Income ETF
Portfolio Income ETFs
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income 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 3 months.
The earliest data available for this chart is Jun 4, 2013, corresponding to the inception date of VWOB
Returns By Period
As of Apr 19, 2025, the Income ETF returned 0.50% Year-To-Date and 3.31% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Income ETF | 0.47% | -2.03% | -0.21% | 8.29% | 4.01% | 3.28% |
| Portfolio components: | ||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 0.28% | -1.64% | 0.30% | 8.76% | 4.52% | 3.74% |
JNK SPDR Barclays High Yield Bond ETF | -0.19% | -1.81% | -0.23% | 7.93% | 4.57% | 3.48% |
VWOB Vanguard Emerging Markets Government Bond ETF | 1.30% | -2.23% | -0.62% | 7.74% | 2.59% | 2.71% |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 0.34% | -2.49% | 0.07% | 9.48% | 5.67% | 3.76% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.09% | -2.45% | -0.92% | 7.51% | 2.35% | 2.36% |
Monthly Returns
The table below presents the monthly returns of Income 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.52% | 1.39% | -1.15% | -1.26% | 0.47% | ||||||||
| 2024 | -0.39% | 0.69% | 1.56% | -1.63% | 2.04% | 0.07% | 2.46% | 1.87% | 1.87% | -1.46% | 1.77% | -1.34% | 7.64% |
| 2023 | 3.97% | -2.30% | 1.73% | 0.07% | -1.27% | 2.31% | 1.49% | -0.71% | -2.26% | -1.09% | 5.42% | 3.89% | 11.46% |
| 2022 | -2.88% | -2.95% | -1.03% | -5.09% | 1.04% | -6.92% | 5.26% | -3.36% | -4.90% | 1.63% | 6.52% | -1.35% | -13.99% |
| 2021 | -1.04% | -1.16% | 0.11% | 1.48% | 0.60% | 0.99% | 0.23% | 0.79% | -1.42% | -0.29% | -1.61% | 2.33% | 0.92% |
| 2020 | 0.40% | -1.68% | -12.63% | 4.29% | 4.77% | 1.23% | 4.39% | 0.62% | -1.57% | 0.02% | 4.00% | 2.21% | 4.87% |
| 2019 | 4.84% | 0.92% | 1.17% | 0.58% | -0.83% | 3.38% | 0.53% | 0.26% | 0.06% | 0.35% | -0.04% | 2.44% | 14.40% |
| 2018 | -0.14% | -1.42% | 0.04% | -0.63% | -0.61% | -0.59% | 2.04% | -1.02% | 1.45% | -1.84% | -0.43% | -0.37% | -3.53% |
| 2017 | 1.31% | 1.52% | 0.12% | 1.33% | 0.86% | -0.25% | 0.97% | 0.99% | 0.23% | 0.22% | -0.49% | 0.61% | 7.65% |
| 2016 | -1.01% | 1.55% | 3.21% | 2.65% | -0.04% | 3.01% | 1.41% | 1.68% | 0.71% | -1.06% | -1.88% | 1.84% | 12.58% |
| 2015 | 0.78% | 1.96% | -0.32% | 1.56% | 0.17% | -1.86% | -0.27% | -1.65% | -2.27% | 3.04% | -1.15% | -2.09% | -2.24% |
| 2014 | -0.42% | 2.91% | 0.52% | 0.95% | 2.15% | 0.57% | -1.30% | 1.60% | -2.31% | 1.34% | -1.06% | -2.22% | 2.61% |
Expense Ratio
Income ETF has an expense ratio of 0.40%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 92, Income ETF is among the top 8% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 1.59 | 2.35 | 1.34 | 1.97 | 11.00 |
JNK SPDR Barclays High Yield Bond ETF | 1.43 | 2.08 | 1.30 | 1.63 | 8.97 |
VWOB Vanguard Emerging Markets Government Bond ETF | 1.20 | 1.71 | 1.23 | 0.74 | 5.89 |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 1.38 | 1.98 | 1.29 | 1.74 | 9.24 |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 1.09 | 1.58 | 1.20 | 0.63 | 5.37 |
Dividends
Dividend yield
Income ETF provided a 6.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.38% | 6.22% | 5.85% | 5.72% | 4.30% | 4.73% | 5.06% | 5.63% | 5.12% | 5.46% | 5.88% | 5.46% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.95% | 6.01% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% |
JNK SPDR Barclays High Yield Bond ETF | 6.78% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
VWOB Vanguard Emerging Markets Government Bond ETF | 6.37% | 6.08% | 5.50% | 5.31% | 4.04% | 4.18% | 4.58% | 4.53% | 4.61% | 4.71% | 4.93% | 4.49% |
EMHY iShares J.P. Morgan EM High Yield Bond ETF | 7.24% | 6.86% | 6.73% | 7.08% | 5.58% | 5.44% | 5.72% | 6.79% | 5.59% | 6.43% | 6.99% | 6.36% |
EMB iShares J.P. Morgan USD Emerging Markets Bond ETF | 5.60% | 5.46% | 4.74% | 5.04% | 3.89% | 3.88% | 4.51% | 5.64% | 4.54% | 4.83% | 4.84% | 4.56% |
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 Income 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 Income ETF was 22.64%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Income ETF drawdown is 2.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.64% | Feb 24, 2020 | 21 | Mar 23, 2020 | 161 | Nov 9, 2020 | 182 |
| -21.02% | Sep 16, 2021 | 260 | Sep 27, 2022 | 474 | Aug 16, 2024 | 734 |
| -9.99% | Aug 28, 2014 | 367 | Feb 11, 2016 | 78 | Jun 3, 2016 | 445 |
| -5.96% | Jun 5, 2013 | 14 | Jun 24, 2013 | 19 | Jul 22, 2013 | 33 |
| -5.47% | Jan 8, 2018 | 243 | Dec 24, 2018 | 25 | Jan 31, 2019 | 268 |
Volatility
Volatility Chart
The current Income ETF volatility is 4.18%, 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
| JNK | HYG | EMHY | VWOB | EMB | |
|---|---|---|---|---|---|
| JNK | 1.00 | 0.97 | 0.59 | 0.59 | 0.62 |
| HYG | 0.97 | 1.00 | 0.59 | 0.60 | 0.63 |
| EMHY | 0.59 | 0.59 | 1.00 | 0.80 | 0.82 |
| VWOB | 0.59 | 0.60 | 0.80 | 1.00 | 0.90 |
| EMB | 0.62 | 0.63 | 0.82 | 0.90 | 1.00 |