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ETF retirement
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ETF retirement

Last updated Nov 13, 2024

Asset Allocation

VUSA.L 20%PMLP.L 15%SMGB.L 15%PGR 14%SHLD 12%XRSG.L 12%XLVP.L 12%EquityEquity
PositionCategory/SectorWeight
PGR
The Progressive Corporation		Financial Services
14%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
15%
SHLD
Global X Defense Tech ETF		Technology Equities
12%
SMGB.L
VanEck Semiconductor UCITS ETF		Technology Equities
15%
VUSA.L
Vanguard S&P 500 UCITS ETF		Large Cap Blend Equities
20%
XLVP.L
Invesco US Health Care Sector UCITS ETF		Health & Biotech Equities
12%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		Small Cap Blend Equities
12%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF retirement, 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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
14.39%
12.73%
ETF retirement
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 13, 2023, corresponding to the inception date of SHLD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
ETF retirement32.82%2.24%14.39%41.10%N/AN/A
Portfolio components:
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		37.36%5.21%20.58%40.25%N/AN/A
SHLD
Global X Defense Tech ETF		47.99%7.11%22.71%53.04%N/AN/A
VUSA.L
Vanguard S&P 500 UCITS ETF		26.33%2.48%13.47%34.33%16.22%15.90%
SMGB.L
VanEck Semiconductor UCITS ETF		25.16%-5.78%1.03%40.26%N/AN/A
PGR
The Progressive Corporation		65.75%4.15%25.48%65.49%32.25%28.80%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		18.13%7.58%14.84%35.47%9.82%N/A
XLVP.L
Invesco US Health Care Sector UCITS ETF		9.61%-4.26%2.09%16.42%11.07%11.87%

Monthly Returns

The table below presents the monthly returns of ETF retirement, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.24%5.84%5.20%-2.95%3.35%2.75%2.45%3.64%0.74%-0.84%32.82%
2023-2.02%-0.30%7.79%5.01%10.57%

Expense Ratio

ETF retirement has an expense ratio of 0.24%, 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.

SHLD
Global X Defense Tech ETF
Expense ratio chart for SHLD: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
SMGB.L
VanEck Semiconductor UCITS ETF
Expense ratio chart for SMGB.L: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XLVP.L
Invesco US Health Care Sector UCITS ETF
Expense ratio chart for XLVP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
VUSA.L
Vanguard S&P 500 UCITS ETF
Expense ratio chart for VUSA.L: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C
Expense ratio chart for XRSG.L: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ETF retirement is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of ETF retirement is 9494
Combined Rank
The Sharpe Ratio Rank of ETF retirement is 9595Sharpe Ratio Rank
The Sortino Ratio Rank of ETF retirement is 9696Sortino Ratio Rank
The Omega Ratio Rank of ETF retirement is 9696Omega Ratio Rank
The Calmar Ratio Rank of ETF retirement is 9292Calmar Ratio Rank
The Martin Ratio Rank of ETF retirement is 9393Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ETF retirement
Sharpe ratio
The chart of Sharpe ratio for ETF retirement, currently valued at 3.84, compared to the broader market0.002.004.006.003.84
Sortino ratio
The chart of Sortino ratio for ETF retirement, currently valued at 5.42, compared to the broader market-2.000.002.004.006.005.42
Omega ratio
The chart of Omega ratio for ETF retirement, currently valued at 1.75, compared to the broader market0.801.001.201.401.601.802.001.75
Calmar ratio
The chart of Calmar ratio for ETF retirement, currently valued at 5.96, compared to the broader market0.005.0010.0015.005.96
Martin ratio
The chart of Martin ratio for ETF retirement, currently valued at 25.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0025.72
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.984.091.546.0222.87
SHLD
Global X Defense Tech ETF		3.785.001.6910.5133.77
VUSA.L
Vanguard S&P 500 UCITS ETF		3.044.171.584.4218.86
SMGB.L
VanEck Semiconductor UCITS ETF		1.251.741.221.603.94
PGR
The Progressive Corporation		3.254.281.589.2524.56
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		1.732.561.313.489.07
XLVP.L
Invesco US Health Care Sector UCITS ETF		1.622.301.282.546.62

Sharpe Ratio

The current ETF retirement Sharpe ratio is 3.84. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of ETF retirement with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio2.002.503.003.504.004.50Sep 08Sep 15Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10
3.84
2.90
ETF retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF retirement provided a 0.82% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.82%1.29%1.31%2.07%1.29%0.84%0.60%0.49%0.66%0.65%1.07%0.47%
Portfolio components:
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.84%6.48%6.12%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHLD
Global X Defense Tech ETF		0.32%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSA.L
Vanguard S&P 500 UCITS ETF		0.74%1.25%1.41%1.05%1.46%1.48%1.70%1.60%1.55%1.73%1.50%1.62%
SMGB.L
VanEck Semiconductor UCITS ETF		0.00%0.00%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation		0.44%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%
XRSG.L
Xtrackers Russell 2000 UCITS ETF 1C		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLVP.L
Invesco US Health Care Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.62%
-0.29%
ETF retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF retirement. 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 ETF retirement was 6.73%, occurring on Aug 5, 2024. Recovery took 8 trading sessions.

The current ETF retirement drawdown is 0.62%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.73%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-4.84%Oct 18, 20238Oct 27, 20235Nov 3, 202313
-4.62%Apr 2, 202414Apr 19, 202418May 15, 202432
-4.42%Sep 15, 202314Oct 4, 20238Oct 16, 202322
-4.3%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current ETF retirement volatility is 3.88%, 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%JuneJulyAugustSeptemberOctoberNovember
3.88%
3.86%
ETF retirement
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
PGRPMLP.LSMGB.LXLVP.LSHLDXRSG.LVUSA.L
PGR1.000.01-0.160.070.20-0.07-0.06
PMLP.L0.011.000.120.360.380.450.39
SMGB.L-0.160.121.000.260.260.490.76
XLVP.L0.070.360.261.000.380.460.57
SHLD0.200.380.260.381.000.490.45
XRSG.L-0.070.450.490.460.491.000.68
VUSA.L-0.060.390.760.570.450.681.00
The correlation results are calculated based on daily price changes starting from Sep 14, 2023