ETF
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 16.60% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 16.60% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 16.70% |
VGT Vanguard Information Technology ETF | Technology Equities | 16.70% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 16.70% |
XLV Health Care Select Sector SPDR Fund | Health & Biotech Equities | 16.70% |
Performance
Performance Chart
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
The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Aug 27, 2024, the ETF returned 20.26% Year-To-Date and 17.34% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| ETF | 20.26% | 2.33% | 11.11% | 31.91% | 21.10% | 17.34% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 15.84% | 12.93% |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
XLV Health Care Select Sector SPDR Fund | 14.78% | 3.61% | 6.68% | 18.07% | 13.41% | 11.11% |
SMH VanEck Vectors Semiconductor ETF | 38.71% | 0.94% | 15.65% | 61.69% | 36.93% | 28.54% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
Monthly Returns
The table below presents the monthly returns of ETF, 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 | 2.48% | 5.79% | 3.26% | -4.73% | 6.00% | 4.80% | 0.26% | 20.26% | |||||
| 2023 | 7.29% | -1.45% | 5.96% | -0.31% | 4.03% | 5.69% | 3.46% | -1.71% | -5.12% | -2.86% | 10.11% | 5.93% | 34.23% |
| 2022 | -7.04% | -2.87% | 3.52% | -9.66% | 1.47% | -8.91% | 9.76% | -5.55% | -9.29% | 7.10% | 7.95% | -6.12% | -20.34% |
| 2021 | 0.47% | 2.40% | 3.54% | 3.70% | 0.94% | 3.74% | 2.43% | 3.00% | -5.12% | 6.57% | 1.84% | 4.36% | 31.15% |
| 2020 | -0.06% | -6.91% | -9.41% | 13.55% | 5.28% | 3.46% | 6.45% | 7.05% | -3.29% | -2.13% | 12.54% | 4.59% | 32.36% |
| 2019 | 7.74% | 4.30% | 2.50% | 4.29% | -8.27% | 8.22% | 2.27% | -1.66% | 2.02% | 3.97% | 4.24% | 5.01% | 39.27% |
| 2018 | 6.98% | -2.48% | -2.91% | -1.02% | 4.52% | -0.11% | 3.87% | 4.56% | 0.42% | -8.14% | 2.54% | -8.29% | -1.37% |
| 2017 | 2.82% | 4.27% | 1.41% | 1.31% | 3.35% | -0.82% | 2.93% | 1.74% | 1.94% | 4.35% | 1.93% | 0.63% | 29.02% |
| 2016 | -5.73% | -0.15% | 6.84% | -1.58% | 3.87% | -0.03% | 6.26% | 0.75% | 1.63% | -2.28% | 2.35% | 1.67% | 13.70% |
| 2015 | -2.29% | 6.43% | -1.82% | 0.70% | 3.13% | -3.52% | 1.37% | -6.19% | -1.97% | 9.24% | 0.86% | -0.94% | 4.07% |
| 2014 | -2.38% | 5.13% | 0.50% | -0.23% | 3.02% | 3.10% | -0.46% | 4.59% | -0.74% | 2.47% | 4.45% | -0.92% | 19.77% |
| 2013 | 4.88% | 1.33% | 3.60% | 2.55% | 2.75% | -1.68% | 5.18% | -2.44% | 4.22% | 4.27% | 2.90% | 3.15% | 35.02% |
Expense Ratio
ETF has an expense ratio of 0.14%, 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 ETF is 69, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
XLV Health Care Select Sector SPDR Fund | 1.77 | 2.42 | 1.32 | 1.65 | 6.85 |
SMH VanEck Vectors Semiconductor ETF | 1.98 | 2.55 | 1.33 | 2.58 | 9.04 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
Dividends
Dividend yield
ETF granted a 1.30% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ETF | 1.30% | 1.40% | 1.77% | 1.24% | 1.49% | 2.48% | 2.11% | 1.76% | 1.75% | 2.18% | 1.78% | 1.83% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 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 | 0.64% | 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 | 1.44% | 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 | 0.43% | 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 | 3.39% | 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 | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
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 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.
The current ETF drawdown is 2.48%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -28.23% | Dec 28, 2021 | 200 | Oct 12, 2022 | 198 | Jul 28, 2023 | 398 |
| -19.73% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
| -13.83% | May 28, 2015 | 63 | Aug 25, 2015 | 191 | May 27, 2016 | 254 |
| -10.77% | Jan 29, 2018 | 9 | Feb 8, 2018 | 110 | Jul 18, 2018 | 119 |
Volatility
Volatility Chart
The current ETF volatility is 7.27%, 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
| XLV | SCHD | SMH | VGT | QQQ | VOO | |
|---|---|---|---|---|---|---|
| XLV | 1.00 | 0.72 | 0.50 | 0.61 | 0.65 | 0.76 |
| SCHD | 0.72 | 1.00 | 0.63 | 0.68 | 0.68 | 0.86 |
| SMH | 0.50 | 0.63 | 1.00 | 0.85 | 0.82 | 0.76 |
| VGT | 0.61 | 0.68 | 0.85 | 1.00 | 0.96 | 0.89 |
| QQQ | 0.65 | 0.68 | 0.82 | 0.96 | 1.00 | 0.90 |
| VOO | 0.76 | 0.86 | 0.76 | 0.89 | 0.90 | 1.00 |