Asset Allocation
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 Every month.
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The earliest data available for this chart is Feb 2, 2023, corresponding to the inception date of SETM
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio ETF | -0.59% | -2.43% | 10.89% | 22.67% | 105.47% | 34.14% | — | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | 0.11% | -2.19% | -3.55% | -1.41% | 31.08% | 18.47% | 11.96% | 14.19% |
VGT Vanguard Information Technology ETF | 0.85% | -0.78% | -5.36% | -5.50% | 49.54% | 23.50% | 15.02% | 21.67% |
RING iShares MSCI Global Gold Miners ETF | -1.13% | -6.32% | 10.93% | 25.14% | 137.34% | 49.51% | 25.83% | 18.73% |
GDX VanEck Gold Miners ETF | -1.48% | -6.70% | 10.28% | 23.61% | 128.59% | 43.61% | 24.72% | 18.24% |
VDE Vanguard Energy ETF | 0.76% | 5.89% | 34.23% | 35.74% | 58.30% | 15.51% | 23.51% | 11.00% |
VPU Vanguard Utilities ETF | 0.59% | -0.07% | 8.87% | 5.24% | 27.22% | 14.48% | 10.71% | 9.79% |
VFH Vanguard Financials ETF | 0.40% | -1.40% | -8.83% | -6.63% | 16.52% | 18.18% | 9.42% | 12.40% |
VEA Vanguard FTSE Developed Markets ETF | -0.77% | -0.81% | 3.65% | 7.84% | 42.16% | 16.09% | 8.76% | 9.49% |
SLVP iShares MSCI Global Silver Miners ETF | -0.81% | -7.70% | 7.35% | 37.09% | 189.27% | 48.77% | 20.47% | 18.15% |
GDXJ VanEck Vectors Junior Gold Miners ETF | -2.44% | -10.27% | 7.39% | 25.33% | 143.30% | 47.28% | 23.14% | 17.91% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 3, 2023, ETF's average daily return is +0.12%, while the average monthly return is +2.46%. At this rate, your investment would double in approximately 2.4 years.
Historically, 69% of months were positive and 31% were negative. The best month was Sep 2025 with a return of +13.1%, while the worst month was Mar 2026 at -12.6%. The longest winning streak lasted 12 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ETF closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +9.8%, while the worst single day was Apr 4, 2025 at -8.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 10.66% | 12.76% | -12.63% | 1.72% | 10.89% | ||||||||
| 2025 | 6.92% | -0.27% | 4.09% | 1.09% | 5.78% | 8.50% | 0.67% | 11.55% | 13.10% | 1.40% | 6.15% | 4.04% | 83.13% |
| 2024 | -5.51% | 0.02% | 11.68% | 1.75% | 7.65% | -2.89% | 5.58% | -0.47% | 3.43% | 1.09% | -1.21% | -7.13% | 13.18% |
| 2023 | -8.82% | 8.08% | 0.08% | -3.41% | 2.03% | 5.49% | -4.71% | -6.04% | -1.48% | 11.24% | 3.84% | 4.48% |
Benchmark Metrics
ETF has an annualized alpha of 16.91%, beta of 0.95, and R² of 0.39 versus S&P 500 Index. Calculated based on daily prices since February 03, 2023.
- This portfolio captured 139.05% of S&P 500 Index gains but only 56.84% of its losses — a favorable profile for investors.
- R² of 0.39 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 16.91%
- Beta
- 0.95
- R²
- 0.39
- Upside Capture
- 139.05%
- Downside Capture
- 56.84%
Expense Ratio
ETF has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
ETF ranks 95 for risk / return — in the top 95% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.92 | 0.88 | +2.04 |
Sortino ratioReturn per unit of downside risk | 3.34 | 1.37 | +1.97 |
Omega ratioGain probability vs. loss probability | 1.51 | 1.21 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 4.65 | 1.39 | +3.26 |
Martin ratioReturn relative to average drawdown | 17.44 | 6.43 | +11.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 53 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
VGT Vanguard Information Technology ETF | 57 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
RING iShares MSCI Global Gold Miners ETF | 91 | 2.48 | 2.63 | 1.39 | 3.83 | 13.54 |
GDX VanEck Gold Miners ETF | 89 | 2.35 | 2.55 | 1.37 | 3.50 | 12.47 |
VDE Vanguard Energy ETF | 59 | 1.30 | 1.70 | 1.25 | 1.74 | 4.96 |
VPU Vanguard Utilities ETF | 61 | 1.27 | 1.73 | 1.23 | 2.25 | 5.36 |
VFH Vanguard Financials ETF | 13 | 0.11 | 0.28 | 1.04 | 0.22 | 0.63 |
VEA Vanguard FTSE Developed Markets ETF | 81 | 1.73 | 2.36 | 1.35 | 2.64 | 10.14 |
SLVP iShares MSCI Global Silver Miners ETF | 93 | 2.80 | 2.85 | 1.40 | 4.54 | 15.07 |
GDXJ VanEck Vectors Junior Gold Miners ETF | 89 | 2.37 | 2.57 | 1.37 | 3.63 | 12.46 |
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Dividends
Dividend yield
ETF provided a 1.51% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.51% | 1.68% | 2.29% | 1.72% | 1.50% | 1.73% | 1.64% | 1.64% | 1.61% | 1.27% | 1.90% | 1.66% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
RING iShares MSCI Global Gold Miners ETF | 0.75% | 0.84% | 1.43% | 2.01% | 2.29% | 2.38% | 0.83% | 0.83% | 0.70% | 0.42% | 1.41% | 0.96% |
GDX VanEck Gold Miners ETF | 0.67% | 0.74% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.67% | 0.50% | 0.76% | 0.26% | 0.85% |
VDE Vanguard Energy ETF | 2.34% | 3.11% | 3.23% | 3.34% | 3.65% | 4.13% | 4.76% | 3.42% | 3.35% | 2.90% | 2.31% | 3.17% |
VPU Vanguard Utilities ETF | 2.54% | 2.73% | 3.02% | 3.49% | 2.98% | 2.70% | 3.17% | 2.83% | 3.23% | 3.18% | 3.19% | 3.63% |
VFH Vanguard Financials ETF | 1.60% | 1.55% | 1.75% | 2.08% | 2.31% | 1.87% | 2.21% | 2.17% | 2.30% | 1.53% | 1.63% | 2.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.90% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
SLVP iShares MSCI Global Silver Miners ETF | 1.66% | 1.78% | 1.05% | 0.88% | 0.63% | 1.63% | 2.39% | 2.03% | 1.28% | 0.85% | 2.32% | 0.72% |
GDXJ VanEck Vectors Junior Gold Miners ETF | 2.17% | 2.33% | 2.61% | 0.72% | 0.51% | 1.78% | 1.58% | 0.39% | 0.45% | 0.03% | 4.78% | 0.72% |
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.
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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 17.85%, occurring on Mar 20, 2026. The portfolio has not yet recovered.
The current ETF drawdown is 11.13%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.85% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -15.64% | Oct 23, 2024 | 114 | Apr 8, 2025 | 19 | May 6, 2025 | 133 |
| -14.1% | Jul 19, 2023 | 55 | Oct 4, 2023 | 50 | Dec 14, 2023 | 105 |
| -12.77% | Jul 17, 2024 | 16 | Aug 7, 2024 | 33 | Sep 24, 2024 | 49 |
| -11.11% | Feb 3, 2023 | 25 | Mar 10, 2023 | 21 | Apr 11, 2023 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| Benchmark | VDE | VPU | VFH | SOXX | VGT | EWY | VOO | SETM | RING | GDX | GDXJ | SLVP | VEA | SIL | SILJ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.28 | 0.32 | 0.70 | 0.77 | 0.90 | 0.58 | 1.00 | 0.49 | 0.23 | 0.24 | 0.25 | 0.28 | 0.74 | 0.29 | 0.30 | 0.57 |
| VDE | 0.28 | 1.00 | 0.27 | 0.40 | 0.18 | 0.14 | 0.21 | 0.29 | 0.34 | 0.17 | 0.17 | 0.17 | 0.19 | 0.31 | 0.19 | 0.19 | 0.32 |
| VPU | 0.32 | 0.27 | 1.00 | 0.37 | 0.12 | 0.13 | 0.22 | 0.33 | 0.23 | 0.30 | 0.29 | 0.27 | 0.27 | 0.36 | 0.27 | 0.25 | 0.37 |
| VFH | 0.70 | 0.40 | 0.37 | 1.00 | 0.41 | 0.47 | 0.35 | 0.70 | 0.36 | 0.13 | 0.13 | 0.14 | 0.16 | 0.60 | 0.17 | 0.18 | 0.39 |
| SOXX | 0.77 | 0.18 | 0.12 | 0.41 | 1.00 | 0.87 | 0.60 | 0.76 | 0.47 | 0.20 | 0.21 | 0.23 | 0.26 | 0.60 | 0.27 | 0.30 | 0.53 |
| VGT | 0.90 | 0.14 | 0.13 | 0.47 | 0.87 | 1.00 | 0.58 | 0.90 | 0.45 | 0.19 | 0.20 | 0.21 | 0.24 | 0.62 | 0.26 | 0.28 | 0.51 |
| EWY | 0.58 | 0.21 | 0.22 | 0.35 | 0.60 | 0.58 | 1.00 | 0.58 | 0.49 | 0.36 | 0.37 | 0.38 | 0.38 | 0.67 | 0.40 | 0.41 | 0.60 |
| VOO | 1.00 | 0.29 | 0.33 | 0.70 | 0.76 | 0.90 | 0.58 | 1.00 | 0.49 | 0.23 | 0.25 | 0.26 | 0.28 | 0.74 | 0.30 | 0.30 | 0.57 |
| SETM | 0.49 | 0.34 | 0.23 | 0.36 | 0.47 | 0.45 | 0.49 | 0.49 | 1.00 | 0.55 | 0.56 | 0.60 | 0.61 | 0.62 | 0.62 | 0.64 | 0.77 |
| RING | 0.23 | 0.17 | 0.30 | 0.13 | 0.20 | 0.19 | 0.36 | 0.23 | 0.55 | 1.00 | 0.99 | 0.96 | 0.91 | 0.44 | 0.91 | 0.91 | 0.86 |
| GDX | 0.24 | 0.17 | 0.29 | 0.13 | 0.21 | 0.20 | 0.37 | 0.25 | 0.56 | 0.99 | 1.00 | 0.98 | 0.91 | 0.45 | 0.92 | 0.91 | 0.87 |
| GDXJ | 0.25 | 0.17 | 0.27 | 0.14 | 0.23 | 0.21 | 0.38 | 0.26 | 0.60 | 0.96 | 0.98 | 1.00 | 0.94 | 0.47 | 0.95 | 0.94 | 0.89 |
| SLVP | 0.28 | 0.19 | 0.27 | 0.16 | 0.26 | 0.24 | 0.38 | 0.28 | 0.61 | 0.91 | 0.91 | 0.94 | 1.00 | 0.46 | 0.96 | 0.97 | 0.89 |
| VEA | 0.74 | 0.31 | 0.36 | 0.60 | 0.60 | 0.62 | 0.67 | 0.74 | 0.62 | 0.44 | 0.45 | 0.47 | 0.46 | 1.00 | 0.49 | 0.49 | 0.70 |
| SIL | 0.29 | 0.19 | 0.27 | 0.17 | 0.27 | 0.26 | 0.40 | 0.30 | 0.62 | 0.91 | 0.92 | 0.95 | 0.96 | 0.49 | 1.00 | 0.97 | 0.90 |
| SILJ | 0.30 | 0.19 | 0.25 | 0.18 | 0.30 | 0.28 | 0.41 | 0.30 | 0.64 | 0.91 | 0.91 | 0.94 | 0.97 | 0.49 | 0.97 | 1.00 | 0.91 |
| Portfolio | 0.57 | 0.32 | 0.37 | 0.39 | 0.53 | 0.51 | 0.60 | 0.57 | 0.77 | 0.86 | 0.87 | 0.89 | 0.89 | 0.70 | 0.90 | 0.91 | 1.00 |