Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SPY State Street SPDR S&P 500 ETF | S&P 500 | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ARKK - ARKW, 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.
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The earliest data available for this chart is Jan 29, 1993, corresponding to the inception date of SPY
Returns By Period
As of Apr 1, 2026, the ARKK - ARKW returned -4.37% Year-To-Date and 13.98% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 2.91% | -5.09% | -4.63% | -2.39% | 16.33% | 16.69% | 10.18% | 12.16% |
Portfolio ARKK - ARKW | 2.91% | -4.94% | -4.37% | -1.82% | 17.59% | 18.19% | 11.69% | 13.98% |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | 2.91% | -4.94% | -4.37% | -1.82% | 17.59% | 18.19% | 11.69% | 13.98% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 1, 1993, ARKK - ARKW's average daily return is +0.05%, while the average monthly return is +0.92%. At this rate, your investment would double in approximately 6.3 years.
Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +12.7%, while the worst month was Oct 2008 at -16.5%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.
On a daily basis, ARKK - ARKW closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +14.5%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.47% | -0.86% | -4.94% | -4.37% | |||||||||
| 2025 | 2.69% | -1.27% | -5.57% | -0.87% | 6.28% | 5.14% | 2.30% | 2.05% | 3.56% | 2.38% | 0.19% | 0.08% | 17.72% |
| 2024 | 1.59% | 5.22% | 3.27% | -4.03% | 5.06% | 3.53% | 1.21% | 2.34% | 2.10% | -0.89% | 5.96% | -2.41% | 24.89% |
| 2023 | 6.29% | -2.51% | 3.71% | 1.60% | 0.46% | 6.48% | 3.27% | -1.63% | -4.74% | -2.17% | 9.13% | 4.57% | 26.18% |
| 2022 | -5.27% | -2.95% | 3.76% | -8.78% | 0.23% | -8.25% | 9.21% | -4.08% | -9.24% | 8.13% | 5.56% | -5.76% | -18.18% |
| 2021 | -1.02% | 2.78% | 4.54% | 5.29% | 0.66% | 2.24% | 2.44% | 2.98% | -4.66% | 7.02% | -0.80% | 4.62% | 28.73% |
Benchmark Metrics
ARKK - ARKW has an annualized alpha of 1.88%, beta of 1.00, and R² of 0.97 versus S&P 500 Index. Calculated based on daily prices since February 01, 1993.
- This portfolio captured 105.22% of S&P 500 Index gains but only 96.37% of its losses — a favorable profile for investors.
- With beta of 1.00 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.
- Alpha
- 1.88%
- Beta
- 1.00
- R²
- 0.97
- Upside Capture
- 105.22%
- Downside Capture
- 96.37%
Expense Ratio
ARKK - ARKW has an expense ratio of 0.09%, 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.
Return for Risk
Risk / Return Rank
ARKK - ARKW ranks 39 for risk / return — below 39% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.93 | 0.90 | +0.03 |
Sortino ratioReturn per unit of downside risk | 1.45 | 1.39 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.53 | 1.40 | +0.13 |
Martin ratioReturn relative to average drawdown | 7.30 | 6.61 | +0.69 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 64 | 0.93 | 1.45 | 1.22 | 1.53 | 7.30 |
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Dividends
Dividend yield
ARKK - ARKW provided a 1.14% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
| Portfolio components: | ||||||||||||
SPY State Street SPDR S&P 500 ETF | 1.14% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | $0.00 | $0.00 | $1.80 | $1.80 | |||||||||
| 2025 | $0.00 | $0.00 | $1.70 | $0.00 | $0.00 | $1.76 | $0.00 | $0.00 | $1.83 | $0.00 | $0.00 | $1.99 | $7.28 |
| 2024 | $0.00 | $0.00 | $1.59 | $0.00 | $0.00 | $1.76 | $0.00 | $0.00 | $1.75 | $0.00 | $0.00 | $1.97 | $7.07 |
| 2023 | $0.00 | $0.00 | $1.51 | $0.00 | $0.00 | $1.64 | $0.00 | $0.00 | $1.58 | $0.00 | $0.00 | $1.91 | $6.63 |
| 2022 | $0.00 | $0.00 | $1.37 | $0.00 | $0.00 | $1.58 | $0.00 | $0.00 | $1.60 | $0.00 | $0.00 | $1.78 | $6.32 |
| 2021 | $0.00 | $0.00 | $1.28 | $0.00 | $0.00 | $1.38 | $0.00 | $0.00 | $1.43 | $0.00 | $0.00 | $1.63 | $5.72 |
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 ARKK - ARKW. 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 ARKK - ARKW was 55.19%, occurring on Mar 9, 2009. Recovery took 869 trading sessions.
The current ARKK - ARKW drawdown is 6.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.19% | Oct 10, 2007 | 355 | Mar 9, 2009 | 869 | Aug 16, 2012 | 1224 |
| -47.52% | Mar 27, 2000 | 637 | Oct 9, 2002 | 1020 | Oct 26, 2006 | 1657 |
| -33.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -24.5% | Jan 4, 2022 | 195 | Oct 12, 2022 | 294 | Dec 13, 2023 | 489 |
| -19.35% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
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 1 assets, with an effective number of assets of 1.00, 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
| Benchmark | SPY | Portfolio | |
|---|---|---|---|
| Benchmark | 1.00 | 0.98 | 0.98 |
| SPY | 0.98 | 1.00 | 1.00 |
| Portfolio | 0.98 | 1.00 | 1.00 |