Simple equity ETF
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Simple equity ETF, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 12.14% | N/A |
| Simple equity ETF | -1.52% | 8.56% | 10.96% | 19.23% | 15.53% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.91% | 9.30% | 13.03% | 17.85% | 13.25% | N/A |
IVV iShares Core S&P 500 ETF | -1.83% | 9.61% | 13.86% | 18.90% | 13.89% | N/A |
BBEU JPMorgan BetaBuilders Europe ETF | -1.65% | 3.21% | 8.93% | 30.55% | 11.26% | N/A |
VPL Vanguard FTSE Pacific ETF | 1.23% | 4.67% | 7.60% | 18.90% | 6.98% | N/A |
ILF iShares Latin American 40 ETF | -2.42% | 16.71% | 14.83% | 16.40% | 16.74% | N/A |
SFNNX Schwab Fundamental International Large Company Index Fund | 1.91% | 8.34% | 11.93% | 29.20% | 15.21% | N/A |
JEPI JPMorgan Equity Premium Income ETF | -0.74% | 5.89% | 5.14% | 13.73% | 12.09% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -2.48% | 8.86% | 4.37% | 17.71% | 25.97% | N/A |
SFSNX Schwab Fundamental US Small Company Index Fund | -3.12% | 4.37% | 4.37% | 12.90% | 17.29% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ILF | JEPI | AVUV | VPL | BBEU | SFSNX | SFNNX | IVV | VTI | |
|---|---|---|---|---|---|---|---|---|---|
| ILF | 1.00 | 0.39 | 0.58 | 0.60 | 0.60 | 0.58 | 0.66 | 0.51 | 0.53 |
| JEPI | 0.39 | 1.00 | 0.59 | 0.60 | 0.67 | 0.66 | 0.62 | 0.82 | 0.80 |
| AVUV | 0.58 | 0.59 | 1.00 | 0.67 | 0.68 | 0.96 | 0.76 | 0.73 | 0.77 |
| VPL | 0.60 | 0.60 | 0.67 | 1.00 | 0.83 | 0.70 | 0.90 | 0.75 | 0.76 |
| BBEU | 0.60 | 0.67 | 0.68 | 0.83 | 1.00 | 0.72 | 0.91 | 0.78 | 0.79 |
| SFSNX | 0.58 | 0.66 | 0.96 | 0.70 | 0.72 | 1.00 | 0.77 | 0.80 | 0.84 |
| SFNNX | 0.66 | 0.62 | 0.76 | 0.90 | 0.91 | 0.77 | 1.00 | 0.75 | 0.76 |
| IVV | 0.51 | 0.82 | 0.73 | 0.75 | 0.78 | 0.80 | 0.75 | 1.00 | 0.99 |
| VTI | 0.53 | 0.80 | 0.77 | 0.76 | 0.79 | 0.84 | 0.76 | 0.99 | 1.00 |
Dividend yield
Simple equity ETF granted a 2.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Simple equity ETF | 2.93% | 3.35% | 3.39% | 2.03% | 2.36% | 3.42% | 2.53% | 2.08% | 2.98% | 2.90% | 2.66% | 4.03% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
IVV iShares Core S&P 500 ETF | 1.52% | 1.68% | 1.23% | 1.63% | 2.10% | 2.38% | 1.93% | 2.25% | 2.59% | 2.14% | 2.15% | 2.55% |
BBEU JPMorgan BetaBuilders Europe ETF | 3.18% | 4.85% | 2.84% | 2.54% | 3.69% | 0.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VPL Vanguard FTSE Pacific ETF | 2.89% | 2.79% | 3.32% | 1.94% | 3.12% | 3.46% | 2.98% | 3.16% | 2.98% | 3.37% | 3.21% | 4.27% |
ILF iShares Latin American 40 ETF | 8.88% | 12.95% | 9.71% | 2.33% | 3.91% | 4.08% | 2.43% | 2.18% | 4.53% | 3.32% | 4.84% | 3.90% |
SFNNX Schwab Fundamental International Large Company Index Fund | 2.61% | 2.92% | 3.92% | 2.59% | 4.04% | 3.98% | 3.17% | 3.87% | 3.63% | 4.63% | 3.62% | 3.91% |
JEPI JPMorgan Equity Premium Income ETF | 9.88% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.91% | 1.76% | 1.32% | 1.26% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SFSNX Schwab Fundamental US Small Company Index Fund | 6.75% | 7.05% | 13.11% | 1.71% | 4.46% | 14.61% | 9.72% | 2.80% | 9.80% | 10.52% | 8.64% | 19.58% |
Expense Ratio
The Simple equity ETF features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.82 | ||||
IVV iShares Core S&P 500 ETF | 0.92 | ||||
BBEU JPMorgan BetaBuilders Europe ETF | 1.33 | ||||
VPL Vanguard FTSE Pacific ETF | 0.98 | ||||
ILF iShares Latin American 40 ETF | 0.52 | ||||
SFNNX Schwab Fundamental International Large Company Index Fund | 1.45 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.12 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.50 | ||||
SFSNX Schwab Fundamental US Small Company Index Fund | 0.33 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Simple equity ETF. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Simple equity ETF is 22.52%, recorded on Sep 30, 2022. It took 203 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.52% | Jan 5, 2022 | 186 | Sep 30, 2022 | 203 | Jul 25, 2023 | 389 |
| -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 |
| -6.78% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -6.11% | Aug 1, 2023 | 38 | Sep 22, 2023 | — | — | — |
Volatility Chart
The current Simple equity ETF volatility is 3.38%, 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.