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[Core] All-Rounder ETF

Last updated Mar 2, 2024

Asset Allocation


IAU 10%URTH 30%XLK 20%XLV 20%XLP 20%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
IAU
iShares Gold Trust
Precious Metals, Gold

10%

URTH
iShares MSCI World ETF
Large Cap Growth Equities

30%

XLK
Technology Select Sector SPDR Fund
Technology Equities

20%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

20%

XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in [Core] All-Rounder 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


220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
328.40%
296.53%
[Core] All-Rounder ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH

Returns

As of Mar 2, 2024, the [Core] All-Rounder ETF returned 6.05% Year-To-Date and 11.62% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
[Core] All-Rounder ETF6.05%2.89%11.81%22.40%14.33%11.61%
XLK
Technology Select Sector SPDR Fund
9.50%4.21%20.13%51.70%25.72%20.84%
XLV
Health Care Select Sector SPDR Fund
7.30%3.06%10.50%15.19%11.76%11.20%
XLP
Consumer Staples Select Sector SPDR Fund
3.37%0.39%4.70%5.38%9.46%8.61%
IAU
iShares Gold Trust
0.95%2.31%7.18%11.96%9.92%4.23%
URTH
iShares MSCI World ETF
6.41%3.73%13.34%23.92%12.07%9.22%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.50%3.41%
2023-2.02%-4.64%-0.94%7.46%3.87%

Sharpe Ratio

The current [Core] All-Rounder ETF Sharpe ratio is 2.59. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.59

The Sharpe ratio of [Core] All-Rounder 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.59
2.44
[Core] All-Rounder ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

[Core] All-Rounder ETF granted a 1.42% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
[Core] All-Rounder ETF1.42%1.50%1.50%1.30%1.44%1.82%1.93%1.65%1.82%1.85%1.79%1.43%
XLK
Technology Select Sector SPDR Fund
0.69%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLV
Health Care Select Sector SPDR Fund
1.48%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLP
Consumer Staples Select Sector SPDR Fund
2.54%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%
IAU
iShares Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URTH
iShares MSCI World ETF
1.60%1.70%1.68%1.50%1.52%2.16%2.30%1.88%2.15%2.35%2.31%1.04%

Expense Ratio

The [Core] All-Rounder ETF features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.24%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.12%

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
^GSPC
S&P 500
2.44
[Core] All-Rounder ETF
2.59
XLK
Technology Select Sector SPDR Fund
3.19
XLV
Health Care Select Sector SPDR Fund
1.54
XLP
Consumer Staples Select Sector SPDR Fund
0.64
IAU
iShares Gold Trust
1.02
URTH
iShares MSCI World ETF
2.19

Asset Correlations Table

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

IAUXLPXLVXLKURTH
IAU1.000.040.000.010.04
XLP0.041.000.620.500.53
XLV0.000.621.000.620.63
XLK0.010.500.621.000.75
URTH0.040.530.630.751.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
[Core] All-Rounder ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the [Core] All-Rounder 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 [Core] All-Rounder ETF was 27.21%, occurring on Mar 23, 2020. Recovery took 78 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.21%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-20.13%Dec 30, 2021190Sep 30, 2022198Jul 18, 2023388
-14.29%Sep 21, 201865Dec 24, 201856Mar 18, 2019121
-10.56%May 20, 201592Sep 29, 2015135Apr 13, 2016227
-9.36%Jan 29, 201844Apr 2, 2018120Sep 20, 2018164

Volatility Chart

The current [Core] All-Rounder ETF volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.80%
3.47%
[Core] All-Rounder ETF
Benchmark (^GSPC)
Portfolio components
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