4ETF Tec Div
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW
Returns By Period
As of Jul 25, 2024, the 4ETF Tec Div returned 18.01% Year-To-Date and 17.97% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 4ETF Tec Div | 17.29% | -2.34% | 13.22% | 25.76% | 20.40% | 17.94% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 34.52% | 28.88% |
DGRW WisdomTree U.S. Dividend Growth Fund | 11.96% | -0.20% | 9.69% | 16.99% | 13.87% | 12.70% |
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.28% |
Monthly Returns
The table below presents the monthly returns of 4ETF Tec Div, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.38% | 6.40% | 3.90% | -4.46% | 6.14% | 4.58% | 17.29% | ||||||
| 2023 | 8.24% | -1.14% | 5.56% | -1.10% | 4.62% | 5.95% | 4.03% | -1.86% | -5.39% | -2.88% | 10.12% | 6.59% | 36.35% |
| 2022 | -6.36% | -2.87% | 2.76% | -9.05% | 2.29% | -9.93% | 9.73% | -5.24% | -9.93% | 7.13% | 9.52% | -6.36% | -19.41% |
| 2021 | 0.36% | 3.40% | 4.66% | 2.58% | 1.54% | 2.80% | 1.67% | 2.77% | -5.04% | 6.27% | 2.75% | 4.28% | 31.39% |
| 2020 | -0.73% | -7.01% | -10.17% | 13.18% | 4.98% | 4.01% | 6.50% | 7.07% | -2.71% | -1.44% | 13.54% | 4.30% | 32.70% |
| 2019 | 8.01% | 4.59% | 2.55% | 5.29% | -9.78% | 8.48% | 3.10% | -1.65% | 2.93% | 3.69% | 3.77% | 5.46% | 41.38% |
| 2018 | 6.86% | -2.74% | -2.90% | -2.01% | 5.08% | -0.63% | 3.74% | 3.45% | -0.01% | -8.26% | 2.24% | -8.07% | -4.46% |
| 2017 | 2.58% | 3.76% | 1.79% | 1.10% | 3.81% | -1.62% | 2.87% | 1.53% | 2.60% | 4.94% | 2.31% | 1.13% | 30.15% |
| 2016 | -5.12% | 0.52% | 7.35% | -2.13% | 3.77% | 0.42% | 6.30% | 1.14% | 1.86% | -1.71% | 3.06% | 1.79% | 17.92% |
| 2015 | -3.02% | 6.73% | -2.32% | 0.91% | 2.90% | -4.21% | 0.43% | -5.84% | -1.09% | 9.43% | 1.02% | -1.26% | 2.68% |
| 2014 | -3.50% | 4.84% | 1.29% | 0.13% | 2.82% | 3.11% | -0.84% | 4.57% | -0.79% | 2.01% | 4.86% | -0.64% | 18.92% |
| 2013 | -0.72% | -1.60% | 4.43% | -2.49% | 4.47% | 4.50% | 2.41% | 3.29% | 14.89% |
Expense Ratio
4ETF Tec Div has an expense ratio of 0.22%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 4ETF Tec Div is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
SMH VanEck Vectors Semiconductor ETF | 1.79 | 2.36 | 1.30 | 3.28 | 8.79 |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.57 | 2.28 | 1.28 | 1.61 | 5.20 |
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
Dividends
Dividend yield
4ETF Tec Div granted a 1.52% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 4ETF Tec Div | 1.52% | 1.61% | 2.18% | 1.50% | 1.75% | 2.98% | 2.54% | 2.01% | 1.92% | 2.61% | 2.03% | 1.91% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.63% | 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 | 0.44% | 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 | 1.50% | 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 | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 5.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.87% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -28.13% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -19.79% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -15.21% | May 28, 2015 | 63 | Aug 25, 2015 | 151 | Apr 1, 2016 | 214 |
| -11.06% | Aug 1, 2023 | 63 | Oct 27, 2023 | 29 | Dec 8, 2023 | 92 |
Volatility
Volatility Chart
The current 4ETF Tec Div volatility is 4.93%, 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.
Diversification
Asset Correlations Table
| SMH | SCHD | QQQ | DGRW | |
|---|---|---|---|---|
| SMH | 1.00 | 0.62 | 0.82 | 0.71 |
| SCHD | 0.62 | 1.00 | 0.66 | 0.91 |
| QQQ | 0.82 | 0.66 | 1.00 | 0.82 |
| DGRW | 0.71 | 0.91 | 0.82 | 1.00 |