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ETF

Last updated Mar 2, 2024

Asset Allocation


VOO 16.7%VGT 16.7%XLV 16.7%SMH 16.7%SCHD 16.6%QQQ 16.6%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

16.70%

VGT
Vanguard Information Technology ETF
Technology Equities

16.70%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

16.70%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

16.70%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

16.60%

QQQ
Invesco QQQ
Large Cap Blend Equities

16.60%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 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


200.00%300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
728.36%
322.67%
ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the ETF returned 10.21% Year-To-Date and 17.42% 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%
ETF10.21%5.34%18.28%37.17%20.46%17.42%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.92%12.67%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.49%20.34%
XLV
Health Care Select Sector SPDR Fund
7.30%3.06%10.50%15.19%11.76%11.20%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.74%29.24%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.42%11.39%
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.50%18.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.48%5.76%
2023-1.71%-5.12%-2.86%10.11%5.93%

Sharpe Ratio

The current ETF Sharpe ratio is 2.88. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.88

The Sharpe ratio of 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 Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.88
2.44
ETF
Benchmark (^GSPC)
Portfolio components

Dividend yield

ETF granted a 1.31% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF1.31%1.40%1.77%1.24%1.49%2.48%2.11%1.76%1.75%2.18%1.78%1.83%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
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%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The ETF features an expense ratio of 0.14%, 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%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

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
ETF
2.88
VOO
Vanguard S&P 500 ETF
2.61
VGT
Vanguard Information Technology ETF
2.89
XLV
Health Care Select Sector SPDR Fund
1.54
SMH
VanEck Vectors Semiconductor ETF
3.14
SCHD
Schwab US Dividend Equity ETF
0.72
QQQ
Invesco QQQ
3.28

Asset Correlations Table

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

XLVSMHSCHDVGTQQQVOO
XLV1.000.520.720.620.670.76
SMH0.521.000.650.850.820.76
SCHD0.720.651.000.700.690.88
VGT0.620.850.701.000.960.89
QQQ0.670.820.690.961.000.90
VOO0.760.760.880.890.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 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 ETF was 30.92%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.92%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-28.23%Dec 28, 2021200Oct 12, 2022198Jul 28, 2023398
-19.73%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-13.83%May 28, 201563Aug 25, 2015191May 27, 2016254
-10.77%Jan 29, 20189Feb 8, 2018110Jul 18, 2018119

Volatility Chart

The current ETF volatility is 4.32%, 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%OctoberNovemberDecember2024FebruaryMarch
4.32%
3.47%
ETF
Benchmark (^GSPC)
Portfolio components
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