ret
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | Large Cap Blend Equities, ESG | 50% |
XLU Utilities Select Sector SPDR Fund | Utilities Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ret, 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 Sep 20, 2018, corresponding to the inception date of ESGV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| ret | 26.89% | 0.41% | 12.05% | 33.71% | 12.23% | N/A |
| Portfolio components: | ||||||
ESGV Vanguard ESG U.S. Stock ETF | 26.24% | 2.96% | 14.04% | 35.85% | 15.76% | N/A |
XLU Utilities Select Sector SPDR Fund | 26.82% | -2.19% | 9.83% | 30.81% | 7.95% | 9.28% |
Monthly Returns
The table below presents the monthly returns of ret, 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 | -0.81% | 3.27% | 4.63% | -1.61% | 7.07% | -0.98% | 3.95% | 3.50% | 4.48% | -0.97% | 26.89% | ||
| 2023 | 2.97% | -3.95% | 4.09% | 1.47% | -2.06% | 4.17% | 3.00% | -4.05% | -5.33% | -0.66% | 7.68% | 3.76% | 10.69% |
| 2022 | -5.21% | -2.63% | 6.79% | -7.12% | 1.76% | -6.34% | 7.50% | -1.92% | -10.32% | 4.35% | 6.13% | -3.53% | -11.85% |
| 2021 | -0.71% | -1.90% | 6.88% | 4.85% | -1.20% | 0.49% | 3.33% | 3.55% | -5.52% | 5.91% | -1.39% | 6.78% | 22.17% |
| 2020 | 3.57% | -8.78% | -11.15% | 8.41% | 5.11% | -0.66% | 7.00% | 2.54% | -1.50% | 1.50% | 5.80% | 2.64% | 13.18% |
| 2019 | 6.11% | 3.71% | 2.30% | 2.63% | -3.56% | 5.05% | 0.95% | 1.62% | 2.97% | 0.81% | 1.13% | 3.02% | 29.85% |
| 2018 | -0.47% | -2.70% | 2.84% | -6.33% | -6.71% |
Expense Ratio
ret has an expense ratio of 0.11%, 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 risk-adjusted rank of ret is 82, placing it in the top 18% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
ESGV Vanguard ESG U.S. Stock ETF | 2.87 | 3.79 | 1.53 | 3.77 | 17.59 |
XLU Utilities Select Sector SPDR Fund | 2.14 | 2.98 | 1.37 | 1.66 | 10.62 |
Dividends
Dividend yield
ret provided a 1.94% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.94% | 2.28% | 2.17% | 1.87% | 2.13% | 2.11% | 1.80% | 1.66% | 1.71% | 1.84% | 1.59% | 1.93% |
| Portfolio components: | ||||||||||||
ESGV Vanguard ESG U.S. Stock ETF | 1.06% | 1.16% | 1.42% | 0.95% | 1.11% | 1.27% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.82% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
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 ret. 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 ret was 34.71%, occurring on Mar 23, 2020. Recovery took 139 trading sessions.
The current ret drawdown is 0.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.71% | Feb 19, 2020 | 24 | Mar 23, 2020 | 139 | Oct 8, 2020 | 163 |
| -20.32% | Jan 3, 2022 | 196 | Oct 12, 2022 | 347 | Mar 1, 2024 | 543 |
| -11.22% | Dec 4, 2018 | 14 | Dec 24, 2018 | 33 | Feb 12, 2019 | 47 |
| -6.77% | Sep 3, 2021 | 19 | Sep 30, 2021 | 26 | Nov 5, 2021 | 45 |
| -6.23% | Feb 11, 2021 | 15 | Mar 4, 2021 | 7 | Mar 15, 2021 | 22 |
Volatility
Volatility Chart
The current ret volatility is 3.27%, 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
| ESGV | XLU | |
|---|---|---|
| ESGV | 1.00 | 0.39 |
| XLU | 0.39 | 1.00 |