Simple equity ETF
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Simple equity ETF | -1.20% | 8.75% | -4.38% | 6.60% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
IVV iShares Core S&P 500 ETF | -3.40% | 7.56% | -5.07% | 9.78% | 15.85% | 12.41% |
BBEU JPMorgan BetaBuilders Europe ETF | 17.45% | 10.98% | 13.17% | 11.00% | 13.85% | N/A |
VPL Vanguard FTSE Pacific ETF | 8.40% | 12.24% | 4.24% | 6.61% | 8.35% | 4.78% |
ILF iShares Latin American 40 ETF | 21.66% | 15.22% | 7.08% | -4.38% | 13.87% | 2.28% |
SFNNX Schwab Fundamental International Large Company Index Fund | 12.55% | 10.52% | 8.49% | 8.20% | 14.75% | 5.91% |
JEPI JPMorgan Equity Premium Income ETF | -0.61% | 5.02% | -3.46% | 5.33% | N/A | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -10.04% | 11.04% | -15.40% | -4.81% | 20.92% | N/A |
SFSNX Schwab Fundamental US Small Company Index Fund | -8.23% | 9.34% | -13.34% | -1.59% | 11.29% | 3.32% |
Monthly Returns
The table below presents the monthly returns of Simple equity ETF, 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 | 3.10% | -1.32% | -4.06% | -0.70% | 1.93% | -1.20% | |||||||
| 2024 | -0.08% | 4.15% | 3.53% | -4.18% | 4.56% | 0.97% | 3.37% | 1.37% | 1.63% | -1.83% | 5.60% | -3.89% | 15.66% |
| 2023 | 7.51% | -2.45% | 1.10% | 1.11% | -1.11% | 7.08% | 4.11% | -2.55% | -4.18% | -3.03% | 8.86% | 6.11% | 23.60% |
| 2022 | -4.02% | -1.44% | 2.87% | -7.80% | 1.41% | -9.11% | 8.22% | -3.68% | -9.23% | 9.03% | 6.39% | -5.57% | -14.30% |
| 2021 | 0.02% | 4.57% | 4.52% | 4.04% | 2.18% | 1.13% | 0.57% | 2.39% | -3.64% | 5.14% | -2.05% | 3.64% | 24.48% |
| 2020 | 3.78% | 2.35% | 4.70% | 6.12% | -3.60% | -1.21% | 13.69% | 5.36% | 34.63% |
Expense Ratio
Simple equity ETF has an expense ratio of 0.13%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Simple equity ETF is 25, meaning it’s performing worse than 75% of other 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
IVV iShares Core S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.56 | 2.17 |
BBEU JPMorgan BetaBuilders Europe ETF | 0.66 | 1.15 | 1.15 | 0.91 | 2.53 |
VPL Vanguard FTSE Pacific ETF | 0.33 | 0.56 | 1.07 | 0.35 | 1.04 |
ILF iShares Latin American 40 ETF | -0.22 | -0.18 | 0.98 | -0.21 | -0.41 |
SFNNX Schwab Fundamental International Large Company Index Fund | 0.53 | 0.85 | 1.12 | 0.64 | 1.87 |
JEPI JPMorgan Equity Premium Income ETF | 0.40 | 0.72 | 1.12 | 0.47 | 2.02 |
AVUV Avantis U.S. Small Cap Value ETF | -0.21 | -0.05 | 0.99 | -0.14 | -0.38 |
SFSNX Schwab Fundamental US Small Company Index Fund | -0.08 | 0.10 | 1.01 | -0.04 | -0.11 |
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Dividends
Dividend yield
Simple equity ETF provided a 2.24% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.24% | 2.23% | 2.18% | 2.71% | 2.08% | 1.84% | 1.91% | 1.96% | 1.52% | 1.69% | 1.86% | 1.65% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
IVV iShares Core S&P 500 ETF | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
BBEU JPMorgan BetaBuilders Europe ETF | 3.54% | 4.16% | 2.94% | 4.72% | 2.63% | 2.29% | 3.24% | 0.49% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 3.09% | 3.15% | 3.12% | 2.75% | 3.19% | 1.81% | 2.85% | 3.06% | 2.57% | 2.65% | 2.43% | 2.69% |
ILF iShares Latin American 40 ETF | 6.12% | 7.44% | 4.61% | 12.72% | 8.47% | 1.88% | 3.09% | 3.12% | 1.81% | 1.59% | 3.25% | 2.32% |
SFNNX Schwab Fundamental International Large Company Index Fund | 3.21% | 3.61% | 3.26% | 2.92% | 3.81% | 2.42% | 3.69% | 3.51% | 2.70% | 3.21% | 2.92% | 3.60% |
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFSNX Schwab Fundamental US Small Company Index Fund | 1.87% | 1.71% | 1.37% | 1.22% | 1.35% | 1.42% | 1.41% | 1.91% | 1.42% | 1.22% | 1.58% | 1.22% |
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 Simple equity ETF. 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 Simple equity ETF was 22.63%, occurring on Sep 30, 2022. Recovery took 207 trading sessions.
The current Simple equity ETF drawdown is 5.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.63% | Nov 9, 2021 | 225 | Sep 30, 2022 | 207 | Jul 31, 2023 | 432 |
| -17.56% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -10.84% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -9.06% | Jun 9, 2020 | 14 | Jun 26, 2020 | 27 | Aug 5, 2020 | 41 |
| -8.38% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
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 9 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | ILF | JEPI | AVUV | VPL | BBEU | SFNNX | SFSNX | IVV | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.51 | 0.81 | 0.72 | 0.73 | 0.74 | 0.73 | 0.79 | 1.00 | 0.99 | 0.95 |
| ILF | 0.51 | 1.00 | 0.41 | 0.56 | 0.60 | 0.60 | 0.65 | 0.56 | 0.51 | 0.53 | 0.62 |
| JEPI | 0.81 | 0.41 | 1.00 | 0.61 | 0.60 | 0.66 | 0.62 | 0.68 | 0.81 | 0.80 | 0.80 |
| AVUV | 0.72 | 0.56 | 0.61 | 1.00 | 0.65 | 0.66 | 0.73 | 0.96 | 0.72 | 0.76 | 0.87 |
| VPL | 0.73 | 0.60 | 0.60 | 0.65 | 1.00 | 0.81 | 0.91 | 0.69 | 0.74 | 0.75 | 0.81 |
| BBEU | 0.74 | 0.60 | 0.66 | 0.66 | 0.81 | 1.00 | 0.91 | 0.70 | 0.74 | 0.75 | 0.82 |
| SFNNX | 0.73 | 0.65 | 0.62 | 0.73 | 0.91 | 0.91 | 1.00 | 0.75 | 0.73 | 0.74 | 0.84 |
| SFSNX | 0.79 | 0.56 | 0.68 | 0.96 | 0.69 | 0.70 | 0.75 | 1.00 | 0.79 | 0.83 | 0.91 |
| IVV | 1.00 | 0.51 | 0.81 | 0.72 | 0.74 | 0.74 | 0.73 | 0.79 | 1.00 | 0.99 | 0.95 |
| VTI | 0.99 | 0.53 | 0.80 | 0.76 | 0.75 | 0.75 | 0.74 | 0.83 | 0.99 | 1.00 | 0.97 |
| Portfolio | 0.95 | 0.62 | 0.80 | 0.87 | 0.81 | 0.82 | 0.84 | 0.91 | 0.95 | 0.97 | 1.00 |