Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
QQQ Invesco QQQ ETF | Nasdaq-100 | 25% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 25% |
DGRW WisdomTree U.S. Quality Dividend Growth Fund | Dividend, Large Cap Growth Equities | 25% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 25% |
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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 Every 3 months.
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Returns By Period
As of Jun 13, 2026, the 4ETF Tec Div returned 29.98% Year-To-Date and 22.02% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | -0.93% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio 4ETF Tec Div | 1.00% | 2.86% | 29.98% | 30.47% | 53.42% | 29.66% | 19.76% | 22.02% |
| Portfolio components: | ||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 0.50% | -0.55% | 7.88% | 7.92% | 18.88% | 15.58% | 11.95% | 14.13% |
QQQ Invesco QQQ ETF | 0.59% | 0.22% | 17.57% | 17.85% | 37.55% | 26.43% | 16.85% | 21.79% |
SCHD Schwab U.S. Dividend Equity ETF | 0.89% | 3.21% | 20.66% | 19.57% | 26.72% | 14.90% | 8.75% | 12.91% |
SMH VanEck Semiconductor ETF | 1.72% | 7.20% | 72.15% | 75.62% | 141.99% | 60.05% | 38.42% | 37.49% |
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2013, 4ETF Tec Div's average daily return is +0.08%, while the average monthly return is +1.60%. At this rate, an investment would double in approximately 3.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +15.0%, while the worst month was Mar 2020 at -10.2%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, 4ETF Tec Div closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.09% | 1.71% | -4.52% | 15.03% | 9.13% | 0.50% | 29.98% | ||||||
| 2025 | 1.89% | -1.10% | -5.37% | -2.27% | 7.15% | 7.51% | 1.93% | 2.39% | 4.58% | 3.56% | -0.18% | 0.52% | 21.74% |
| 2024 | 2.38% | 6.40% | 3.90% | -4.46% | 6.14% | 4.58% | 0.38% | 1.29% | 1.48% | -0.89% | 3.59% | -2.69% | 23.74% |
| 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% | -6.63% | -19.65% |
| 2021 | 0.36% | 3.40% | 4.66% | 2.58% | 1.54% | 2.80% | 1.67% | 2.77% | -5.04% | 6.27% | 2.75% | 4.13% | 31.20% |
Benchmark Metrics
4ETF Tec Div has an annualized alpha of 6.15%, beta of 1.07, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since May 22, 2013.
- This portfolio captured 125.59% of S&P 500 Index gains but only 93.39% of its losses - a favorable profile for investors.
- This portfolio generated an annualized alpha of 6.15% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- With beta of 1.07 and R2 of 0.92, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 6.15%
- Beta
- 1.07
- R²
- 0.92
- Upside Capture
- 125.59%
- Downside Capture
- 93.39%
Expense Ratio
4ETF Tec Div has an expense ratio of 0.22%, 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
4ETF Tec Div ranks 94 for risk / return — in the top 94% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for 4ETF Tec Div and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 3.25 | 1.86 | +1.39 |
| Sortino ratioReturn per unit of downside risk | 4.11 | 2.53 | +1.58 |
| Omega ratioGain probability vs. loss probability | 1.59 | 1.34 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 5.88 | 2.53 | +3.35 |
| Martin ratioReturn relative to average drawdown | 24.72 | 11.37 | +13.35 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 57 | 1.76 | 2.53 | 1.32 | 2.15 | 9.28 |
QQQ Invesco QQQ ETF | 69 | 2.09 | 2.73 | 1.37 | 3.01 | 11.22 |
SCHD Schwab U.S. Dividend Equity ETF | 86 | 2.41 | 3.72 | 1.43 | 5.70 | 13.97 |
SMH VanEck Semiconductor ETF | 95 | 4.13 | 4.26 | 1.60 | 9.18 | 33.74 |
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Dividends
Dividend yield
4ETF Tec Div provided a 1.27% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.27% | 1.50% | 1.55% | 1.61% | 1.88% | 1.38% | 1.58% | 1.85% | 2.07% | 1.65% | 1.72% | 2.07% |
| Portfolio components: | ||||||||||||
DGRW WisdomTree U.S. Quality Dividend Growth Fund | 1.28% | 1.43% | 1.55% | 1.74% | 2.15% | 1.78% | 1.93% | 2.20% | 2.42% | 1.71% | 2.13% | 2.18% |
QQQ Invesco QQQ ETF | 0.39% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
SCHD Schwab U.S. Dividend Equity ETF | 3.22% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SMH VanEck Semiconductor ETF | 0.18% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
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 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 1.67%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -30.87%Mar 2020 | 1mo 2d | 3mo 23d | 4mo 25dFeb 2020 - Jul 2020 |
Bear market2022 | -28.13%Oct 2022 | 9mo 20d | 9mo 2d | 1y 6moDec 2021 - Jul 2023 |
2025 selloff2025 | -20.69%Apr 2025 | 2mo 14d | 2mo 17d | 5mo 1dJan 2025 - Jun 2025 |
Rate-hike selloffLate 2018 | -20.17%Dec 2018 | 3mo 4d | 2mo 27d | 6mo 1dSep 2018 - Mar 2019 |
2015 correction2015 | -15.21%Aug 2015 | 2mo 29d | 7mo 22d | 10mo 21dMay 2015 - Apr 2016 |
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 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.18 | 1.12 | 1.10 | 1.09 | 1.09 |
The portfolio has a diversification ratio of 1.09, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
4ETF Tec Div correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.93 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.95 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.94 |
Correlation (All Time) Calculated using the full available price history since May 22, 2013 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. DGRW has the highest benchmark correlation at 0.94, while SMH has the lowest at 0.77.
Asset Correlations Table
Find what 4ETF Tec Div is missing
See which holdings overlap, where 4ETF Tec Div is concentrated, and which low-correlation assets could fill the gaps.
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