ETF Barbel Strategy Saturno
This Portfolio consists of the Taleb strategy of Barbel. Very Conservative . 10% of these risks should be actively managed with options in black swan events or asymmetric risk-reward ratio.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETF Barbel Strategy Saturno, 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 year.
The earliest data available for this chart is Jun 12, 2014, corresponding to the inception date of DGRO
Returns By Period
As of Apr 19, 2025, the ETF Barbel Strategy Saturno returned -1.84% Year-To-Date and 5.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| ETF Barbel Strategy Saturno | -1.84% | -3.24% | -3.31% | 5.46% | 5.30% | 5.52% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -6.12% | -8.49% | -10.14% | 4.46% | 12.75% | 10.27% |
DGRO iShares Core Dividend Growth ETF | -4.61% | -5.99% | -7.87% | 7.68% | 12.79% | 10.79% |
UUP Invesco DB US Dollar Index Bullish Fund | -7.21% | -3.64% | -1.72% | -1.27% | 2.55% | 2.05% |
VGLT Vanguard Long-Term Treasury ETF | 1.56% | -3.10% | -3.79% | 3.91% | -8.90% | -0.87% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.20% | 0.60% | 1.65% | 7.53% | -0.96% | 1.19% |
VGSH Vanguard Short-Term Treasury ETF | 1.95% | 0.64% | 2.25% | 6.24% | 1.17% | 1.48% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 1.25% | 0.37% | 2.18% | 4.84% | 2.52% | 1.75% |
Monthly Returns
The table below presents the monthly returns of ETF Barbel Strategy Saturno, 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 | 1.41% | 1.46% | -1.19% | -3.45% | -1.84% | ||||||||
| 2024 | 0.58% | 0.77% | 2.06% | -2.17% | 1.52% | 0.70% | 2.81% | 1.50% | 1.00% | -0.69% | 2.59% | -2.66% | 8.14% |
| 2023 | 1.97% | -1.67% | 0.94% | 0.50% | -1.58% | 1.89% | 1.27% | -0.76% | -2.17% | -1.52% | 3.73% | 3.26% | 5.80% |
| 2022 | -1.76% | -1.18% | 0.19% | -2.60% | 0.79% | -2.84% | 2.64% | -1.66% | -3.74% | 3.35% | 2.95% | -1.90% | -5.90% |
| 2021 | -0.85% | 0.94% | 2.90% | 1.32% | 0.92% | 0.29% | 1.25% | 0.96% | -2.06% | 2.33% | -0.33% | 2.83% | 10.89% |
| 2020 | 0.53% | -2.45% | -2.62% | 5.06% | 1.44% | -0.06% | 2.20% | 1.68% | -0.61% | -0.84% | 4.80% | 0.97% | 10.24% |
| 2019 | 2.60% | 1.60% | 1.47% | 1.42% | -1.76% | 3.08% | 0.96% | 0.92% | 1.13% | 0.55% | 1.43% | 0.64% | 14.89% |
| 2018 | 1.06% | -2.02% | -0.69% | -0.26% | 1.27% | 0.30% | 1.82% | 1.42% | 0.05% | -2.32% | 1.84% | -2.56% | -0.23% |
| 2017 | 0.01% | 2.08% | -0.10% | 0.42% | 0.64% | 0.24% | 0.32% | 0.55% | 0.85% | 1.26% | 1.70% | 0.80% | 9.10% |
| 2016 | -0.26% | 0.55% | 2.08% | 0.07% | 0.93% | 1.68% | 1.35% | -0.25% | -0.31% | -0.91% | 0.90% | 0.94% | 6.94% |
| 2015 | 0.30% | 1.25% | -0.20% | -0.57% | 0.38% | -1.71% | 1.25% | -2.45% | -0.13% | 3.04% | 0.24% | -0.69% | 0.60% |
| 2014 | 0.60% | -0.64% | 2.20% | -0.15% | 1.54% | 1.72% | 0.48% | 5.85% |
Expense Ratio
ETF Barbel Strategy Saturno has an expense ratio of 0.14%, 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
With an overall rank of 79, ETF Barbel Strategy Saturno is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.27 | 0.48 | 1.07 | 0.27 | 1.05 |
DGRO iShares Core Dividend Growth ETF | 0.54 | 0.84 | 1.12 | 0.56 | 2.57 |
UUP Invesco DB US Dollar Index Bullish Fund | -0.19 | -0.20 | 0.97 | -0.16 | -0.53 |
VGLT Vanguard Long-Term Treasury ETF | 0.35 | 0.57 | 1.07 | 0.11 | 0.69 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.69 | 2.59 | 1.31 | 0.62 | 4.02 |
VGSH Vanguard Short-Term Treasury ETF | 3.80 | 6.53 | 1.88 | 6.41 | 18.76 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.63 | 253.38 | 147.29 | 448.78 | 4,119.51 |
Dividends
Dividend yield
ETF Barbel Strategy Saturno provided a 3.84% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.84% | 3.74% | 3.62% | 2.01% | 1.35% | 1.79% | 2.32% | 2.17% | 1.60% | 1.57% | 1.67% | 1.14% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.09% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
DGRO iShares Core Dividend Growth ETF | 2.38% | 2.26% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% |
UUP Invesco DB US Dollar Index Bullish Fund | 4.82% | 4.48% | 6.45% | 0.89% | 0.00% | 0.00% | 2.03% | 1.08% | 0.10% | 0.00% | 0.00% | 0.00% |
VGLT Vanguard Long-Term Treasury ETF | 4.39% | 4.33% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.71% | 3.67% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 4.19% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.77% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 ETF Barbel Strategy Saturno. 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 Barbel Strategy Saturno was 11.69%, occurring on Mar 23, 2020. Recovery took 49 trading sessions.
The current ETF Barbel Strategy Saturno drawdown is 4.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.69% | Feb 21, 2020 | 22 | Mar 23, 2020 | 49 | Jun 2, 2020 | 71 |
| -9.97% | Jan 5, 2022 | 186 | Sep 30, 2022 | 332 | Jan 29, 2024 | 518 |
| -6% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -5.84% | Sep 24, 2018 | 64 | Dec 24, 2018 | 34 | Feb 13, 2019 | 98 |
| -5.36% | Apr 16, 2015 | 92 | Aug 25, 2015 | 140 | Mar 16, 2016 | 232 |
Volatility
Volatility Chart
The current ETF Barbel Strategy Saturno volatility is 4.16%, 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
| BIL | UUP | SCHD | DGRO | VGLT | VGSH | VGIT | |
|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.01 | 0.01 | 0.02 | 0.08 | 0.04 |
| UUP | 0.01 | 1.00 | -0.14 | -0.13 | -0.18 | -0.28 | -0.28 |
| SCHD | 0.01 | -0.14 | 1.00 | 0.94 | -0.19 | -0.13 | -0.16 |
| DGRO | 0.01 | -0.13 | 0.94 | 1.00 | -0.19 | -0.14 | -0.17 |
| VGLT | 0.02 | -0.18 | -0.19 | -0.19 | 1.00 | 0.60 | 0.86 |
| VGSH | 0.08 | -0.28 | -0.13 | -0.14 | 0.60 | 1.00 | 0.82 |
| VGIT | 0.04 | -0.28 | -0.16 | -0.17 | 0.86 | 0.82 | 1.00 |