Balanced Growth ETFs - Low Hedge

Asset Allocation

Position	Category/Sector	Target Weight
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	Alternative Energy Equities	10%
ITA iShares U.S. Aerospace & Defense ETF	Industrials Equities, Aerospace & Defense	10%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	10%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	5%
XLF Financial Select Sector SPDR Fund	Financials Equities	10%
XLG Invesco S&P 500 Top 50 ETF	S&P 500	20%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	10%
XLU Utilities Select Sector SPDR Fund	Utilities Equities	10%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	5%
XME SPDR S&P Metals & Mining ETF	Materials	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Balanced Growth ETFs - Low Hedge, 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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The earliest data available for this chart is Nov 17, 2009, corresponding to the inception date of GRID

Returns By Period

As of Apr 11, 2026, the Balanced Growth ETFs - Low Hedge returned 7.65% Year-To-Date and 17.68% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	0.61%	-0.42%	4.03%	29.40%	18.38%	10.55%	12.70%
Portfolio Balanced Growth ETFs - Low Hedge	0.00%	1.76%	7.65%	12.24%	52.57%	25.10%	17.41%	17.68%
Portfolio components:
XLG Invesco S&P 500 Top 50 ETF	0.26%	-0.13%	-3.70%	1.21%	31.78%	23.51%	13.94%	16.17%
SMH VanEck Semiconductor ETF	1.53%	8.94%	21.31%	34.70%	123.35%	51.47%	28.60%	33.21%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	0.76%	5.26%	16.32%	19.30%	65.31%	24.45%	16.36%	19.21%
XLI Industrial Select Sector SPDR Fund	-0.39%	1.48%	10.88%	15.14%	40.77%	21.81%	12.99%	14.01%
ITA iShares U.S. Aerospace & Defense ETF	-0.91%	-3.72%	7.03%	11.53%	56.97%	26.67%	17.73%	15.72%
XLU Utilities Select Sector SPDR Fund	-0.40%	2.42%	10.77%	5.64%	28.11%	13.87%	11.02%	10.18%
XME SPDR S&P Metals & Mining ETF	0.75%	-1.10%	9.67%	12.78%	120.31%	30.17%	24.66%	19.43%
XLF Financial Select Sector SPDR Fund	-1.09%	2.80%	-6.83%	-1.82%	12.29%	18.11%	9.52%	12.89%
XLE State Street Energy Select Sector SPDR ETF	-0.68%	0.58%	28.19%	35.65%	52.68%	13.24%	23.24%	10.32%
XLV State Street Health Care Select Sector SPDR ETF	-1.35%	-3.23%	-4.45%	4.53%	11.15%	4.97%	6.24%	9.64%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 18, 2009, Balanced Growth ETFs - Low Hedge's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.9%, while the worst month was Mar 2020 at -16.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Balanced Growth ETFs - Low Hedge closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +10.8%, while the worst single day was Mar 16, 2020 at -11.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.42%	2.88%	-5.50%	5.03%									7.65%
2025	3.63%	-1.05%	-3.69%	-0.41%	7.35%	6.63%	3.38%	2.45%	5.58%	3.15%	-0.31%	1.19%	31.01%
2024	0.05%	5.49%	4.84%	-2.64%	6.05%	-0.08%	3.30%	1.63%	2.54%	-1.25%	5.67%	-5.71%	20.93%
2023	6.61%	-1.87%	2.08%	-0.31%	-0.90%	7.04%	3.41%	-2.38%	-4.57%	-2.55%	9.27%	5.71%	22.49%
2022	-4.14%	2.38%	5.40%	-8.62%	1.64%	-9.62%	9.56%	-3.33%	-10.13%	10.14%	8.08%	-4.84%	-6.39%
2021	-1.11%	5.39%	5.93%	3.32%	3.27%	0.35%	1.64%	2.03%	-4.18%	6.45%	-1.46%	4.70%	29.00%

Benchmark Metrics

Balanced Growth ETFs - Low Hedge has an annualized alpha of 2.36%, beta of 1.02, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since November 18, 2009.

This portfolio captured 111.51% of S&P 500 Index gains but only 99.88% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 2.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 1.02 and R² of 0.93, 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: 2.36%

Beta: 1.02

R²: 0.93

Upside Capture: 111.51%

Downside Capture: 99.88%

Expense Ratio

Balanced Growth ETFs - Low Hedge has an expense ratio of 0.27%, 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.

GRID

First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index

ITA

iShares U.S. Aerospace & Defense ETF

SMH

VanEck Semiconductor ETF

XME

SPDR S&P Metals & Mining ETF

XLG

Invesco S&P 500 Top 50 ETF

XLI

Industrial Select Sector SPDR Fund

XLU

Utilities Select Sector SPDR Fund

XLF

Financial Select Sector SPDR Fund

XLE

State Street Energy Select Sector SPDR ETF

XLV

State Street Health Care Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

Balanced Growth ETFs - Low Hedge ranks 93 for risk / return — in the top 93% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.74	2.23	+1.51
Sortino ratio Return per unit of downside risk	4.99	3.12	+1.87
Omega ratio Gain probability vs. loss probability	1.67	1.42	+0.25
Calmar ratio Return relative to maximum drawdown	7.00	4.05	+2.95
Martin ratio Return relative to average drawdown	30.78	17.91	+12.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
XLG Invesco S&P 500 Top 50 ETF	54	2.16	2.98	1.39	3.24	11.97
SMH VanEck Semiconductor ETF	94	4.15	4.49	1.61	9.61	35.05
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	91	3.62	4.57	1.61	6.55	25.97
XLI Industrial Select Sector SPDR Fund	73	2.67	3.66	1.46	4.04	17.43
ITA iShares U.S. Aerospace & Defense ETF	76	2.93	3.86	1.48	4.30	16.55
XLU Utilities Select Sector SPDR Fund	47	2.00	2.68	1.34	3.50	8.71
XME SPDR S&P Metals & Mining ETF	84	3.72	4.04	1.54	5.93	16.60
XLF Financial Select Sector SPDR Fund	17	0.81	1.18	1.15	1.18	3.61
XLE State Street Energy Select Sector SPDR ETF	76	2.69	3.45	1.43	5.98	18.21
XLV State Street Health Care Select Sector SPDR ETF	17	0.70	1.09	1.13	1.25	3.32

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Balanced Growth ETFs - Low Hedge Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

1-Year: 3.74
5-Year: 1.01
10-Year: 0.94
All Time: 0.79

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.14 to 3.05, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Balanced Growth ETFs - Low Hedge compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Balanced Growth ETFs - Low Hedge provided a 1.07% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.07%	1.13%	1.28%	1.50%	1.69%	1.30%	1.62%	2.11%	2.06%	1.71%	3.65%	2.14%
Portfolio components:
XLG Invesco S&P 500 Top 50 ETF	0.67%	0.64%	0.72%	0.97%	1.34%	0.94%	1.25%	1.58%	2.00%	1.85%	2.00%	2.09%
SMH VanEck Semiconductor ETF	0.25%	0.31%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%
GRID First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index	0.85%	1.01%	1.06%	1.23%	1.26%	0.63%	0.68%	1.26%	1.28%	1.07%	1.07%	1.23%
XLI Industrial Select Sector SPDR Fund	1.19%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
ITA iShares U.S. Aerospace & Defense ETF	0.47%	0.55%	0.85%	0.93%	0.95%	0.82%	1.07%	1.54%	1.13%	0.91%	1.07%	1.04%
XLU Utilities Select Sector SPDR Fund	2.53%	2.71%	2.96%	3.39%	2.92%	2.79%	3.14%	2.95%	3.33%	3.33%	3.41%	3.67%
XME SPDR S&P Metals & Mining ETF	0.34%	0.38%	0.65%	1.00%	1.64%	0.70%	0.99%	2.43%	2.23%	1.15%	1.02%	2.61%
XLF Financial Select Sector SPDR Fund	1.56%	1.31%	1.42%	1.71%	2.04%	1.63%	2.03%	1.87%	2.08%	1.48%	21.10%	1.95%
XLE State Street Energy Select Sector SPDR ETF	2.62%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLV State Street Health Care Select Sector SPDR ETF	1.70%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%

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 Balanced Growth ETFs - Low Hedge. 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 Balanced Growth ETFs - Low Hedge was 38.55%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Balanced Growth ETFs - Low Hedge drawdown is 1.28%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.55%	Feb 20, 2020	23	Mar 23, 2020	161	Nov 9, 2020	184
-23.12%	May 2, 2011	108	Oct 3, 2011	239	Sep 13, 2012	347
-21.25%	Mar 30, 2022	128	Sep 30, 2022	177	Jun 15, 2023	305
-20.68%	Sep 24, 2018	64	Dec 24, 2018	129	Jul 1, 2019	193
-18.6%	May 19, 2015	170	Jan 20, 2016	68	Apr 27, 2016	238

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 10 assets, with an effective number of assets of 8.70, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	XLU	XLE	XME	XLV	SMH	GRID	ITA	XLF	XLG	XLI	Portfolio
Benchmark	1.00	0.45	0.59	0.61	0.73	0.77	0.72	0.73	0.80	0.96	0.85	0.94
XLU	0.45	1.00	0.29	0.26	0.44	0.22	0.33	0.38	0.36	0.39	0.43	0.47
XLE	0.59	0.29	1.00	0.64	0.41	0.41	0.47	0.54	0.59	0.50	0.62	0.67
XME	0.61	0.26	0.64	1.00	0.40	0.51	0.56	0.57	0.57	0.53	0.64	0.77
XLV	0.73	0.44	0.41	0.40	1.00	0.49	0.49	0.54	0.60	0.68	0.64	0.67
SMH	0.77	0.22	0.41	0.51	0.49	1.00	0.64	0.54	0.55	0.76	0.63	0.77
GRID	0.72	0.33	0.47	0.56	0.49	0.64	1.00	0.60	0.60	0.66	0.70	0.79
ITA	0.73	0.38	0.54	0.57	0.54	0.54	0.60	1.00	0.69	0.64	0.85	0.81
XLF	0.80	0.36	0.59	0.57	0.60	0.55	0.60	0.69	1.00	0.72	0.80	0.81
XLG	0.96	0.39	0.50	0.53	0.68	0.76	0.66	0.64	0.72	1.00	0.75	0.86
XLI	0.85	0.43	0.62	0.64	0.64	0.63	0.70	0.85	0.80	0.75	1.00	0.90
Portfolio	0.94	0.47	0.67	0.77	0.67	0.77	0.79	0.81	0.81	0.86	0.90	1.00

The correlation results are calculated based on daily price changes starting from Nov 18, 2009

Balanced Growth ETFs - Low Hedge

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table