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Simple equity ETF

Last updated Sep 23, 2023

Asset Allocation


IVV 45%VTI 11%SFNNX 10%AVUV 10%SFSNX 10%JEPI 5%BBEU 3%VPL 3%ILF 3%EquityEquity
PositionCategory/SectorWeight
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities45%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities11%
SFNNX
Schwab Fundamental International Large Company Index Fund
Foreign Large Cap Equities10%
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed10%
SFSNX
Schwab Fundamental US Small Company Index Fund
Small Cap Blend Equities10%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend5%
BBEU
JPMorgan BetaBuilders Europe ETF
Europe Equities3%
VPL
Vanguard FTSE Pacific ETF
Asia Pacific Equities3%
ILF
iShares Latin American 40 ETF
Latin America Equities3%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.97%
8.61%
Simple equity ETF
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ILFJEPIAVUVVPLBBEUSFSNXSFNNXIVVVTI
ILF1.000.390.580.600.600.580.660.510.53
JEPI0.391.000.590.600.670.660.620.820.80
AVUV0.580.591.000.670.680.960.760.730.77
VPL0.600.600.671.000.830.700.900.750.76
BBEU0.600.670.680.831.000.720.910.780.79
SFSNX0.580.660.960.700.721.000.770.800.84
SFNNX0.660.620.760.900.910.771.000.750.76
IVV0.510.820.730.750.780.800.751.000.99
VTI0.530.800.770.760.790.840.760.991.00

Sharpe Ratio

The current Simple equity ETF Sharpe ratio is 0.92. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.92

The Sharpe ratio of Simple equity ETF lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.92
0.81
Simple equity ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

Simple equity ETF granted a 2.93% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Simple equity ETF2.93%3.35%3.39%2.03%2.36%3.42%2.53%2.08%2.98%2.90%2.66%4.03%
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.


0.48%
0.00%2.15%
0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.09%
0.00%2.15%
0.08%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-6.11%
-9.93%
Simple equity ETF
Benchmark (^GSPC)
Portfolio components

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, 2022186Sep 30, 2022203Jul 25, 2023389
-9.06%Jun 9, 202014Jun 26, 202027Aug 5, 202041
-8.38%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.78%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-6.11%Aug 1, 202338Sep 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.38%
3.41%
Simple equity ETF
Benchmark (^GSPC)
Portfolio components