EFT
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
IBIT iShares Bitcoin Trust | Blockchain | 5% |
QQQ Invesco QQQ | Large Cap Blend Equities | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 80% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 5% |
Performance
Performance Chart
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 Quarterly
The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of IBIT
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
EFT | N/A | -1.25% | 12.83% | N/A | N/A | N/A |
Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.23% | 19.44% | 17.83% |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 19.93% | 14.14% | 12.62% |
VWO Vanguard FTSE Emerging Markets ETF | 5.71% | -0.98% | 8.19% | 5.35% | 3.41% | 2.43% |
IBIT iShares Bitcoin Trust | N/A | 6.11% | 53.52% | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of EFT, 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 | 0.78% | 6.97% | 3.64% | -4.47% | 5.43% | 3.03% | 14.81% |
Expense Ratio
EFT 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 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 | |
---|---|---|---|---|---|
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
VWO Vanguard FTSE Emerging Markets ETF | 0.45 | 0.74 | 1.09 | 0.22 | 1.22 |
IBIT iShares Bitcoin Trust | — | — | — | — | — |
Dividends
Dividend yield
EFT granted a 1.30% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
EFT | 1.30% | 1.40% | 1.64% | 1.17% | 1.38% | 1.74% | 1.88% | 1.62% | 1.84% | 1.94% | 1.77% | 1.71% |
Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
VOO Vanguard S&P 500 ETF | 1.34% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VWO Vanguard FTSE Emerging Markets ETF | 3.24% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
IBIT iShares Bitcoin 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.
Worst Drawdowns
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 5.50%, occurring on Apr 19, 2024. Recovery took 18 trading sessions.
The current EFT drawdown is 4.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-5.5% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
-4.78% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
-1.76% | Jan 30, 2024 | 2 | Jan 31, 2024 | 2 | Feb 2, 2024 | 4 |
-1.57% | May 22, 2024 | 6 | May 30, 2024 | 4 | Jun 5, 2024 | 10 |
-1.57% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
Volatility
Volatility Chart
The current EFT volatility is 3.78%, 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
IBIT | VWO | QQQ | VOO | |
---|---|---|---|---|
IBIT | 1.00 | 0.21 | 0.19 | 0.22 |
VWO | 0.21 | 1.00 | 0.57 | 0.60 |
QQQ | 0.19 | 0.57 | 1.00 | 0.92 |
VOO | 0.22 | 0.60 | 0.92 | 1.00 |