Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CGDV Capital Group Dividend Value ETF | Large Cap Value Equities, Dividend | 16.67% |
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 16.67% |
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 16.67% |
DIVB iShares U.S. Dividend and Buyback ETF | Large Cap Blend Equities, Dividend | 16.67% |
FDVV Fidelity High Dividend ETF | Large Cap Blend Equities, Dividend | 16.67% |
SPDG SPDR Portfolio S&P Sector Neutral Dividend ETF | Dividend | 16.67% |
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
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% | — | — | — |
| Portfolio components: | ||||||||
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% | — |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.53% | 2.04% | -5.15% | 0.31% | 0.51% | ||||||||
| 2025 | 3.27% | 1.10% | -3.26% | -3.18% | 4.37% | 4.58% | 1.12% | 3.37% | 1.58% | 0.17% | 1.99% | 0.32% | 16.17% |
| 2024 | 0.95% | 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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.00 | 0.88 | +0.12 |
Sortino ratioReturn per unit of downside risk | 1.46 | 1.37 | +0.10 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.21 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.34 | 1.39 | -0.05 |
Martin ratioReturn relative to average drawdown | 5.86 | 6.43 | -0.58 |
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 | |
|---|---|---|---|---|---|---|
SPDG SPDR Portfolio S&P Sector Neutral Dividend ETF | 41 | 0.86 | 1.28 | 1.18 | 1.21 | 4.60 |
DGRO iShares Core Dividend Growth ETF | 58 | 1.11 | 1.61 | 1.24 | 1.52 | 6.97 |
CGDV Capital Group Dividend Value ETF | 68 | 1.24 | 1.81 | 1.28 | 1.94 | 8.10 |
DIVB iShares U.S. Dividend and Buyback ETF | 42 | 0.87 | 1.27 | 1.19 | 1.15 | 4.91 |
DGRW WisdomTree U.S. Dividend Growth Fund | 37 | 0.73 | 1.16 | 1.17 | 1.02 | 4.55 |
FDVV Fidelity High Dividend ETF | 50 | 1.00 | 1.45 | 1.23 | 1.26 | 5.44 |
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Dividends
Dividend yield
SPDQ/DIVB/DGRO/DGRW/CGDV/FDVV provided a 2.21% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.21% | 2.18% | 2.26% | 2.28% | 1.88% | 1.34% | 1.58% | 1.73% | 1.91% | 1.30% | 0.91% | 0.78% |
| Portfolio components: | ||||||||||||
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, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -8.08% | Sep 15, 2023 | 31 | Oct 27, 2023 | 19 | Nov 24, 2023 | 50 |
| -7.94% | Feb 12, 2026 | 32 | Mar 30, 2026 | — | — | — |
| -5.72% | Dec 2, 2024 | 27 | Jan 10, 2025 | 25 | Feb 18, 2025 | 52 |
| -5% | Aug 1, 2024 | 3 | Aug 5, 2024 | 9 | Aug 16, 2024 | 12 |
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
| Benchmark | DIVB | CGDV | SPDG | FDVV | DGRO | DGRW | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.71 | 0.90 | 0.78 | 0.85 | 0.77 | 0.93 | 0.86 |
| DIVB | 0.71 | 1.00 | 0.81 | 0.93 | 0.87 | 0.96 | 0.85 | 0.95 |
| CGDV | 0.90 | 0.81 | 1.00 | 0.83 | 0.88 | 0.86 | 0.91 | 0.92 |
| SPDG | 0.78 | 0.93 | 0.83 | 1.00 | 0.87 | 0.92 | 0.88 | 0.95 |
| FDVV | 0.85 | 0.87 | 0.88 | 0.87 | 1.00 | 0.90 | 0.91 | 0.95 |
| DGRO | 0.77 | 0.96 | 0.86 | 0.92 | 0.90 | 1.00 | 0.90 | 0.97 |
| DGRW | 0.93 | 0.85 | 0.91 | 0.88 | 0.91 | 0.90 | 1.00 | 0.95 |
| Portfolio | 0.86 | 0.95 | 0.92 | 0.95 | 0.95 | 0.97 | 0.95 | 1.00 |