ETFs- %5 BTC
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFs- %5 BTC, 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.
The earliest data available for this chart is Jul 17, 2010, corresponding to the inception date of BTC-USD
Returns By Period
As of Apr 20, 2025, the ETFs- %5 BTC returned 1.94% Year-To-Date and 18.52% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.71% | -9.92% | 6.35% | 13.40% | 9.65% |
| ETFs- %5 BTC | -9.61% | 0.34% | 23.53% | 32.28% | 65.15% | 80.09% |
| Portfolio components: | ||||||
IAK iShares U.S. Insurance ETF | 2.93% | -4.03% | -1.79% | 16.66% | 22.47% | 12.24% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -9.61% | -13.17% | 6.52% | 17.18% | 17.64% |
IOO iShares Global 100 ETF | -9.51% | -7.25% | -9.04% | 8.21% | 15.31% | 10.96% |
OEF iShares S&P 100 ETF | -11.87% | -7.14% | -9.52% | 9.35% | 15.86% | 12.51% |
IAU iShares Gold Trust | 26.50% | 9.04% | 21.92% | 38.75% | 14.06% | 10.56% |
SOXX iShares PHLX Semiconductor ETF | -22.61% | -17.34% | -27.18% | -15.50% | 18.20% | 19.10% |
BTC-USD Bitcoin | -9.61% | 0.34% | 23.53% | 32.28% | 65.16% | 80.21% |
SHY iShares 1-3 Year Treasury Bond ETF | 1.93% | 0.61% | 2.21% | 6.08% | 1.08% | 1.39% |
IGSB iShares Short-Term Corporate Bond ETF | 1.91% | 0.10% | 1.87% | 7.19% | 2.27% | 2.33% |
Monthly Returns
The table below presents the monthly returns of ETFs- %5 BTC, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 9.61% | -17.61% | -2.16% | 2.30% | -9.61% | ||||||||
| 2024 | 0.75% | 43.71% | 16.56% | -14.99% | 11.30% | -7.13% | 3.10% | -8.74% | 7.39% | 10.87% | 37.36% | -3.13% | 121.04% |
| 2023 | 39.83% | 0.03% | 23.03% | 2.77% | -7.00% | 11.97% | -4.09% | -11.28% | 4.00% | 28.55% | 8.78% | 12.07% | 155.39% |
| 2022 | -16.89% | 12.24% | 5.43% | -17.18% | -15.70% | -37.77% | 17.95% | -14.08% | -3.08% | 5.48% | -16.23% | -3.62% | -64.26% |
| 2021 | 14.18% | 36.31% | 30.53% | -1.98% | -35.35% | -6.14% | 18.79% | 13.31% | -7.16% | 40.02% | -7.03% | -18.77% | 59.66% |
| 2020 | 29.97% | -8.03% | -25.12% | 34.47% | 9.27% | -3.41% | 23.91% | 3.16% | -7.67% | 27.78% | 42.40% | 47.77% | 303.06% |
| 2019 | -7.60% | 11.48% | 6.50% | 30.32% | 60.22% | 26.15% | -6.76% | -4.51% | -13.88% | 10.92% | -17.71% | -4.96% | 92.17% |
| 2018 | -27.79% | 1.73% | -32.93% | 32.50% | -18.89% | -14.54% | 21.49% | -9.54% | -5.85% | -4.65% | -36.40% | -6.83% | -73.55% |
| 2017 | 0.70% | 21.56% | -9.15% | 25.72% | 69.54% | 8.50% | 15.89% | 63.54% | -7.75% | 49.07% | 58.19% | 38.32% | 1,366.56% |
| 2016 | -14.32% | 18.63% | -4.76% | 7.55% | 18.47% | 26.64% | -7.20% | -7.85% | 5.94% | 14.92% | 6.37% | 29.18% | 123.45% |
| 2015 | -31.94% | 16.83% | -3.94% | -3.28% | -2.49% | 14.18% | 8.16% | -19.10% | 2.58% | 32.94% | 20.00% | 14.05% | 34.32% |
| 2014 | 10.05% | -33.76% | -16.76% | -2.04% | 39.20% | 2.59% | -8.36% | -18.45% | -18.96% | -12.52% | 11.70% | -15.25% | -57.42% |
Expense Ratio
ETFs- %5 BTC has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 84, ETFs- %5 BTC is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
IAK iShares U.S. Insurance ETF | 0.80 | 1.17 | 1.17 | 0.36 | 3.46 |
IGM iShares Expanded Tech Sector ETF | -0.15 | -0.00 | 1.00 | 0.06 | -0.58 |
IOO iShares Global 100 ETF | -0.06 | 0.07 | 1.01 | 0.30 | -0.29 |
OEF iShares S&P 100 ETF | -0.00 | 0.16 | 1.02 | 0.36 | -0.01 |
IAU iShares Gold Trust | 3.54 | 4.65 | 1.62 | 2.86 | 18.66 |
SOXX iShares PHLX Semiconductor ETF | -0.65 | -0.76 | 0.90 | -0.55 | -2.46 |
BTC-USD Bitcoin | 1.20 | 1.85 | 1.19 | 0.90 | 5.47 |
SHY iShares 1-3 Year Treasury Bond ETF | 2.82 | 4.58 | 1.58 | 0.65 | 11.13 |
IGSB iShares Short-Term Corporate Bond ETF | 1.93 | 2.79 | 1.39 | 0.53 | 8.89 |
Dividends
Dividend yield
ETFs- %5 BTC provided a 0.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.71% | 0.64% | 0.72% | 0.80% | 0.64% | 0.72% | 0.89% | 1.00% | 0.81% | 0.96% | 0.94% | 0.99% |
| Portfolio components: | ||||||||||||
IAK iShares U.S. Insurance ETF | 1.74% | 1.49% | 1.44% | 1.69% | 2.26% | 2.07% | 1.84% | 2.33% | 1.62% | 1.68% | 1.62% | 1.57% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
IOO iShares Global 100 ETF | 1.19% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% |
OEF iShares S&P 100 ETF | 1.10% | 1.03% | 1.19% | 1.55% | 1.06% | 1.43% | 1.87% | 2.09% | 1.81% | 2.07% | 2.11% | 1.85% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SOXX iShares PHLX Semiconductor ETF | 0.89% | 0.67% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SHY iShares 1-3 Year Treasury Bond ETF | 3.94% | 3.92% | 2.99% | 1.30% | 0.24% | 0.94% | 2.12% | 1.72% | 0.98% | 0.71% | 0.54% | 0.36% |
IGSB iShares Short-Term Corporate Bond ETF | 4.16% | 4.02% | 3.26% | 2.07% | 1.82% | 2.37% | 3.07% | 2.46% | 1.65% | 1.45% | 1.18% | 0.94% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ETFs- %5 BTC. 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 ETFs- %5 BTC was 89.55%, occurring on Nov 19, 2011. Recovery took 460 trading sessions.
The current ETFs- %5 BTC drawdown is 4.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -89.55% | Jun 10, 2011 | 163 | Nov 19, 2011 | 460 | Feb 21, 2013 | 623 |
| -84.42% | Dec 5, 2013 | 406 | Jan 14, 2015 | 721 | Jan 4, 2017 | 1127 |
| -83.39% | Dec 17, 2017 | 364 | Dec 15, 2018 | 716 | Nov 30, 2020 | 1080 |
| -76.63% | Nov 9, 2021 | 378 | Nov 21, 2022 | 469 | Mar 4, 2024 | 847 |
| -69.92% | Apr 11, 2013 | 7 | Apr 17, 2013 | 202 | Nov 5, 2013 | 209 |
Volatility
Volatility Chart
The current ETFs- %5 BTC volatility is 15.28%, 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
| BTC-USD | IAU | IGSB | SHY | IAK | SOXX | IGM | IOO | OEF | |
|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.05 | 0.04 | -0.00 | 0.06 | 0.11 | 0.11 | 0.10 | 0.10 |
| IAU | 0.05 | 1.00 | 0.26 | 0.31 | -0.03 | 0.03 | 0.04 | 0.08 | 0.03 |
| IGSB | 0.04 | 0.26 | 1.00 | 0.62 | -0.02 | 0.06 | 0.10 | 0.10 | 0.09 |
| SHY | -0.00 | 0.31 | 0.62 | 1.00 | -0.20 | -0.12 | -0.10 | -0.11 | -0.13 |
| IAK | 0.06 | -0.03 | -0.02 | -0.20 | 1.00 | 0.43 | 0.46 | 0.59 | 0.61 |
| SOXX | 0.11 | 0.03 | 0.06 | -0.12 | 0.43 | 1.00 | 0.81 | 0.67 | 0.70 |
| IGM | 0.11 | 0.04 | 0.10 | -0.10 | 0.46 | 0.81 | 1.00 | 0.79 | 0.84 |
| IOO | 0.10 | 0.08 | 0.10 | -0.11 | 0.59 | 0.67 | 0.79 | 1.00 | 0.90 |
| OEF | 0.10 | 0.03 | 0.09 | -0.13 | 0.61 | 0.70 | 0.84 | 0.90 | 1.00 |