EFT

The chart shows the growth of an initial investment of $10,000 in EFT, 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.

Based on dividend-adjusted daily data since Jan 12, 2024, EFT's average daily return is +0.07%, while the average monthly return is +1.38%. At this rate, your investment would double in approximately 4.2 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +7.2%, while the worst month was Mar 2025 at -5.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 2 months.

On a daily basis, EFT closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -5.4%.

EFT has an annualized alpha of 1.79%, beta of 1.02, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

• This portfolio captured 108.05% of S&P 500 Index gains but only 97.44% of its losses — a favorable profile for investors.
• With beta of 1.02 and R² of 0.97, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

EFT 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.

EFT ranks 24 for risk / return — below 24% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

EFT Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 1.78
• All Time: 1.11

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of EFT compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

EFT provided a 1.12% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the EFT. 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 EFT was 18.89%, occurring on Apr 8, 2025. Recovery took 52 trading sessions.

The current EFT drawdown is 6.70%.

The chart below shows the rolling one-month volatility.