SafeETF

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

SafeETF

Currency in USD · Last updated May 30, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	7.14%
AJG Arthur J. Gallagher & Co.	Financial Services	7.14%
AZO AutoZone, Inc.	Consumer Cyclical	7.14%
BJ BJ's Wholesale Club Holdings, Inc.	Consumer Defensive	7.14%
BRK-B Berkshire Hathaway Inc.	Financial Services	7.14%
BRO Brown & Brown, Inc.	Financial Services	7.14%
CASY Casey's General Stores, Inc.	Consumer Defensive	7.14%
COST Costco Wholesale Corporation	Consumer Defensive	7.14%
CTAS Cintas Corporation	Industrials	7.14%
HEI HEICO Corporation	Industrials	7.14%
ORLY O'Reilly Automotive, Inc.	Consumer Cyclical	7.14%
PGR The Progressive Corporation	Financial Services	7.14%
TMUS T-Mobile US, Inc.	Communication Services	7.14%
TPL Texas Pacific Land Corporation	Energy	7.14%

Benchmark

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Performance

Performance Chart

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The earliest data available for this chart is Jun 28, 2018, corresponding to the inception date of BJ

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.52%	6.32%	-1.44%	12.25%	14.20%	10.84%
SafeETF	15.20%	0.39%	2.73%	39.72%	29.69%	N/A
Portfolio components:
AJG Arthur J. Gallagher & Co.	20.68%	7.81%	8.91%	40.53%	30.93%	23.88%
ORLY O'Reilly Automotive, Inc.	14.02%	-3.37%	8.69%	41.15%	26.51%	19.78%
AZO AutoZone, Inc.	15.23%	-0.41%	15.66%	34.70%	26.30%	18.54%
PGR The Progressive Corporation	18.08%	0.36%	6.02%	39.39%	31.61%	29.18%
COST Costco Wholesale Corporation	10.36%	1.85%	5.16%	25.72%	28.85%	23.78%
BRO Brown & Brown, Inc.	9.79%	3.58%	-1.05%	30.11%	23.51%	22.42%
TMUS T-Mobile US, Inc.	8.78%	-0.95%	-2.48%	43.70%	19.63%	20.29%
CASY Casey's General Stores, Inc.	11.43%	-4.84%	4.88%	36.06%	23.28%	18.25%
BRK-B Berkshire Hathaway Inc.	11.67%	-5.31%	4.78%	25.26%	22.22%	13.45%
CTAS Cintas Corporation	23.47%	7.60%	0.69%	36.52%	30.68%	27.75%
BJ BJ's Wholesale Club Holdings, Inc.	24.28%	-4.65%	14.75%	30.87%	25.27%	N/A
ABBV AbbVie Inc.	6.42%	-4.08%	3.29%	24.28%	19.71%	15.45%
HEI HEICO Corporation	26.32%	20.13%	10.64%	41.02%	24.55%	26.28%
TPL Texas Pacific Land Corporation	8.47%	-9.92%	-26.63%	99.02%	45.92%	39.19%

*Annualized

Monthly Returns

The table below presents the monthly returns of SafeETF, 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	6.63%	8.65%	1.60%	-1.82%	-0.31%								15.20%
2024	3.52%	7.41%	3.94%	-2.98%	5.07%	4.63%	6.34%	4.31%	0.63%	2.43%	10.65%	-10.68%	39.27%
2023	1.85%	-2.30%	2.20%	1.86%	-5.20%	5.46%	2.45%	3.00%	0.28%	0.74%	3.74%	1.22%	15.92%
2022	-5.33%	2.66%	8.51%	-6.07%	1.33%	-2.09%	9.36%	-0.34%	-4.05%	12.06%	4.64%	-5.75%	13.57%
2021	-3.01%	4.83%	10.87%	6.18%	0.25%	1.50%	2.04%	1.07%	-2.73%	5.99%	0.73%	7.43%	40.14%
2020	1.01%	-4.04%	-13.90%	13.14%	10.64%	1.39%	6.17%	5.39%	-2.71%	-3.30%	11.56%	4.07%	29.46%
2019	6.03%	5.77%	1.80%	4.62%	-1.27%	5.98%	1.77%	0.15%	-0.24%	1.74%	2.16%	0.32%	32.49%
2018						0.27%	5.41%	8.74%	1.33%	-6.79%	2.68%	-5.19%	5.68%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

SafeETF has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 96, SafeETF is among the top 4% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AJG Arthur J. Gallagher & Co.	1.77	2.28	1.31	3.16	8.74
ORLY O'Reilly Automotive, Inc.	1.98	2.86	1.34	2.28	12.90
AZO AutoZone, Inc.	1.55	2.06	1.26	2.06	10.33
PGR The Progressive Corporation	1.52	2.06	1.29	3.09	7.80
COST Costco Wholesale Corporation	1.12	1.61	1.21	1.43	4.09
BRO Brown & Brown, Inc.	1.33	1.77	1.26	2.14	5.38
TMUS T-Mobile US, Inc.	1.59	2.05	1.33	3.07	7.69
CASY Casey's General Stores, Inc.	1.10	1.77	1.21	2.16	6.73
BRK-B Berkshire Hathaway Inc.	1.22	1.81	1.26	2.88	6.81
CTAS Cintas Corporation	1.42	1.84	1.29	1.79	4.57
BJ BJ's Wholesale Club Holdings, Inc.	0.98	1.58	1.19	1.72	4.73
ABBV AbbVie Inc.	0.82	1.19	1.19	1.15	2.63
HEI HEICO Corporation	1.34	2.11	1.28	1.96	4.95
TPL Texas Pacific Land Corporation	1.76	2.33	1.33	2.61	5.56

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

SafeETF Sharpe ratios as of May 30, 2025 (values are recalculated daily):

1-Year: 2.39
5-Year: 1.90
All Time: 1.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.58 to 1.13, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of SafeETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

SafeETF provided a 0.79% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.79%	0.72%	0.81%	0.67%	1.05%	1.28%	1.06%	0.94%	1.05%	0.97%	1.21%	1.26%
Portfolio components:
AJG Arthur J. Gallagher & Co.	0.72%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%
ORLY O'Reilly Automotive, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AZO AutoZone, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PGR The Progressive Corporation	1.77%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
COST Costco Wholesale Corporation	0.47%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
BRO Brown & Brown, Inc.	0.52%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%
TMUS T-Mobile US, Inc.	1.65%	1.28%	0.41%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CASY Casey's General Stores, Inc.	0.45%	0.47%	0.59%	0.65%	0.69%	0.72%	0.77%	0.86%	1.13%	0.77%	0.70%	0.84%
BRK-B Berkshire Hathaway Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CTAS Cintas Corporation	0.69%	0.80%	0.83%	0.93%	0.77%	0.79%	0.95%	1.22%	1.04%	1.15%	1.15%	2.17%
BJ BJ's Wholesale Club Holdings, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
ABBV AbbVie Inc.	3.44%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%	2.54%
HEI HEICO Corporation	0.07%	0.09%	0.11%	0.12%	0.12%	0.12%	0.12%	0.14%	0.08%	0.22%	0.28%	1.02%
TPL Texas Pacific Land Corporation	1.30%	1.58%	0.83%	1.37%	0.88%	3.58%	0.77%	0.75%	0.30%	0.10%	0.22%	0.23%

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 SafeETF. 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 SafeETF was 30.69%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current SafeETF drawdown is 2.72%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.69%	Feb 20, 2020	23	Mar 23, 2020	52	Jun 5, 2020	75
-16.29%	Sep 14, 2018	70	Dec 24, 2018	36	Feb 15, 2019	106
-15.31%	Apr 11, 2022	48	Jun 17, 2022	39	Aug 15, 2022	87
-10.83%	Nov 29, 2024	22	Dec 31, 2024	29	Feb 13, 2025	51
-9.03%	Apr 3, 2025	4	Apr 8, 2025	—	—	—

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 14 assets, with an effective number of assets of 14.00, 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

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

	^GSPC	TPL	BJ	ABBV	TMUS	CASY	AZO	PGR	HEI	COST	ORLY	BRK-B	AJG	BRO	CTAS	Portfolio
^GSPC	1.00	0.39	0.29	0.38	0.47	0.43	0.37	0.38	0.55	0.59	0.41	0.66	0.53	0.58	0.70	0.73
TPL	0.39	1.00	0.15	0.18	0.16	0.23	0.17	0.19	0.33	0.17	0.16	0.33	0.22	0.20	0.29	0.50
BJ	0.29	0.15	1.00	0.15	0.21	0.33	0.26	0.19	0.17	0.40	0.30	0.22	0.20	0.23	0.26	0.48
ABBV	0.38	0.18	0.15	1.00	0.27	0.21	0.26	0.32	0.18	0.23	0.27	0.37	0.33	0.32	0.31	0.45
TMUS	0.47	0.16	0.21	0.27	1.00	0.27	0.28	0.32	0.29	0.36	0.33	0.38	0.37	0.38	0.42	0.53
CASY	0.43	0.23	0.33	0.21	0.27	1.00	0.34	0.27	0.31	0.39	0.38	0.36	0.34	0.39	0.41	0.58
AZO	0.37	0.17	0.26	0.26	0.28	0.34	1.00	0.29	0.26	0.35	0.76	0.34	0.36	0.37	0.39	0.58
PGR	0.38	0.19	0.19	0.32	0.32	0.27	0.29	1.00	0.33	0.30	0.32	0.49	0.53	0.50	0.39	0.57
HEI	0.55	0.33	0.17	0.18	0.29	0.31	0.26	0.33	1.00	0.32	0.29	0.45	0.43	0.47	0.51	0.60
COST	0.59	0.17	0.40	0.23	0.36	0.39	0.35	0.30	0.32	1.00	0.40	0.37	0.40	0.43	0.51	0.59
ORLY	0.41	0.16	0.30	0.27	0.33	0.38	0.76	0.32	0.29	0.40	1.00	0.36	0.41	0.42	0.44	0.63
BRK-B	0.66	0.33	0.22	0.37	0.38	0.36	0.34	0.49	0.45	0.37	0.36	1.00	0.54	0.56	0.53	0.67
AJG	0.53	0.22	0.20	0.33	0.37	0.34	0.36	0.53	0.43	0.40	0.41	0.54	1.00	0.78	0.53	0.69
BRO	0.58	0.20	0.23	0.32	0.38	0.39	0.37	0.50	0.47	0.43	0.42	0.56	0.78	1.00	0.57	0.70
CTAS	0.70	0.29	0.26	0.31	0.42	0.41	0.39	0.39	0.51	0.51	0.44	0.53	0.53	0.57	1.00	0.71
Portfolio	0.73	0.50	0.48	0.45	0.53	0.58	0.58	0.57	0.60	0.59	0.63	0.67	0.69	0.70	0.71	1.00

The correlation results are calculated based on daily price changes starting from Jun 29, 2018

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

SafeETF

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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