iShares 30/70
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in iShares 30/70, 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 Mar 23, 2017, corresponding to the inception date of IDEV
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
iShares 30/70 | 7.07% | 1.84% | 6.12% | 12.46% | 4.05% | N/A |
Portfolio components: | ||||||
IVV iShares Core S&P 500 ETF | 19.39% | 5.78% | 10.78% | 26.79% | 15.82% | 12.96% |
IJH iShares Core S&P Mid-Cap ETF | 12.26% | 5.04% | 6.37% | 17.62% | 12.20% | 9.61% |
IJR iShares Core S&P Small-Cap ETF | 8.34% | 4.86% | 9.25% | 16.06% | 10.80% | 9.26% |
IDEV iShares Core MSCI International Developed Markets ETF | 11.84% | 7.92% | 8.98% | 19.12% | 8.49% | N/A |
IEMG iShares Core MSCI Emerging Markets ETF | 8.71% | 4.11% | 8.24% | 13.00% | 5.08% | 2.72% |
IUSB iShares Core Total USD Bond Market ETF | 3.58% | 0.09% | 4.73% | 8.34% | 0.22% | 1.95% |
IAGG iShares Core International Aggregate Bond ETF | 2.99% | -0.18% | 3.28% | 7.77% | 0.12% | N/A |
Monthly Returns
The table below presents the monthly returns of iShares 30/70, 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 | 0.26% | 0.21% | 1.67% | -2.55% | 2.49% | 1.00% | 2.22% | 7.07% | |||||
2023 | 4.46% | -2.64% | 2.64% | 0.81% | -1.05% | 1.78% | 1.06% | -1.21% | -2.86% | -1.82% | 5.64% | 4.07% | 10.94% |
2022 | -2.74% | -1.74% | -1.21% | -4.88% | 0.52% | -3.76% | 4.00% | -3.29% | -5.63% | 1.40% | 5.44% | -2.32% | -13.87% |
2021 | -0.51% | -0.19% | 0.48% | 1.71% | 0.64% | 0.87% | 1.00% | 0.65% | -1.93% | 1.50% | -0.54% | 1.18% | 4.89% |
2020 | 0.86% | -1.50% | -5.32% | 4.40% | 2.48% | 1.43% | 2.56% | 1.29% | -0.97% | -0.80% | 4.34% | 1.66% | 10.49% |
2019 | 3.22% | 1.00% | 1.69% | 1.19% | -0.97% | 2.88% | 0.35% | 1.03% | 0.35% | 0.96% | 0.69% | 1.11% | 14.29% |
2018 | 1.11% | -2.04% | 0.16% | -0.47% | 0.54% | -0.13% | 1.17% | 0.61% | -0.20% | -2.77% | 0.85% | -1.04% | -2.26% |
2017 | 0.42% | 1.07% | 1.01% | 0.17% | 1.11% | 0.71% | 0.29% | 0.96% | 0.52% | 0.63% | 7.09% |
Expense Ratio
iShares 30/70 has an expense ratio of 0.06%, 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 iShares 30/70 is 50, 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 | |
---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 2.17 | 2.97 | 1.39 | 2.31 | 10.21 |
IJH iShares Core S&P Mid-Cap ETF | 1.13 | 1.65 | 1.20 | 1.07 | 4.27 |
IJR iShares Core S&P Small-Cap ETF | 0.85 | 1.36 | 1.16 | 0.69 | 3.31 |
IDEV iShares Core MSCI International Developed Markets ETF | 1.46 | 2.09 | 1.26 | 1.16 | 6.97 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.92 | 1.36 | 1.16 | 0.43 | 4.20 |
IUSB iShares Core Total USD Bond Market ETF | 1.32 | 1.95 | 1.23 | 0.48 | 4.77 |
IAGG iShares Core International Aggregate Bond ETF | 1.92 | 2.99 | 1.34 | 0.73 | 9.39 |
Dividends
Dividend yield
iShares 30/70 granted a 2.97% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
iShares 30/70 | 2.97% | 3.06% | 2.36% | 1.75% | 2.18% | 2.84% | 2.85% | 2.22% | 2.13% | 1.65% | 1.22% | 0.37% |
Portfolio components: | ||||||||||||
IVV iShares Core S&P 500 ETF | 1.27% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
IJH iShares Core S&P Mid-Cap ETF | 1.28% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
IJR iShares Core S&P Small-Cap ETF | 1.25% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
IDEV iShares Core MSCI International Developed Markets ETF | 2.86% | 3.07% | 2.69% | 3.05% | 2.00% | 3.18% | 3.16% | 1.54% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.73% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
IUSB iShares Core Total USD Bond Market ETF | 3.42% | 3.46% | 2.53% | 1.74% | 2.45% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% | 1.39% | 0.00% |
IAGG iShares Core International Aggregate Bond ETF | 3.45% | 3.55% | 2.27% | 1.16% | 1.95% | 2.81% | 3.02% | 1.74% | 1.56% | 0.13% | 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 iShares 30/70. 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 iShares 30/70 was 18.74%, occurring on Oct 14, 2022. Recovery took 436 trading sessions.
The current iShares 30/70 drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.74% | Nov 8, 2021 | 236 | Oct 14, 2022 | 436 | Jul 12, 2024 | 672 |
-14.28% | Feb 20, 2020 | 22 | Mar 20, 2020 | 53 | Jun 5, 2020 | 75 |
-5.61% | Jan 29, 2018 | 229 | Dec 24, 2018 | 37 | Feb 19, 2019 | 266 |
-2.87% | Sep 3, 2020 | 15 | Sep 24, 2020 | 32 | Nov 9, 2020 | 47 |
-2.43% | Feb 12, 2021 | 16 | Mar 8, 2021 | 25 | Apr 13, 2021 | 41 |
Volatility
Volatility Chart
The current iShares 30/70 volatility is 1.74%, 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
IAGG | IUSB | IEMG | IJR | IDEV | IVV | IJH | |
---|---|---|---|---|---|---|---|
IAGG | 1.00 | 0.73 | 0.00 | -0.01 | 0.04 | 0.03 | 0.00 |
IUSB | 0.73 | 1.00 | 0.08 | 0.04 | 0.12 | 0.08 | 0.05 |
IEMG | 0.00 | 0.08 | 1.00 | 0.59 | 0.78 | 0.69 | 0.63 |
IJR | -0.01 | 0.04 | 0.59 | 1.00 | 0.72 | 0.78 | 0.96 |
IDEV | 0.04 | 0.12 | 0.78 | 0.72 | 1.00 | 0.80 | 0.77 |
IVV | 0.03 | 0.08 | 0.69 | 0.78 | 0.80 | 1.00 | 0.85 |
IJH | 0.00 | 0.05 | 0.63 | 0.96 | 0.77 | 0.85 | 1.00 |