Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
PSET Principal Quality ETF | Large Cap Growth Equities | 14.29% |
QCON American Century Quality Convertible Securities ETF | Corporate Bonds, Actively Managed | 14.29% |
QDIV Global X S&P 500 Quality Dividend ETF | Dividend, S&P 500 | 14.29% |
QINT American Century Quality Diversified International ETF | Foreign Large Cap Equities | 14.29% |
QUAL iShares MSCI USA Quality Factor ETF | Large Cap Blend Equities | 14.29% |
SPHQ Invesco S&P 500 Quality ETF | S&P 500, Large Cap Value Equities | 14.29% |
XSHQ Invesco S&P SmallCap Quality ETF | Small Cap Growth Equities | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Quality Diversified, 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.
Loading graphics...
The earliest data available for this chart is Feb 6, 2026, corresponding to the inception date of QCON
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio High Quality Diversified | -0.17% | -3.33% | — | — | — | — | — | — |
| Portfolio components: | ||||||||
QUAL iShares MSCI USA Quality Factor ETF | 0.20% | -4.31% | -2.54% | -1.12% | 13.24% | 17.00% | 10.75% | 13.06% |
SPHQ Invesco S&P 500 Quality ETF | -0.13% | -4.08% | 1.33% | 3.12% | 15.43% | 18.15% | 12.67% | 13.65% |
QINT American Century Quality Diversified International ETF | -0.90% | -2.05% | 2.72% | 8.05% | 30.27% | 18.13% | 8.72% | — |
QCON American Century Quality Convertible Securities ETF | 0.00% | 0.00% | — | — | — | — | — | — |
XSHQ Invesco S&P SmallCap Quality ETF | -0.28% | -3.71% | 0.74% | -0.99% | 8.03% | 8.95% | 4.10% | — |
PSET Principal Quality ETF | -0.05% | -5.74% | -8.25% | -8.55% | 5.21% | 10.77% | 8.22% | 11.94% |
QDIV Global X S&P 500 Quality Dividend ETF | -0.01% | -3.77% | 5.90% | 5.54% | 7.27% | 7.79% | 7.39% | — |
Monthly Returns
Based on dividend-adjusted daily data since Feb 9, 2026, High Quality Diversified's average daily return is -0.12%, while the average monthly return is -1.49%.
Historically, 67% of months were positive and 33% were negative. The best month was Apr 2026 with a return of +0.3%, while the worst month was Mar 2026 at -5.0%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 1 months.
On a daily basis, High Quality Diversified closed higher 50% of trading days. The best single day was Mar 31, 2026 with a return of +2.0%, while the worst single day was Feb 12, 2026 at -1.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.20% | -5.01% | 0.34% | -4.50% |
Expense Ratio
High Quality Diversified has an expense ratio of 0.24%, 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
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
QUAL iShares MSCI USA Quality Factor ETF | 40 | 0.76 | 1.21 | 1.17 | 1.21 | 5.43 |
SPHQ Invesco S&P 500 Quality ETF | 48 | 0.90 | 1.40 | 1.19 | 1.46 | 6.32 |
QINT American Century Quality Diversified International ETF | 83 | 1.76 | 2.41 | 1.36 | 2.69 | 10.58 |
QCON American Century Quality Convertible Securities ETF | — | — | — | — | — | — |
XSHQ Invesco S&P SmallCap Quality ETF | 22 | 0.37 | 0.72 | 1.09 | 0.66 | 2.03 |
PSET Principal Quality ETF | 19 | 0.27 | 0.54 | 1.08 | 0.47 | 1.61 |
QDIV Global X S&P 500 Quality Dividend ETF | 23 | 0.44 | 0.74 | 1.10 | 0.59 | 2.13 |
Loading graphics...
Dividends
Dividend yield
High Quality Diversified provided a 1.43% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.43% | 1.41% | 1.49% | 1.58% | 1.93% | 1.32% | 1.42% | 1.49% | 1.15% | 0.71% | 0.70% | 0.56% |
| Portfolio components: | ||||||||||||
QUAL iShares MSCI USA Quality Factor ETF | 0.98% | 0.94% | 1.02% | 1.23% | 1.59% | 1.20% | 1.39% | 1.60% | 2.00% | 1.76% | 1.96% | 1.63% |
SPHQ Invesco S&P 500 Quality ETF | 1.19% | 1.09% | 1.15% | 1.42% | 1.85% | 1.19% | 1.55% | 1.51% | 1.85% | 1.57% | 1.67% | 2.29% |
QINT American Century Quality Diversified International ETF | 2.66% | 2.66% | 3.49% | 3.12% | 3.56% | 2.30% | 1.61% | 1.83% | 0.42% | 0.00% | 0.00% | 0.00% |
QCON American Century Quality Convertible Securities 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% |
XSHQ Invesco S&P SmallCap Quality ETF | 1.50% | 1.48% | 1.18% | 1.15% | 2.02% | 1.25% | 1.24% | 1.11% | 1.16% | 0.60% | 0.00% | 0.00% |
PSET Principal Quality ETF | 0.68% | 0.59% | 0.69% | 0.85% | 1.47% | 0.89% | 1.09% | 1.52% | 1.33% | 1.02% | 1.26% | 0.00% |
QDIV Global X S&P 500 Quality Dividend ETF | 3.01% | 3.13% | 2.88% | 3.26% | 3.02% | 2.44% | 3.06% | 2.84% | 1.30% | 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.
Loading graphics...
Worst Drawdowns
The table below displays the maximum drawdowns of the High Quality Diversified. 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 High Quality Diversified was 7.05%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current High Quality Diversified drawdown is 4.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.05% | Feb 27, 2026 | 22 | Mar 30, 2026 | — | — | — |
| -1.43% | Feb 12, 2026 | 1 | Feb 12, 2026 | 9 | Feb 26, 2026 | 10 |
| -0.09% | Feb 10, 2026 | 1 | Feb 10, 2026 | 1 | Feb 11, 2026 | 2 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading graphics...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 7.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| Benchmark | QCON | QDIV | QINT | XSHQ | PSET | SPHQ | QUAL | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.00 | 0.40 | 0.85 | 0.78 | 0.92 | 0.86 | 0.97 | 0.91 |
| QCON | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| QDIV | 0.40 | 0.00 | 1.00 | 0.40 | 0.55 | 0.44 | 0.60 | 0.46 | 0.62 |
| QINT | 0.85 | 0.00 | 0.40 | 1.00 | 0.67 | 0.74 | 0.81 | 0.83 | 0.87 |
| XSHQ | 0.78 | 0.00 | 0.55 | 0.67 | 1.00 | 0.80 | 0.81 | 0.78 | 0.87 |
| PSET | 0.92 | 0.00 | 0.44 | 0.74 | 0.80 | 1.00 | 0.81 | 0.94 | 0.90 |
| SPHQ | 0.86 | 0.00 | 0.60 | 0.81 | 0.81 | 0.81 | 1.00 | 0.90 | 0.93 |
| QUAL | 0.97 | 0.00 | 0.46 | 0.83 | 0.78 | 0.94 | 0.90 | 1.00 | 0.94 |
| Portfolio | 0.91 | 0.00 | 0.62 | 0.87 | 0.87 | 0.90 | 0.93 | 0.94 | 1.00 |