2025
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2025, 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.
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 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| 2025 | -7.73% | -5.67% | -6.58% | 8.88% | 13.55% | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | -9.89% | -6.67% | -9.34% | 7.74% | 15.13% | 11.56% |
SPEM SPDR Portfolio Emerging Markets ETF | -1.64% | -6.12% | -7.05% | 9.73% | 7.77% | 3.39% |
SCHX Schwab U.S. Large-Cap ETF | -10.05% | -6.75% | -9.36% | 8.95% | 15.95% | 12.89% |
XLF Financial Select Sector SPDR Fund | -3.13% | -5.68% | -1.26% | 17.33% | 18.48% | 13.56% |
XLK Technology Select Sector SPDR Fund | -16.91% | -9.46% | -16.19% | 0.87% | 18.08% | 17.79% |
XLI Industrial Select Sector SPDR Fund | -4.61% | -5.47% | -9.30% | 5.56% | 17.21% | 10.30% |
XLV Health Care Select Sector SPDR Fund | -1.13% | -7.48% | -10.78% | -0.92% | 7.98% | 7.96% |
XLU Utilities Select Sector SPDR Fund | 3.48% | -1.18% | -3.64% | 22.49% | 9.36% | 9.29% |
XLY Consumer Discretionary Select Sector SPDR Fund | -17.13% | -5.50% | -6.64% | 10.18% | 11.76% | 10.57% |
XLP Consumer Staples Select Sector SPDR Fund | 4.70% | 3.71% | 0.84% | 12.84% | 9.54% | 8.04% |
TLT iShares 20+ Year Treasury Bond ETF | 1.27% | -3.72% | -4.78% | 2.28% | -10.00% | -1.21% |
GLD SPDR Gold Trust | 26.43% | 9.04% | 21.83% | 38.50% | 13.95% | 10.43% |
GOOGL Alphabet Inc. | -20.06% | -7.15% | -7.29% | -1.43% | 19.29% | 18.71% |
XLE Energy Select Sector SPDR Fund | -4.11% | -11.84% | -8.32% | -11.36% | 25.03% | 3.98% |
XLC Communication Services Select Sector SPDR Fund | -6.54% | -6.57% | -0.57% | 14.80% | 14.56% | N/A |
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 | 3.74% | -2.05% | -4.52% | -4.90% | -7.73% | ||||||||
| 2024 | 1.03% | 3.98% | 3.84% | -2.69% | 4.53% | 2.82% | 1.19% | 1.83% | 2.49% | -0.36% | 5.13% | -1.94% | 23.76% |
| 2023 | 6.60% | -3.33% | 4.00% | 1.62% | 0.69% | 5.12% | 3.79% | -1.62% | -4.42% | -2.18% | 8.42% | 4.66% | 24.86% |
| 2022 | -4.58% | -2.42% | 2.84% | -9.29% | 0.32% | -7.34% | 7.47% | -3.77% | -9.15% | 6.00% | 6.08% | -5.37% | -19.29% |
| 2021 | -0.76% | 2.78% | 3.58% | 5.52% | 1.05% | 1.73% | 2.57% | 3.12% | -4.64% | 6.28% | -1.66% | 3.87% | 25.48% |
| 2020 | 0.89% | -6.79% | -11.25% | 11.07% | 4.32% | 1.30% | 5.97% | 5.49% | -3.64% | -1.16% | 9.29% | 3.34% | 17.80% |
| 2019 | 7.62% | 2.28% | 1.87% | 3.49% | -5.15% | 5.95% | 1.79% | -0.65% | 1.54% | 1.91% | 2.88% | 2.58% | 28.79% |
| 2018 | -1.44% | 2.95% | 2.12% | -0.08% | -6.23% | 1.95% | -7.06% | -8.01% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2025 is 64, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
SPEM SPDR Portfolio Emerging Markets ETF | 0.55 | 0.88 | 1.12 | 0.55 | 1.73 |
SCHX Schwab U.S. Large-Cap ETF | 0.38 | 0.66 | 1.10 | 0.38 | 1.68 |
XLF Financial Select Sector SPDR Fund | 1.00 | 1.44 | 1.22 | 1.27 | 5.28 |
XLK Technology Select Sector SPDR Fund | -0.13 | 0.03 | 1.00 | -0.15 | -0.51 |
XLI Industrial Select Sector SPDR Fund | 0.23 | 0.47 | 1.06 | 0.24 | 0.93 |
XLV Health Care Select Sector SPDR Fund | -0.05 | 0.02 | 1.00 | -0.05 | -0.13 |
XLU Utilities Select Sector SPDR Fund | 1.62 | 2.17 | 1.29 | 2.09 | 6.87 |
XLY Consumer Discretionary Select Sector SPDR Fund | 0.32 | 0.64 | 1.08 | 0.31 | 1.05 |
XLP Consumer Staples Select Sector SPDR Fund | 1.14 | 1.64 | 1.21 | 1.78 | 4.82 |
TLT iShares 20+ Year Treasury Bond ETF | 0.23 | 0.41 | 1.05 | 0.07 | 0.44 |
GLD SPDR Gold Trust | 2.34 | 3.10 | 1.41 | 4.73 | 12.68 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
XLE Energy Select Sector SPDR Fund | -0.44 | -0.43 | 0.94 | -0.54 | -1.50 |
XLC Communication Services Select Sector SPDR Fund | 0.71 | 1.07 | 1.15 | 0.78 | 3.34 |
Dividends
Dividend yield
2025 provided a 1.63% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.63% | 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 | 1.45% | 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 | 2.83% | 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 | 1.36% | 1.22% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 1.93% | 2.04% | 1.76% |
XLF Financial Select Sector SPDR Fund | 1.53% | 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 | 0.81% | 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 | 1.54% | 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 | 1.72% | 1.67% | 1.59% | 1.47% | 1.33% | 1.49% | 2.17% | 1.58% | 1.47% | 1.60% | 1.43% | 1.35% |
XLU Utilities Select Sector SPDR Fund | 2.93% | 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 | 0.96% | 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% | 2.53% | 2.40% |
TLT iShares 20+ Year Treasury Bond ETF | 4.30% | 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. | 0.53% | 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 | 3.51% | 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 | 1.15% | 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.
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 29.91%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current 2025 drawdown is 10.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -24.67% | Dec 28, 2021 | 200 | Oct 12, 2022 | 302 | Dec 26, 2023 | 502 |
| -16.83% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -16.52% | Aug 30, 2018 | 80 | Dec 24, 2018 | 68 | Apr 3, 2019 | 148 |
| -8.72% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current 2025 volatility is 12.10%, 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.
Diversification
Asset Correlations Table
| GLD | TLT | XLU | XLE | XLP | GOOGL | SPEM | XLV | XLF | XLC | XLK | XLY | XLI | SCHX | SPLG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.29 | 0.16 | 0.09 | 0.10 | 0.09 | 0.23 | 0.08 | -0.00 | 0.10 | 0.07 | 0.05 | 0.06 | 0.09 | 0.08 |
| TLT | 0.29 | 1.00 | 0.13 | -0.24 | 0.03 | -0.08 | -0.09 | -0.04 | -0.22 | -0.05 | -0.07 | -0.06 | -0.14 | -0.09 | -0.10 |
| XLU | 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 |
| XLE | 0.09 | -0.24 | 0.23 | 1.00 | 0.27 | 0.26 | 0.44 | 0.33 | 0.60 | 0.34 | 0.30 | 0.36 | 0.59 | 0.48 | 0.48 |
| XLP | 0.10 | 0.03 | 0.63 | 0.27 | 1.00 | 0.31 | 0.32 | 0.62 | 0.50 | 0.42 | 0.40 | 0.45 | 0.54 | 0.55 | 0.56 |
| GOOGL | 0.09 | -0.08 | 0.22 | 0.26 | 0.31 | 1.00 | 0.52 | 0.45 | 0.44 | 0.82 | 0.73 | 0.65 | 0.47 | 0.72 | 0.72 |
| SPEM | 0.23 | -0.09 | 0.22 | 0.44 | 0.32 | 0.52 | 1.00 | 0.44 | 0.52 | 0.59 | 0.62 | 0.62 | 0.56 | 0.68 | 0.67 |
| XLV | 0.08 | -0.04 | 0.48 | 0.33 | 0.62 | 0.45 | 0.44 | 1.00 | 0.55 | 0.54 | 0.56 | 0.53 | 0.60 | 0.69 | 0.70 |
| XLF | -0.00 | -0.22 | 0.37 | 0.60 | 0.50 | 0.44 | 0.52 | 0.55 | 1.00 | 0.57 | 0.54 | 0.64 | 0.81 | 0.74 | 0.75 |
| XLC | 0.10 | -0.05 | 0.30 | 0.34 | 0.42 | 0.82 | 0.59 | 0.54 | 0.57 | 1.00 | 0.78 | 0.77 | 0.60 | 0.83 | 0.83 |
| XLK | 0.07 | -0.07 | 0.26 | 0.30 | 0.40 | 0.73 | 0.62 | 0.56 | 0.54 | 0.78 | 1.00 | 0.78 | 0.63 | 0.90 | 0.91 |
| XLY | 0.05 | -0.06 | 0.30 | 0.36 | 0.45 | 0.65 | 0.62 | 0.53 | 0.64 | 0.77 | 0.78 | 1.00 | 0.70 | 0.88 | 0.87 |
| XLI | 0.06 | -0.14 | 0.43 | 0.59 | 0.54 | 0.47 | 0.56 | 0.60 | 0.81 | 0.60 | 0.63 | 0.70 | 1.00 | 0.81 | 0.82 |
| SCHX | 0.09 | -0.09 | 0.41 | 0.48 | 0.55 | 0.72 | 0.68 | 0.69 | 0.74 | 0.83 | 0.90 | 0.88 | 0.81 | 1.00 | 0.99 |
| SPLG | 0.08 | -0.10 | 0.42 | 0.48 | 0.56 | 0.72 | 0.67 | 0.70 | 0.75 | 0.83 | 0.91 | 0.87 | 0.82 | 0.99 | 1.00 |