-3.41%	3.97%	1.62%	0.34%	5.08%	3.64%	-1.79%	-4.37%	-2.21%	8.35%	4.72%	24.34%
2022	-4.08%	-2.25%	2.66%	-9.00%	0.41%	-7.31%	7.24%	-3.62%	-9.10%	5.69%	6.20%	-5.20%	-18.50%
2021	-0.74%	3.16%	3.66%	5.32%	1.18%	1.59%	2.26%	2.93%	-4.39%	6.04%	-1.72%	3.85%	25.18%
2020	0.78%	-6.78%	-11.41%	11.65%	4.46%	1.28%	5.80%	5.55%	-3.76%	-1.09%	9.85%	3.41%	18.73%
2019	7.79%	2.30%	1.85%	3.57%	-5.24%	5.96%	1.89%	-0.81%	1.58%	1.96%	2.96%	2.63%	29.17%
2018						-1.43%	2.98%	2.12%	-0.08%	-6.18%	1.91%	-6.91%	-7.82%

Expense Ratio

2025 has an expense ratio of 0.09%, 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.

GLD

SPDR Gold Trust

TLT

iShares 20+ Year Treasury Bond ETF

XLF

Financial Select Sector SPDR Fund

XLK

Technology Select Sector SPDR Fund

XLI

Industrial Select Sector SPDR Fund

XLU

Utilities Select Sector SPDR Fund

XLY

Consumer Discretionary Select Sector SPDR Fund

XLP

Consumer Staples Select Sector SPDR Fund

XLE

Energy Select Sector SPDR Fund

XLC

Communication Services Select Sector SPDR Fund

XLV

Health Care Select Sector SPDR Fund

SPEM

SPDR Portfolio Emerging Markets ETF

SPLG

SPDR Portfolio S&P 500 ETF

SCHX

Schwab U.S. Large-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2025 is 65, 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
SPLG SPDR Portfolio S&P 500 ETF	0.72	1.20	1.18	0.81	3.09
SPEM SPDR Portfolio Emerging Markets ETF	0.62	1.09	1.14	0.72	2.14
SCHX Schwab U.S. Large-Cap ETF	0.79	1.29	1.19	0.88	3.34
XLF Financial Select Sector SPDR Fund	1.20	1.76	1.26	1.62	6.15
XLK Technology Select Sector SPDR Fund	0.38	0.82	1.11	0.53	1.65
XLI Industrial Select Sector SPDR Fund	0.83	1.31	1.18	0.90	3.18
XLV Health Care Select Sector SPDR Fund	-0.47	-0.42	0.94	-0.36	-0.90
XLU Utilities Select Sector SPDR Fund	1.00	1.52	1.20	1.76	4.48
XLY Consumer Discretionary Select Sector SPDR Fund	0.93	1.41	1.18	0.88	2.58
XLP Consumer Staples Select Sector SPDR Fund	0.56	1.03	1.13	1.08	2.84
TLT iShares 20+ Year Treasury Bond ETF	-0.16	-0.00	1.00	-0.02	-0.13
GLD SPDR Gold Trust	1.90	2.66	1.34	4.30	11.04
GOOGL Alphabet Inc Class A	-0.13	0.13	1.02	-0.07	-0.14
XLE Energy Select Sector SPDR Fund	-0.23	-0.14	0.98	-0.29	-0.75
XLC Communication Services Select Sector SPDR Fund	1.28	1.82	1.27	1.42	5.26

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.

2025 Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 0.86
5-Year: 1.01
All Time: 0.72

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 0.56 to 1.05, 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 2025 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

2025 provided a 1.50% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.50%	1.51%	1.54%	1.66%	1.29%	1.49%	1.73%	1.89%	1.48%	1.65%	1.78%	1.60%
Portfolio components:
SPLG SPDR Portfolio S&P 500 ETF	1.28%	1.28%	1.44%	1.69%	1.25%	1.54%	1.79%	2.23%	1.75%	1.97%	1.98%	1.79%
SPEM SPDR Portfolio Emerging Markets ETF	2.56%	2.78%	2.80%	3.38%	3.14%	1.92%	2.94%	2.34%	1.12%	1.51%	2.40%	2.26%
SCHX Schwab U.S. Large-Cap ETF	1.20%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.17%	1.70%	1.92%	2.04%	1.76%
XLF Financial Select Sector SPDR Fund	1.38%	1.42%	1.71%	2.04%	1.63%	2.03%	1.86%	2.09%	1.48%	1.63%	2.40%	1.98%
XLK Technology Select Sector SPDR Fund	0.66%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%
XLI Industrial Select Sector SPDR Fund	1.34%	1.44%	1.63%	1.64%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%	1.85%
XLV Health Care Select Sector SPDR Fund	1.76%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%	1.35%
XLU Utilities Select Sector SPDR Fund	2.77%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.42%	3.67%	3.19%
XLY Consumer Discretionary Select Sector SPDR Fund	0.81%	0.72%	0.78%	1.00%	0.53%	0.82%	1.28%	1.34%	1.20%	1.71%	1.43%	1.31%
XLP Consumer Staples Select Sector SPDR Fund	2.49%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%	2.40%
TLT iShares 20+ Year Treasury Bond ETF	4.39%	4.30%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%
GLD SPDR 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%
GOOGL Alphabet Inc Class A	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLE Energy Select Sector SPDR Fund	3.34%	3.36%	3.55%	3.68%	4.21%	5.62%	5.73%	3.54%	3.03%	2.26%	3.39%	2.35%
XLC Communication Services Select Sector SPDR Fund	1.02%	0.99%	0.82%	1.11%	0.74%	0.68%	0.81%	0.64%	0.00%	0.00%	0.00%	0.00%

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 2025. 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 2025 was 30.00%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current 2025 drawdown is 1.71%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-23.91%	Jan 5, 2022	194	Oct 12, 2022	298	Dec 19, 2023	492
-16.34%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-15.56%	Feb 20, 2025	34	Apr 8, 2025	—	—	—
-8.81%	Sep 3, 2020	14	Sep 23, 2020	33	Nov 9, 2020	47

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 15 assets, with an effective number of assets of 7.10, 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	GLD	TLT	XLU	XLE	XLP	SPEM	GOOGL	XLV	XLF	XLC	XLK	XLY	XLI	SCHX	SPLG	Portfolio
^GSPC	1.00	0.07	-0.09	0.42	0.48	0.56	0.67	0.72	0.70	0.75	0.84	0.91	0.87	0.82	0.99	1.00	0.98
GLD	0.07	1.00	0.29	0.16	0.08	0.09	0.22	0.08	0.07	-0.01	0.09	0.06	0.04	0.05	0.07	0.07	0.14
TLT	-0.09	0.29	1.00	0.13	-0.23	0.04	-0.09	-0.08	-0.03	-0.21	-0.05	-0.07	-0.05	-0.14	-0.09	-0.09	-0.03
XLU	0.42	0.16	0.13	1.00	0.23	0.63	0.22	0.22	0.48	0.37	0.30	0.26	0.30	0.43	0.41	0.42	0.45
XLE	0.48	0.08	-0.23	0.23	1.00	0.27	0.44	0.27	0.33	0.60	0.34	0.31	0.37	0.59	0.48	0.48	0.49
XLP	0.56	0.09	0.04	0.63	0.27	1.00	0.31	0.30	0.62	0.50	0.42	0.39	0.44	0.54	0.54	0.56	0.56
SPEM	0.67	0.22	-0.09	0.22	0.44	0.31	1.00	0.52	0.44	0.52	0.59	0.62	0.62	0.56	0.67	0.67	0.70
GOOGL	0.72	0.08	-0.08	0.22	0.27	0.30	0.52	1.00	0.45	0.44	0.82	0.73	0.65	0.47	0.72	0.72	0.77
XLV	0.70	0.07	-0.03	0.48	0.33	0.62	0.44	0.45	1.00	0.56	0.54	0.56	0.53	0.60	0.69	0.70	0.69
XLF	0.75	-0.01	-0.21	0.37	0.60	0.50	0.52	0.44	0.56	1.00	0.57	0.54	0.64	0.82	0.75	0.75	0.76
XLC	0.84	0.09	-0.05	0.30	0.34	0.42	0.59	0.82	0.54	0.57	1.00	0.79	0.77	0.60	0.83	0.83	0.87
XLK	0.91	0.06	-0.07	0.26	0.31	0.39	0.62	0.73	0.56	0.54	0.79	1.00	0.78	0.63	0.90	0.91	0.87
XLY	0.87	0.04	-0.05	0.30	0.37	0.44	0.62	0.65	0.53	0.64	0.77	0.78	1.00	0.70	0.88	0.87	0.86
XLI	0.82	0.05	-0.14	0.43	0.59	0.54	0.56	0.47	0.60	0.82	0.60	0.63	0.70	1.00	0.82	0.82	0.81
SCHX	0.99	0.07	-0.09	0.41	0.48	0.54	0.67	0.72	0.69	0.75	0.83	0.90	0.88	0.82	1.00	0.99	0.98
SPLG	1.00	0.07	-0.09	0.42	0.48	0.56	0.67	0.72	0.70	0.75	0.83	0.91	0.87	0.82	0.99	1.00	0.98
Portfolio	0.98	0.14	-0.03	0.45	0.49	0.56	0.70	0.77	0.69	0.76	0.87	0.87	0.86	0.81	0.98	0.98	1.00

The correlation results are calculated based on daily price changes starting from Jun 20, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

2025

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

Portfolios

Screeners

Community