trowe
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Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 4% |
BNDX Vanguard Total International Bond ETF | Total Bond Market | 3.30% |
GLDM SPDR Gold MiniShares Trust | Precious Metals, Gold | 2.50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 7.60% |
SWVXX Schwab Value Advantage Money Fund | 2.50% | |
VBR Vanguard Small-Cap Value ETF | Small Cap Blend Equities | 4.50% |
VFV.TO Vanguard S&P 500 Index ETF | Large Cap Growth Equities | 33% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 24.50% |
VYM Vanguard High Dividend Yield ETF | Dividend, Large Cap Value Equities | 18.10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in trowe, 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 26, 2018, corresponding to the inception date of GLDM
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.25% | -6.60% | -5.32% | 3.55% | 16.80% | 10.02% |
| trowe | -5.51% | -5.38% | -3.43% | 5.42% | 15.82% | N/A |
| Portfolio components: | ||||||
VBR Vanguard Small-Cap Value ETF | -10.10% | -6.21% | -9.23% | -3.94% | 18.98% | 7.06% |
VOO Vanguard S&P 500 ETF | -7.97% | -6.52% | -4.67% | 4.91% | 18.15% | 11.99% |
SCHD Schwab US Dividend Equity ETF | -1.28% | -3.40% | -3.15% | 4.70% | 16.26% | 10.91% |
BND Vanguard Total Bond Market ETF | 3.55% | 0.82% | 0.71% | 6.48% | -0.31% | 1.46% |
BNDX Vanguard Total International Bond ETF | 0.52% | 0.37% | 0.72% | 4.50% | 0.30% | 1.75% |
GLDM SPDR Gold MiniShares Trust | 18.37% | 6.49% | 16.89% | 35.04% | 13.40% | N/A |
SWVXX Schwab Value Advantage Money Fund | 1.03% | 0.33% | 2.40% | 5.08% | 2.52% | 1.74% |
VFV.TO Vanguard S&P 500 Index ETF | -8.18% | -7.27% | -5.01% | 4.38% | 17.87% | 13.02% |
VYM Vanguard High Dividend Yield ETF | -2.09% | -3.89% | -1.34% | 6.65% | 15.70% | 9.52% |
Monthly Returns
The table below presents the monthly returns of trowe, 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 | 2.87% | -0.48% | -4.23% | -3.62% | -5.51% | ||||||||
| 2024 | 1.01% | 4.01% | 3.79% | -3.81% | 4.10% | 2.18% | 2.53% | 2.17% | 1.92% | -0.63% | 5.44% | -3.25% | 20.75% |
| 2023 | 4.98% | -2.71% | 2.08% | 1.11% | -1.11% | 5.70% | 3.29% | -1.68% | -4.30% | -2.20% | 7.91% | 4.85% | 18.51% |
| 2022 | -3.88% | -2.17% | 3.01% | -7.04% | 1.17% | -7.61% | 7.07% | -3.46% | -8.28% | 8.41% | 5.72% | -4.74% | -12.89% |
| 2021 | -0.81% | 2.94% | 4.78% | 4.04% | 1.47% | 0.95% | 1.69% | 2.43% | -4.02% | 5.74% | -1.05% | 4.72% | 24.89% |
| 2020 | -0.51% | -7.43% | -11.82% | 10.94% | 3.98% | 1.07% | 4.86% | 5.32% | -3.17% | -1.78% | 10.03% | 3.55% | 13.31% |
| 2019 | 6.89% | 2.92% | 1.43% | 3.22% | -5.66% | 6.33% | 1.27% | -1.32% | 2.14% | 1.67% | 2.84% | 2.52% | 26.42% |
| 2018 | -0.08% | 3.19% | 2.37% | 0.36% | -5.61% | 2.11% | -7.70% | -5.77% |
Expense Ratio
trowe has an expense ratio of 0.06%, 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 trowe is 47, 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 | |
|---|---|---|---|---|---|
VBR Vanguard Small-Cap Value ETF | -0.11 | -0.02 | 1.00 | -0.11 | -0.34 |
VOO Vanguard S&P 500 ETF | 0.36 | 0.55 | 1.08 | 0.43 | 1.70 |
SCHD Schwab US Dividend Equity ETF | 0.55 | 0.83 | 1.10 | 0.86 | 2.14 |
BND Vanguard Total Bond Market ETF | 1.55 | 2.32 | 1.27 | 0.57 | 3.80 |
BNDX Vanguard Total International Bond ETF | 1.35 | 1.95 | 1.24 | 0.56 | 5.84 |
GLDM SPDR Gold MiniShares Trust | 2.03 | 2.66 | 1.35 | 3.80 | 10.16 |
SWVXX Schwab Value Advantage Money Fund | 3.72 | — | — | — | — |
VFV.TO Vanguard S&P 500 Index ETF | 0.32 | 0.51 | 1.07 | 0.39 | 1.57 |
VYM Vanguard High Dividend Yield ETF | 0.69 | 1.00 | 1.13 | 1.12 | 3.68 |
Dividends
Dividend yield
trowe provided a 1.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.95% | 1.78% | 1.95% | 1.89% | 1.65% | 1.83% | 2.06% | 2.22% | 1.89% | 2.03% | 2.11% | 1.88% |
| Portfolio components: | ||||||||||||
VBR Vanguard Small-Cap Value ETF | 2.38% | 1.98% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% |
VOO Vanguard S&P 500 ETF | 1.41% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
SCHD Schwab US Dividend Equity ETF | 3.89% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
BND Vanguard Total Bond Market ETF | 3.66% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
BNDX Vanguard Total International Bond ETF | 4.27% | 4.18% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% |
GLDM SPDR Gold MiniShares 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% |
SWVXX Schwab Value Advantage Money Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFV.TO Vanguard S&P 500 Index ETF | 1.14% | 0.99% | 1.20% | 1.31% | 1.06% | 1.33% | 1.55% | 1.68% | 1.50% | 1.66% | 1.63% | 1.48% |
VYM Vanguard High Dividend Yield ETF | 2.97% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
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 trowe. 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 trowe was 30.75%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.
The current trowe drawdown is 8.98%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 110 | Aug 25, 2020 | 133 |
| -20.84% | Jan 5, 2022 | 190 | Sep 30, 2022 | 309 | Dec 13, 2023 | 499 |
| -16.35% | Sep 21, 2018 | 67 | Dec 24, 2018 | 71 | Apr 5, 2019 | 138 |
| -9.65% | Feb 20, 2025 | 31 | Apr 3, 2025 | — | — | — |
| -7.96% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current trowe volatility is 6.46%, 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
| SWVXX | GLDM | BNDX | BND | VBR | SCHD | VFV.TO | VYM | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| SWVXX | 1.00 | 0.02 | 0.01 | 0.00 | 0.04 | 0.03 | 0.02 | 0.04 | 0.03 |
| GLDM | 0.02 | 1.00 | 0.29 | 0.37 | 0.06 | 0.05 | 0.08 | 0.07 | 0.08 |
| BNDX | 0.01 | 0.29 | 1.00 | 0.80 | 0.02 | 0.01 | 0.08 | 0.00 | 0.07 |
| BND | 0.00 | 0.37 | 0.80 | 1.00 | -0.00 | 0.00 | 0.06 | -0.01 | 0.05 |
| VBR | 0.04 | 0.06 | 0.02 | -0.00 | 1.00 | 0.86 | 0.76 | 0.88 | 0.80 |
| SCHD | 0.03 | 0.05 | 0.01 | 0.00 | 0.86 | 1.00 | 0.76 | 0.96 | 0.80 |
| VFV.TO | 0.02 | 0.08 | 0.08 | 0.06 | 0.76 | 0.76 | 1.00 | 0.79 | 0.95 |
| VYM | 0.04 | 0.07 | 0.00 | -0.01 | 0.88 | 0.96 | 0.79 | 1.00 | 0.83 |
| VOO | 0.03 | 0.08 | 0.07 | 0.05 | 0.80 | 0.80 | 0.95 | 0.83 | 1.00 |