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4ETF Tec Div

Last updated Feb 21, 2024

Asset Allocation


QQQ 25%SMH 25%DGRW 25%SCHD 25%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

25%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

25%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

Performance

The chart shows the growth of an initial investment of $10,000 in 4ETF Tec Div, 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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
17.41%
13.40%
4ETF Tec Div
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW

Returns

As of Feb 21, 2024, the 4ETF Tec Div returned 5.44% Year-To-Date and 17.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
4ETF Tec Div5.44%2.36%17.41%31.16%20.57%17.77%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
SMH
VanEck Vectors Semiconductor ETF
13.10%5.66%33.06%63.92%34.08%28.18%
DGRW
WisdomTree U.S. Dividend Growth Fund
3.41%1.81%11.78%18.08%13.86%12.67%
SCHD
Schwab US Dividend Equity ETF
1.10%0.50%7.54%3.81%12.08%11.43%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.38%
20234.03%-1.86%-5.39%-2.88%10.12%6.59%

Sharpe Ratio

The current 4ETF Tec Div Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.06

The Sharpe ratio of 4ETF Tec Div lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.06
1.75
4ETF Tec Div
Benchmark (^GSPC)
Portfolio components

Dividend yield

4ETF Tec Div granted a 1.56% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
4ETF Tec Div1.56%1.61%2.18%1.50%1.75%2.98%2.54%2.01%1.92%2.61%2.03%1.91%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
SMH
VanEck Vectors Semiconductor ETF
0.53%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.69%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%
SCHD
Schwab US Dividend Equity ETF
3.45%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The 4ETF Tec Div has a high expense ratio of 0.22%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.28%
0.00%2.15%
0.20%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
QQQ
Invesco QQQ
2.53
SMH
VanEck Vectors Semiconductor ETF
2.33
DGRW
WisdomTree U.S. Dividend Growth Fund
1.65
SCHD
Schwab US Dividend Equity ETF
0.33

Asset Correlations Table

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

SMHSCHDQQQDGRW
SMH1.000.640.820.71
SCHD0.641.000.680.92
QQQ0.820.681.000.82
DGRW0.710.920.821.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.40%
-1.08%
4ETF Tec Div
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 4ETF Tec Div. 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 4ETF Tec Div was 30.87%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.

The current 4ETF Tec Div drawdown is 1.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.87%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-28.13%Dec 28, 2021202Oct 14, 2022185Jul 13, 2023387
-19.79%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-15.21%May 28, 201563Aug 25, 2015151Apr 1, 2016214
-11.06%Aug 1, 202363Oct 27, 202329Dec 8, 202392

Volatility Chart

The current 4ETF Tec Div volatility is 3.57%, 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%SeptemberOctoberNovemberDecember2024February
3.57%
3.37%
4ETF Tec Div
Benchmark (^GSPC)
Portfolio components
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