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
The chart shows the growth of an initial investment of $10,000 in SImple ETF, 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 never rebalanced.
The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SPLG
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| SImple ETF | -1.24% | -5.66% | -4.06% | 7.71% | 12.52% | 6.77% |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | -12.01% | -8.88% | -11.34% | 5.20% | 14.81% | 11.21% |
EFA iShares MSCI EAFE ETF | 6.68% | -3.59% | 0.97% | 9.28% | 11.26% | 4.82% |
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% | -3.97% | -1.24% | ||||||||
| 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 59, 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 | 0.21 | 0.43 | 1.06 | 0.22 | 0.94 |
EFA iShares MSCI EAFE ETF | 0.52 | 0.84 | 1.11 | 0.64 | 1.93 |
Dividends
Dividend yield
SImple ETF provided a 2.73% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.73% | 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 | 1.48% | 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 | 3.04% | 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.
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.
The current SImple ETF drawdown is 6.64%.
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 current SImple ETF volatility is 12.13%, 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
| EFA | SPLG | |
|---|---|---|
| EFA | 1.00 | 0.72 |
| SPLG | 0.72 | 1.00 |