SImple ETF
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EFA iShares MSCI EAFE ETF | Foreign Large Cap Equities | 80% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SPLG
Returns By Period
As of May 14, 2025, the SImple ETF returned 8.51% Year-To-Date and 7.66% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| SImple ETF | 8.51% | 9.70% | 6.96% | 12.26% | 14.40% | 7.66% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.46% | 9.92% | -1.04% | 14.16% | 17.40% | 12.69% |
EFA iShares MSCI EAFE ETF | 14.43% | 9.56% | 12.85% | 11.06% | 12.69% | 5.40% |
Monthly Returns
The table below presents the monthly returns of SImple ETF, 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 | 3.91% | 1.18% | -2.18% | 1.90% | 3.54% | 8.51% | |||||||
| 2024 | 0.34% | 3.82% | 3.35% | -3.54% | 5.04% | 0.25% | 2.01% | 2.92% | 1.33% | -3.55% | 2.26% | -2.73% | 11.62% |
| 2023 | 8.01% | -2.87% | 3.35% | 2.44% | -2.40% | 5.20% | 2.91% | -3.05% | -4.07% | -2.61% | 8.56% | 5.05% | 21.23% |
| 2022 | -4.23% | -3.26% | 1.74% | -7.52% | 1.35% | -8.60% | 6.67% | -5.33% | -9.23% | 6.77% | 10.17% | -3.25% | -15.77% |
| 2021 | -0.83% | 2.41% | 3.22% | 3.73% | 2.50% | 0.08% | 1.36% | 1.99% | -3.77% | 4.54% | -3.13% | 4.44% | 17.35% |
| 2020 | -1.89% | -7.86% | -13.59% | 8.10% | 5.19% | 2.97% | 3.25% | 5.52% | -2.65% | -3.17% | 13.07% | 4.59% | 11.07% |
| 2019 | 7.20% | 2.84% | 1.17% | 3.28% | -5.42% | 6.28% | -0.87% | -1.91% | 2.73% | 3.00% | 1.96% | 2.95% | 25.05% |
| 2018 | 5.10% | -4.49% | -1.23% | 1.22% | -0.65% | -0.98% | 3.00% | -0.54% | 0.80% | -7.80% | 0.97% | -6.50% | -11.28% |
| 2017 | 2.88% | 1.88% | 2.40% | 1.96% | 2.92% | 0.47% | 2.43% | 0.01% | 2.29% | 1.85% | 1.34% | 1.32% | 23.99% |
| 2016 | -5.77% | -2.01% | 6.43% | 1.54% | 0.52% | -1.67% | 3.96% | 0.41% | 1.12% | -2.23% | -0.06% | 2.41% | 4.18% |
| 2015 | -0.28% | 6.19% | -1.32% | 2.78% | 0.49% | -2.78% | 2.02% | -7.03% | -4.21% | 7.34% | -0.53% | -2.16% | -0.43% |
| 2014 | -4.59% | 5.79% | -0.31% | 1.25% | 1.90% | 1.24% | -2.34% | 1.02% | -3.21% | 0.25% | 0.76% | -3.00% | -1.65% |
Expense Ratio
SImple ETF has an expense ratio of 0.26%, 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 SImple ETF is 52, 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 | 0.73 | 1.15 | 1.17 | 0.77 | 2.94 |
EFA iShares MSCI EAFE ETF | 0.63 | 1.02 | 1.14 | 0.80 | 2.41 |
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Dividends
Dividend yield
SImple ETF provided a 2.52% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.52% | 2.85% | 2.67% | 2.49% | 2.91% | 2.01% | 2.84% | 3.16% | 2.40% | 2.85% | 2.60% | 3.33% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 1.30% | 1.28% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% |
EFA iShares MSCI EAFE ETF | 2.83% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% | 3.72% |
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 SImple ETF. 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 SImple ETF was 59.81%, occurring on Mar 9, 2009. Recovery took 1163 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -59.81% | Nov 1, 2007 | 339 | Mar 9, 2009 | 1163 | Oct 18, 2013 | 1502 |
| -33.5% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -27% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
| -20.68% | May 22, 2015 | 183 | Feb 11, 2016 | 274 | Mar 15, 2017 | 457 |
| -20.6% | Jan 29, 2018 | 229 | Dec 24, 2018 | 217 | Nov 4, 2019 | 446 |
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 2 assets, with an effective number of assets of 1.47, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SPLG | EFA | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.86 | 0.83 | 0.89 |
| SPLG | 0.86 | 1.00 | 0.72 | 0.81 |
| EFA | 0.83 | 0.72 | 1.00 | 0.98 |
| Portfolio | 0.89 | 0.81 | 0.98 | 1.00 |