US ETFs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US ETFs, 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 Apr 29, 2021, corresponding to the inception date of SCHY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| US ETFs | 20.54% | 0.81% | 9.56% | 36.14% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.31% | 7.55% | 21.69% | 12.91% | 11.59% |
MGK Vanguard Mega Cap Growth ETF | 23.30% | 0.35% | 10.58% | 40.68% | 19.83% | 16.28% |
VUG Vanguard Growth ETF | 22.83% | 0.48% | 10.13% | 40.15% | 18.63% | 15.45% |
SPMO Invesco S&P 500® Momentum ETF | 38.56% | 0.78% | 12.09% | 59.00% | 18.98% | N/A |
FXL First Trust Technology AlphaDEX Fund | 6.98% | 0.02% | 1.58% | 26.21% | 15.81% | 15.89% |
IYW iShares U.S. Technology ETF | 21.87% | -0.64% | 9.45% | 43.33% | 24.46% | 20.38% |
IWY iShares Russell Top 200 Growth ETF | 25.02% | 0.87% | 11.16% | 42.04% | 20.95% | 17.49% |
VGT Vanguard Information Technology ETF | 19.79% | -0.76% | 9.48% | 40.56% | 22.81% | 20.50% |
SCHG Schwab U.S. Large-Cap Growth ETF | 24.83% | 0.76% | 10.85% | 42.54% | 20.16% | 16.40% |
VONE Vanguard Russell 1000 ETF | 19.96% | 1.81% | 9.40% | 33.34% | 15.22% | 12.83% |
VONG Vanguard Russell 1000 Growth ETF | 23.31% | 0.90% | 10.10% | 40.39% | 19.30% | 16.32% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 26.71% | 0.88% | 11.65% | 38.86% | 17.11% | 14.93% |
SCHY Schwab International Dividend Equity ETF | 8.57% | 1.75% | 10.09% | 17.18% | N/A | N/A |
VYMI Vanguard International High Dividend Yield ETF | 12.01% | 1.64% | 7.93% | 20.20% | 8.45% | N/A |
Monthly Returns
The table below presents the monthly returns of US ETFs, 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 | 1.94% | 5.51% | 2.01% | -4.26% | 5.75% | 5.00% | 0.02% | 2.19% | 20.54% | ||||
| 2023 | 7.67% | -1.73% | 5.66% | 0.84% | 2.85% | 6.17% | 3.48% | -1.50% | -4.56% | -2.19% | 10.26% | 5.03% | 35.65% |
| 2022 | -6.50% | -3.41% | 3.14% | -10.28% | -0.46% | -8.48% | 9.68% | -4.78% | -9.69% | 6.32% | 5.84% | -6.00% | -24.03% |
| 2021 | -0.93% | 0.15% | 4.37% | 2.50% | 3.20% | -4.99% | 7.21% | -0.26% | 2.95% | 14.57% |
Expense Ratio
US ETFs has an expense ratio of 0.16%, 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 rank of US ETFs is 54, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
MGK Vanguard Mega Cap Growth ETF | 2.14 | 2.79 | 1.38 | 2.33 | 10.46 |
VUG Vanguard Growth ETF | 2.16 | 2.82 | 1.38 | 2.00 | 11.02 |
SPMO Invesco S&P 500® Momentum ETF | 3.09 | 3.97 | 1.53 | 4.25 | 17.07 |
FXL First Trust Technology AlphaDEX Fund | 1.14 | 1.60 | 1.20 | 0.98 | 5.12 |
IYW iShares U.S. Technology ETF | 1.92 | 2.49 | 1.33 | 2.54 | 8.91 |
IWY iShares Russell Top 200 Growth ETF | 2.24 | 2.90 | 1.39 | 2.81 | 10.71 |
VGT Vanguard Information Technology ETF | 1.83 | 2.39 | 1.32 | 2.51 | 9.01 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.30 | 2.98 | 1.41 | 2.64 | 12.32 |
VONE Vanguard Russell 1000 ETF | 2.41 | 3.21 | 1.44 | 2.39 | 15.04 |
VONG Vanguard Russell 1000 Growth ETF | 2.22 | 2.89 | 1.39 | 2.41 | 11.07 |
SPYG SPDR Portfolio S&P 500 Growth ETF | 2.16 | 2.85 | 1.39 | 1.75 | 11.06 |
SCHY Schwab International Dividend Equity ETF | 1.39 | 1.96 | 1.25 | 1.30 | 7.05 |
VYMI Vanguard International High Dividend Yield ETF | 1.51 | 2.09 | 1.26 | 2.00 | 9.02 |
Dividends
Dividend yield
US ETFs granted a 1.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US ETFs | 1.20% | 1.47% | 1.54% | 1.04% | 1.05% | 1.32% | 1.47% | 1.26% | 1.53% | 1.18% | 1.07% | 1.03% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
MGK Vanguard Mega Cap Growth ETF | 0.33% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
VUG Vanguard Growth ETF | 0.40% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
SPMO Invesco S&P 500® Momentum ETF | 0.40% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% | 0.00% |
FXL First Trust Technology AlphaDEX Fund | 0.38% | 0.41% | 0.34% | 0.11% | 0.04% | 0.37% | 0.32% | 0.27% | 1.12% | 0.36% | 0.63% | 0.32% |
IYW iShares U.S. Technology ETF | 0.32% | 0.40% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% | 1.06% |
IWY iShares Russell Top 200 Growth ETF | 0.52% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.32% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
VONE Vanguard Russell 1000 ETF | 0.94% | 1.40% | 1.59% | 1.16% | 1.45% | 1.65% | 1.96% | 1.69% | 1.89% | 1.89% | 1.68% | 1.70% |
VONG Vanguard Russell 1000 Growth ETF | 0.48% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.53% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% | 1.42% |
SCHY Schwab International Dividend Equity ETF | 4.57% | 3.97% | 3.67% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VYMI Vanguard International High Dividend Yield ETF | 4.42% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
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 US ETFs. 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 US ETFs was 29.62%, occurring on Oct 14, 2022. Recovery took 292 trading sessions.
The current US ETFs drawdown is 0.62%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.62% | Dec 28, 2021 | 202 | Oct 14, 2022 | 292 | Dec 13, 2023 | 494 |
| -10.52% | Jul 11, 2024 | 18 | Aug 5, 2024 | — | — | — |
| -6.33% | Mar 22, 2024 | 20 | Apr 19, 2024 | 17 | May 14, 2024 | 37 |
| -6.18% | Sep 7, 2021 | 20 | Oct 4, 2021 | 15 | Oct 25, 2021 | 35 |
| -5.27% | Apr 30, 2021 | 9 | May 12, 2021 | 18 | Jun 8, 2021 | 27 |
Volatility
Volatility Chart
The current US ETFs volatility is 5.30%, 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
| SCHY | VYMI | SCHD | SPMO | FXL | IYW | VGT | MGK | IWY | SCHG | VUG | SPYG | VONG | VONE | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| SCHY | 1.00 | 0.93 | 0.73 | 0.61 | 0.59 | 0.55 | 0.57 | 0.57 | 0.57 | 0.57 | 0.59 | 0.59 | 0.59 | 0.70 |
| VYMI | 0.93 | 1.00 | 0.75 | 0.65 | 0.63 | 0.57 | 0.59 | 0.58 | 0.59 | 0.59 | 0.60 | 0.61 | 0.61 | 0.73 |
| SCHD | 0.73 | 0.75 | 1.00 | 0.68 | 0.66 | 0.57 | 0.61 | 0.59 | 0.61 | 0.60 | 0.61 | 0.65 | 0.63 | 0.80 |
| SPMO | 0.61 | 0.65 | 0.68 | 1.00 | 0.74 | 0.76 | 0.77 | 0.77 | 0.79 | 0.78 | 0.78 | 0.83 | 0.80 | 0.84 |
| FXL | 0.59 | 0.63 | 0.66 | 0.74 | 1.00 | 0.92 | 0.93 | 0.89 | 0.88 | 0.90 | 0.91 | 0.89 | 0.91 | 0.91 |
| IYW | 0.55 | 0.57 | 0.57 | 0.76 | 0.92 | 1.00 | 0.99 | 0.98 | 0.98 | 0.98 | 0.98 | 0.97 | 0.98 | 0.91 |
| VGT | 0.57 | 0.59 | 0.61 | 0.77 | 0.93 | 0.99 | 1.00 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.97 | 0.92 |
| MGK | 0.57 | 0.58 | 0.59 | 0.77 | 0.89 | 0.98 | 0.97 | 1.00 | 1.00 | 0.99 | 1.00 | 0.98 | 0.99 | 0.93 |
| IWY | 0.57 | 0.59 | 0.61 | 0.79 | 0.88 | 0.98 | 0.97 | 1.00 | 1.00 | 0.99 | 0.99 | 0.99 | 0.99 | 0.94 |
| SCHG | 0.57 | 0.59 | 0.60 | 0.78 | 0.90 | 0.98 | 0.97 | 0.99 | 0.99 | 1.00 | 1.00 | 0.98 | 0.99 | 0.94 |
| VUG | 0.59 | 0.60 | 0.61 | 0.78 | 0.91 | 0.98 | 0.97 | 1.00 | 0.99 | 1.00 | 1.00 | 0.98 | 1.00 | 0.95 |
| SPYG | 0.59 | 0.61 | 0.65 | 0.83 | 0.89 | 0.97 | 0.97 | 0.98 | 0.99 | 0.98 | 0.98 | 1.00 | 0.99 | 0.95 |
| VONG | 0.59 | 0.61 | 0.63 | 0.80 | 0.91 | 0.98 | 0.97 | 0.99 | 0.99 | 0.99 | 1.00 | 0.99 | 1.00 | 0.95 |
| VONE | 0.70 | 0.73 | 0.80 | 0.84 | 0.91 | 0.91 | 0.92 | 0.93 | 0.94 | 0.94 | 0.95 | 0.95 | 0.95 | 1.00 |