iShares 60/40
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares 60/40, 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 Quarterly
The earliest data available for this chart is Mar 23, 2017, corresponding to the inception date of IDEV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 21.91% | 4.70% | 13.50% | 33.69% | 14.40% | 11.99% |
| iShares 60/40 | 13.51% | 1.52% | 10.85% | 24.28% | 8.54% | N/A |
| Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 23.16% | 3.46% | 15.67% | 36.27% | 16.11% | 14.01% |
IJH iShares Core S&P Mid-Cap ETF | 14.75% | 4.03% | 10.79% | 31.14% | 12.17% | 10.99% |
IJR iShares Core S&P Small-Cap ETF | 8.54% | 2.07% | 13.13% | 29.14% | 10.08% | 10.25% |
IDEV iShares Core MSCI International Developed Markets ETF | 11.46% | 1.09% | 9.50% | 24.70% | 7.69% | N/A |
IEMG iShares Core MSCI Emerging Markets ETF | 15.42% | 7.35% | 15.19% | 25.56% | 5.67% | 4.24% |
IAGG iShares Core International Aggregate Bond ETF | 3.71% | -0.44% | 4.26% | 9.44% | 0.48% | N/A |
AGG iShares Core U.S. Aggregate Bond ETF | 3.04% | -1.90% | 6.27% | 10.17% | 0.05% | 1.53% |
IAU iShares Gold Trust | 28.52% | 2.79% | 11.15% | 37.42% | 12.11% | 7.76% |
Monthly Returns
The table below presents the monthly returns of iShares 60/40, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.13% | 2.24% | 2.84% | -2.74% | 3.44% | 1.13% | 2.40% | 1.99% | 2.01% | 13.51% | |||
| 2023 | 6.00% | -3.03% | 2.94% | 1.17% | -1.25% | 3.46% | 2.33% | -2.04% | -3.69% | -1.86% | 6.94% | 4.49% | 15.79% |
| 2022 | -3.46% | -1.78% | 0.38% | -6.11% | 0.52% | -5.72% | 5.20% | -3.85% | -7.37% | 3.73% | 6.91% | -2.96% | -14.61% |
| 2021 | -0.53% | 1.02% | 1.81% | 2.91% | 1.52% | 0.49% | 1.06% | 1.37% | -3.00% | 3.26% | -1.38% | 2.66% | 11.59% |
| 2020 | -0.09% | -4.35% | -8.69% | 7.43% | 3.46% | 2.15% | 4.06% | 3.39% | -2.13% | -1.41% | 7.47% | 3.46% | 14.35% |
| 2019 | 5.41% | 1.66% | 1.38% | 2.07% | -3.19% | 4.75% | 0.19% | 0.04% | 1.01% | 1.94% | 1.28% | 2.32% | 20.26% |
| 2018 | 3.24% | -3.11% | -0.49% | -0.14% | 0.64% | -0.40% | 1.86% | 0.74% | -0.05% | -4.79% | 1.29% | -3.56% | -4.97% |
| 2017 | 0.45% | 1.30% | 1.36% | 0.34% | 1.82% | 0.71% | 0.90% | 1.50% | 1.26% | 1.17% | 11.36% |
Expense Ratio
iShares 60/40 has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of iShares 60/40 is 65, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.79 | 3.74 | 1.51 | 2.99 | 17.33 |
IJH iShares Core S&P Mid-Cap ETF | 1.68 | 2.37 | 1.29 | 1.59 | 9.39 |
IJR iShares Core S&P Small-Cap ETF | 1.24 | 1.89 | 1.22 | 1.02 | 6.91 |
IDEV iShares Core MSCI International Developed Markets ETF | 1.72 | 2.44 | 1.30 | 1.38 | 11.21 |
IEMG iShares Core MSCI Emerging Markets ETF | 1.57 | 2.26 | 1.28 | 0.80 | 8.96 |
IAGG iShares Core International Aggregate Bond ETF | 2.32 | 3.66 | 1.42 | 0.86 | 13.84 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.56 | 2.28 | 1.27 | 0.55 | 6.62 |
IAU iShares Gold Trust | 2.87 | 3.93 | 1.50 | 4.11 | 18.76 |
Dividends
Dividend yield
iShares 60/40 granted a 2.42% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| iShares 60/40 | 2.42% | 2.35% | 2.07% | 1.77% | 1.76% | 2.41% | 2.54% | 1.79% | 1.60% | 1.64% | 1.45% | 1.38% |
| Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.28% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
IJH iShares Core S&P Mid-Cap ETF | 1.27% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
IJR iShares Core S&P Small-Cap ETF | 1.30% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 2.87% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.57% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
IAGG iShares Core International Aggregate Bond ETF | 3.43% | 3.55% | 2.27% | 1.16% | 1.95% | 2.81% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.85% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
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% |
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 iShares 60/40. 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 iShares 60/40 was 22.02%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current iShares 60/40 drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -21.36% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -11.95% | Jan 29, 2018 | 229 | Dec 24, 2018 | 70 | Apr 5, 2019 | 299 |
| -5.21% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -4.52% | Jul 17, 2024 | 16 | Aug 7, 2024 | 8 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current iShares 60/40 volatility is 2.02%, 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
| IAGG | IAU | AGG | IEMG | IJR | IVV | IJH | IDEV | |
|---|---|---|---|---|---|---|---|---|
| IAGG | 1.00 | 0.27 | 0.74 | 0.01 | -0.01 | 0.03 | 0.00 | 0.04 |
| IAU | 0.27 | 1.00 | 0.40 | 0.21 | 0.04 | 0.06 | 0.05 | 0.21 |
| AGG | 0.74 | 0.40 | 1.00 | 0.06 | -0.00 | 0.05 | 0.01 | 0.09 |
| IEMG | 0.01 | 0.21 | 0.06 | 1.00 | 0.59 | 0.69 | 0.63 | 0.78 |
| IJR | -0.01 | 0.04 | -0.00 | 0.59 | 1.00 | 0.78 | 0.96 | 0.72 |
| IVV | 0.03 | 0.06 | 0.05 | 0.69 | 0.78 | 1.00 | 0.85 | 0.80 |
| IJH | 0.00 | 0.05 | 0.01 | 0.63 | 0.96 | 0.85 | 1.00 | 0.77 |
| IDEV | 0.04 | 0.21 | 0.09 | 0.78 | 0.72 | 0.80 | 0.77 | 1.00 |