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SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV, 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 Sep 12, 2023, corresponding to the inception date of SPDG

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV
0.15%-3.77%0.51%2.87%15.18%
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
0.28%-3.88%3.23%5.67%13.84%
DGRO
iShares Core Dividend Growth ETF
0.16%-3.33%1.76%4.21%15.91%14.42%10.17%12.88%
CGDV
Capital Group Dividend Value ETF
-0.23%-4.84%-1.92%1.47%20.74%21.16%
DIVB
iShares U.S. Dividend and Buyback ETF
0.37%-2.65%2.31%5.01%13.90%16.16%10.49%
DGRW
WisdomTree U.S. Dividend Growth Fund
-0.03%-4.33%-1.26%-0.51%11.18%13.85%10.87%13.11%
FDVV
Fidelity High Dividend ETF
0.36%-3.72%-1.14%1.27%15.24%16.87%12.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 13, 2023, SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV's average daily return is +0.07%, while the average monthly return is +1.32%. At this rate, your investment would double in approximately 4.4 years.

Historically, 75% of months were positive and 25% were negative. The best month was Nov 2023 with a return of +7.6%, while the worst month was Mar 2026 at -5.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 2 months.

On a daily basis, SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +7.3%, while the worst single day was Apr 4, 2025 at -5.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.53%2.04%-5.15%0.31%0.51%
20253.27%1.10%-3.26%-3.18%4.37%4.58%1.12%3.37%1.58%0.17%1.99%0.32%16.17%
20240.95%3.14%4.31%-3.57%3.81%1.38%4.58%2.72%2.02%-1.07%4.40%-4.56%19.08%
2023-3.25%-2.33%7.57%5.93%7.67%

Benchmark Metrics

SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV has an annualized alpha of 4.16%, beta of 0.77, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since September 13, 2023.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (94.07%) than losses (85.13%) — typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 4.16% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
4.16%
Beta
0.77
0.84
Upside Capture
94.07%
Downside Capture
85.13%

Expense Ratio

SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV has an expense ratio of 0.21%, 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

SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV ranks 29 for risk / return — below 29% 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.


SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Risk / Return Rank: 2929
Overall Rank
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Sortino Ratio Rank: 2727
Sortino Ratio Rank
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Omega Ratio Rank: 3434
Omega Ratio Rank
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Calmar Ratio Rank: 2424
Calmar Ratio Rank
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Martin Ratio Rank: 2929
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.88

+0.12

Sortino ratio

Return per unit of downside risk

1.46

1.37

+0.10

Omega ratio

Gain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratio

Return relative to maximum drawdown

1.34

1.39

-0.05

Martin ratio

Return relative to average drawdown

5.86

6.43

-0.58


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
410.861.281.181.214.60
DGRO
iShares Core Dividend Growth ETF
581.111.611.241.526.97
CGDV
Capital Group Dividend Value ETF
681.241.811.281.948.10
DIVB
iShares U.S. Dividend and Buyback ETF
420.871.271.191.154.91
DGRW
WisdomTree U.S. Dividend Growth Fund
370.731.161.171.024.55
FDVV
Fidelity High Dividend ETF
501.001.451.231.265.44

Sharpe Ratio

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.

SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

  • 1-Year: 1.00
  • All Time: 1.34

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 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV provided a 2.21% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.21%2.18%2.26%2.28%1.88%1.34%1.58%1.73%1.91%1.30%0.91%0.78%
SPDG
SPDR Portfolio S&P Sector Neutral Dividend ETF
2.93%2.87%2.61%0.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.09%2.09%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%
CGDV
Capital Group Dividend Value ETF
1.33%1.29%1.60%1.65%1.36%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVB
iShares U.S. Dividend and Buyback ETF
2.51%2.50%2.61%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.43%1.43%1.55%1.74%2.15%1.78%1.93%2.20%2.42%1.71%2.13%2.18%
FDVV
Fidelity High Dividend ETF
2.98%2.89%2.94%3.77%3.44%2.70%3.19%3.93%4.05%3.66%1.04%0.00%

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 SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV. 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 SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV was 15.00%, occurring on Apr 8, 2025. Recovery took 54 trading sessions.

The current SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV drawdown is 5.85%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15%Feb 20, 202534Apr 8, 202554Jun 26, 202588
-8.08%Sep 15, 202331Oct 27, 202319Nov 24, 202350
-7.94%Feb 12, 202632Mar 30, 2026
-5.72%Dec 2, 202427Jan 10, 202525Feb 18, 202552
-5%Aug 1, 20243Aug 5, 20249Aug 16, 202412

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 6 assets, with an effective number of assets of 6.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkDIVBCGDVSPDGFDVVDGRODGRWPortfolio
Benchmark1.000.710.900.780.850.770.930.86
DIVB0.711.000.810.930.870.960.850.95
CGDV0.900.811.000.830.880.860.910.92
SPDG0.780.930.831.000.870.920.880.95
FDVV0.850.870.880.871.000.900.910.95
DGRO0.770.960.860.920.901.000.900.97
DGRW0.930.850.910.880.910.901.000.95
Portfolio0.860.950.920.950.950.970.951.00
The correlation results are calculated based on daily price changes starting from Sep 13, 2023