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ETF Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPSK 20%GLD 20%SPUS 20%SPRE 20%KSA 20%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
GLD
SPDR Gold Trust
Precious Metals, Gold
20%
KSA
iShares MSCI Saudi Arabia ETF
Emerging Markets Equities
20%
SPRE
SP Funds S&P Global REIT Sharia ETF
REIT
20%
SPSK
SP Funds Dow Jones Global Sukuk ETF
Total Bond Market
20%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
Large Cap Growth Equities
20%

Performance

Performance Chart

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


30.00%40.00%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
33.54%
56.14%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 30, 2020, corresponding to the inception date of SPRE

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.93%-3.71%3.77%21.81%12.17%11.26%
ETF Portfolio-0.22%-1.96%2.44%11.75%N/AN/A
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
-0.47%-3.11%2.44%25.17%16.70%N/A
SPRE
SP Funds S&P Global REIT Sharia ETF
-2.63%-5.99%-3.17%0.66%N/AN/A
SPSK
SP Funds Dow Jones Global Sukuk ETF
-1.07%-0.79%1.49%2.72%0.03%N/A
GLD
SPDR Gold Trust
2.51%1.60%10.89%30.84%11.26%7.74%
KSA
iShares MSCI Saudi Arabia ETF
0.00%-1.35%0.14%-1.19%8.09%N/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.08%3.77%2.48%-2.96%1.03%2.50%3.11%1.89%2.51%-1.19%0.85%-1.40%11.86%
20235.39%-4.25%4.87%1.83%-0.97%2.85%1.68%-1.82%-4.90%-1.06%6.33%5.27%15.43%
2022-1.83%-0.72%2.80%-1.50%-4.41%-6.39%5.23%-2.68%-7.68%2.42%1.84%-2.20%-14.84%
2021-0.64%-0.79%3.99%4.64%1.97%1.06%2.69%2.15%-2.95%4.88%-1.65%4.85%21.71%
20200.01%0.01%

Expense Ratio

ETF Portfolio features an expense ratio of 0.59%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for KSA: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for SPRE: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for SPSK: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for SPUS: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ETF Portfolio is 35, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ETF Portfolio is 3535
Overall Rank
The Sharpe Ratio Rank of ETF Portfolio is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ETF Portfolio is 3030
Sortino Ratio Rank
The Omega Ratio Rank of ETF Portfolio is 3030
Omega Ratio Rank
The Calmar Ratio Rank of ETF Portfolio is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ETF Portfolio is 3535
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for ETF Portfolio, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.331.77
The chart of Sortino ratio for ETF Portfolio, currently valued at 1.86, compared to the broader market-2.000.002.004.001.862.37
The chart of Omega ratio for ETF Portfolio, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.241.32
The chart of Calmar ratio for ETF Portfolio, currently valued at 2.41, compared to the broader market0.002.004.006.008.0010.002.412.65
The chart of Martin ratio for ETF Portfolio, currently valued at 7.26, compared to the broader market0.0010.0020.0030.0040.007.2611.13
ETF Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
1.692.261.312.329.08
SPRE
SP Funds S&P Global REIT Sharia ETF
0.040.161.020.020.12
SPSK
SP Funds Dow Jones Global Sukuk ETF
0.380.611.070.362.37
GLD
SPDR Gold Trust
2.132.791.373.9510.80
KSA
iShares MSCI Saudi Arabia ETF
-0.12-0.090.99-0.09-0.28

The current ETF Portfolio Sharpe ratio is 1.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.22 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ETF Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50AugustSeptemberOctoberNovemberDecember2025
1.33
1.77
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF Portfolio provided a 2.39% dividend yield over the last twelve months.


TTM2024202320222021202020192018201720162015
Portfolio2.39%2.36%2.08%1.91%1.58%0.92%0.43%0.50%0.46%0.61%0.01%
SPUS
SP Funds S&P 500 Sharia Industry Exclusions ETF
0.71%0.71%0.87%1.21%0.93%1.04%0.00%0.00%0.00%0.00%0.00%
SPRE
SP Funds S&P Global REIT Sharia ETF
4.24%4.13%4.16%4.17%2.83%0.00%0.00%0.00%0.00%0.00%0.00%
SPSK
SP Funds Dow Jones Global Sukuk ETF
3.57%3.53%2.95%2.22%2.56%1.78%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KSA
iShares MSCI Saudi Arabia ETF
3.44%3.44%2.44%1.93%1.58%1.76%2.15%2.51%2.30%3.06%0.04%

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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-2.98%
-4.32%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

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 19.32%, occurring on Oct 14, 2022. Recovery took 349 trading sessions.

The current ETF Portfolio drawdown is 2.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.32%Apr 21, 2022123Oct 14, 2022349Mar 7, 2024472
-4.86%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.19%Jan 3, 202218Jan 27, 202241Mar 28, 202259
-4.18%Apr 10, 202415Apr 30, 202445Jul 5, 202460
-4.06%Sep 7, 202117Sep 29, 202115Oct 20, 202132

Volatility

Volatility Chart

The current ETF Portfolio volatility is 2.97%, 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.


2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
2.97%
4.66%
ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SPSKGLDKSASPUSSPRE
SPSK1.000.210.060.180.21
GLD0.211.000.200.130.20
KSA0.060.201.000.350.29
SPUS0.180.130.351.000.57
SPRE0.210.200.290.571.00
The correlation results are calculated based on daily price changes starting from Dec 31, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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