ETF Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 45% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | Global Equities | 10% |
XEM.TO iShares MSCI Emerging Markets Index ETF | Emerging Markets Equities | 5% |
XIU.TO iShares S&P/TSX 60 Index ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Apr 15, 2013, corresponding to the inception date of XEF.TO
Returns By Period
As of May 23, 2025, the ETF Portfolio returned 5.11% Year-To-Date and 9.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| ETF Portfolio | 5.11% | 7.61% | 2.88% | 12.98% | 13.42% | 9.03% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -0.17% | 10.68% | -1.11% | 11.53% | 16.33% | 12.60% |
XIU.TO iShares S&P/TSX 60 Index ETF | 9.81% | 6.00% | 4.37% | 18.04% | 15.16% | 7.71% |
BND Vanguard Total Bond Market ETF | 1.52% | -0.09% | 1.25% | 4.20% | -1.13% | 1.41% |
XEM.TO iShares MSCI Emerging Markets Index ETF | 10.07% | 8.21% | 8.03% | 8.83% | 6.73% | 2.62% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 15.99% | 6.74% | 15.01% | 12.44% | 11.79% | 5.56% |
Monthly Returns
The table below presents the monthly returns of ETF Portfolio, 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 | 2.78% | -0.03% | -2.80% | 1.31% | 3.89% | 5.11% | |||||||
| 2024 | 0.14% | 2.94% | 3.26% | -3.55% | 4.15% | 1.01% | 2.57% | 2.77% | 2.35% | -2.00% | 4.51% | -3.42% | 15.26% |
| 2023 | 7.34% | -3.62% | 2.49% | 1.99% | -2.04% | 5.40% | 2.78% | -2.65% | -4.00% | -3.21% | 8.91% | 5.11% | 18.84% |
| 2022 | -3.25% | -1.88% | 2.92% | -7.62% | 0.94% | -7.98% | 6.24% | -4.07% | -8.70% | 6.15% | 7.08% | -4.94% | -15.71% |
| 2021 | -0.61% | 2.75% | 4.02% | 4.15% | 2.55% | 0.91% | 1.06% | 1.60% | -3.50% | 5.93% | -2.19% | 3.84% | 22.06% |
| 2020 | -0.40% | -6.41% | -13.62% | 10.03% | 4.22% | 2.69% | 4.94% | 5.37% | -3.21% | -2.50% | 10.85% | 3.52% | 13.52% |
| 2019 | 8.65% | 2.29% | 1.13% | 3.28% | -4.81% | 5.75% | 0.22% | -0.97% | 1.98% | 1.43% | 2.59% | 2.65% | 26.34% |
| 2018 | 3.46% | -4.59% | -1.26% | 0.63% | 1.54% | 0.16% | 2.72% | 0.87% | 0.13% | -6.68% | 1.51% | -6.75% | -8.58% |
| 2017 | 2.77% | 1.41% | 0.82% | 0.34% | 1.16% | 1.25% | 2.69% | 0.43% | 2.26% | 1.30% | 1.60% | 2.06% | 19.61% |
| 2016 | -3.60% | 0.77% | 7.35% | 2.52% | -0.37% | 0.66% | 3.28% | 0.17% | 0.58% | -1.40% | 1.69% | 1.75% | 13.83% |
| 2015 | -3.66% | 5.00% | -1.78% | 3.43% | -1.10% | -2.23% | -0.42% | -5.20% | -3.09% | 5.83% | -0.70% | -3.08% | -7.42% |
| 2014 | -3.57% | 4.20% | 0.92% | 1.45% | 1.81% | 2.74% | -0.77% | 2.61% | -3.29% | 0.63% | 1.25% | -0.84% | 7.04% |
Expense Ratio
ETF Portfolio has an expense ratio of 0.13%, 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 ETF Portfolio is 71, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.59 | 0.96 | 1.14 | 0.62 | 2.35 |
XIU.TO iShares S&P/TSX 60 Index ETF | 1.09 | 1.64 | 1.23 | 1.46 | 5.86 |
BND Vanguard Total Bond Market ETF | 0.78 | 1.34 | 1.16 | 0.39 | 2.29 |
XEM.TO iShares MSCI Emerging Markets Index ETF | 0.45 | 0.84 | 1.11 | 0.33 | 1.53 |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 0.71 | 1.09 | 1.15 | 0.86 | 2.52 |
Loading data...
Dividends
Dividend yield
ETF Portfolio provided a 2.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.17% | 2.18% | 2.31% | 2.33% | 1.82% | 2.08% | 2.38% | 2.54% | 2.13% | 2.29% | 2.51% | 2.54% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.30% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
XIU.TO iShares S&P/TSX 60 Index ETF | 2.89% | 2.92% | 3.16% | 3.02% | 2.43% | 3.03% | 2.87% | 3.18% | 2.58% | 2.65% | 3.19% | 2.65% |
BND Vanguard Total Bond Market ETF | 3.78% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
XEM.TO iShares MSCI Emerging Markets Index ETF | 1.96% | 2.08% | 2.39% | 2.10% | 1.91% | 1.28% | 2.57% | 1.96% | 1.78% | 1.96% | 2.22% | 2.15% |
XEF.TO iShares Core MSCI EAFE IMI Index ETF | 2.47% | 2.76% | 2.75% | 2.93% | 2.42% | 1.93% | 2.72% | 2.76% | 2.10% | 2.42% | 2.42% | 5.21% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the ETF Portfolio. 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 Portfolio was 32.68%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current ETF Portfolio drawdown is 1.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.68% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 24, 2020 | 132 |
| -22.87% | Jan 13, 2022 | 192 | Oct 12, 2022 | 329 | Jan 25, 2024 | 521 |
| -19.55% | Apr 29, 2015 | 188 | Jan 20, 2016 | 149 | Aug 18, 2016 | 337 |
| -16.93% | Jan 29, 2018 | 233 | Dec 24, 2018 | 76 | Apr 12, 2019 | 309 |
| -13.75% | Feb 19, 2025 | 35 | Apr 8, 2025 | 26 | May 15, 2025 | 61 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 3.17, 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 | BND | XEM.TO | XEF.TO | XIU.TO | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.03 | 0.65 | 0.72 | 0.72 | 1.00 | 0.93 |
| BND | -0.03 | 1.00 | 0.01 | 0.04 | 0.02 | -0.03 | 0.03 |
| XEM.TO | 0.65 | 0.01 | 1.00 | 0.72 | 0.68 | 0.65 | 0.76 |
| XEF.TO | 0.72 | 0.04 | 0.72 | 1.00 | 0.75 | 0.71 | 0.84 |
| XIU.TO | 0.72 | 0.02 | 0.68 | 0.75 | 1.00 | 0.71 | 0.90 |
| VOO | 1.00 | -0.03 | 0.65 | 0.71 | 0.71 | 1.00 | 0.93 |
| Portfolio | 0.93 | 0.03 | 0.76 | 0.84 | 0.90 | 0.93 | 1.00 |