Asset Allocation
Find the right asset allocation for Misc ETFs
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Misc ETFs, 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.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 9.51% | 8.73% | 18.04% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio Misc ETFs | -0.58% | -0.86% | 9.28% | 11.53% | 26.08% | 21.80% | 15.30% | — | 12.07% |
| Portfolio components: | |||||||||
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | -0.35% | -1.17% | 7.39% | 12.37% | 25.90% | 17.90% | 13.50% | 12.08% | 10.27% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.12% | -2.97% | 11.29% | 20.15% | 51.72% | 30.73% | 26.86% | 18.40% | 9.40% |
IDMO Invesco S&P International Developed Momentum ETF | -0.78% | -4.04% | 3.61% | 6.72% | 19.40% | 23.73% | 14.74% | 12.15% | 8.80% |
LVHI Franklin International Low Volatility High Dividend Index ETF | -0.50% | 2.64% | 11.66% | 15.24% | 33.06% | 21.25% | 16.27% | — | 11.42% |
Monthly Returns
Based on dividend-adjusted daily data since Jul 28, 2016, Misc ETFs's average daily return is +0.05%, while the average monthly return is +1.00%. At this rate, an investment would double in approximately 5.8 years.
Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.7%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Misc ETFs closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.0%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.02% | 5.79% | -5.05% | 4.55% | 1.36% | 1.11% | -0.38% | 11.53% | |||||
| 2025 | 4.00% | 2.58% | 0.47% | 1.93% | 4.93% | 1.49% | 0.97% | 3.61% | 1.91% | 1.47% | 2.30% | 2.78% | 32.35% |
| 2024 | 1.88% | 4.10% | 4.91% | -2.66% | 3.64% | -0.59% | 2.22% | 1.77% | -0.40% | -1.67% | 2.36% | -2.20% | 13.80% |
| 2023 | 5.20% | -0.71% | 1.19% | 2.63% | -3.20% | 3.96% | 2.81% | -1.46% | -0.43% | -1.90% | 6.96% | 3.08% | 19.13% |
| 2022 | -1.57% | -3.14% | 2.03% | -2.43% | 2.36% | -7.23% | 3.90% | -3.29% | -6.55% | 6.48% | 8.12% | -1.79% | -4.33% |
| 2021 | -0.35% | 1.06% | 3.89% | 1.60% | 1.67% | 0.75% | 1.52% | 2.69% | -2.12% | 3.50% | -2.70% | 4.71% | 17.15% |
Benchmark Metrics
Misc ETFs has an annualized alpha of 3.51%, beta of 0.64, and R2 of 0.66 versus S&P 500 Index. Calculated based on daily prices since July 28, 2016.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (65.76%) than losses (58.04%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 3.51% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Beta of 0.64 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.51%
- Beta
- 0.64
- R²
- 0.66
- Upside Capture
- 65.76%
- Downside Capture
- 58.04%
Expense Ratio
Misc ETFs has an expense ratio of 0.33%, 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.
Return for Risk
Risk / Return Rank
Misc ETFs ranks 78 for risk / return — better than 78% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Misc ETFs and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.08 | 1.45 | +0.63 |
| Sortino ratioReturn per unit of downside risk | 2.90 | 2.03 | +0.87 |
| Omega ratioGain probability vs. loss probability | 1.38 | 1.26 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 2.92 | 2.01 | +0.91 |
| Martin ratioReturn relative to average drawdown | 12.53 | 8.68 | +3.85 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 81 | 2.00 | 2.80 | 1.37 | 2.76 | 11.53 |
DXJ WisdomTree Japan Hedged Equity Fund | 94 | 2.83 | 3.70 | 1.51 | 4.73 | 17.82 |
IDMO Invesco S&P International Developed Momentum ETF | 42 | 1.05 | 1.58 | 1.20 | 1.58 | 6.15 |
LVHI Franklin International Low Volatility High Dividend Index ETF | 96 | 3.47 | 4.80 | 1.67 | 5.47 | 22.51 |
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Dividends
Dividend yield
Misc ETFs provided a 3.81% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.81% | 4.56% | 2.75% | 5.30% | 7.73% | 2.83% | 2.72% | 4.39% | 6.22% | 3.18% | 2.19% | 1.75% |
| Portfolio components: | ||||||||||||
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 2.31% | 5.55% | 1.29% | 4.46% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.55% | 3.70% |
DXJ WisdomTree Japan Hedged Equity Fund | 0.98% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
IDMO Invesco S&P International Developed Momentum ETF | 3.75% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
LVHI Franklin International Low Volatility High Dividend Index ETF | 4.63% | 4.92% | 3.98% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.67% | 3.38% | 2.02% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Misc ETFs. 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 Misc ETFs was 30.97%, occurring on Mar 23, 2020. Recovery took 186 trading sessions.
The current Misc ETFs drawdown is 1.70%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-30.97%Mar 2020 | 1mo 2d | 8mo 27d | 9mo 29dFeb 2020 - Dec 2020 | COVID crash2020 |
-16.56%Sep 2022 | 8mo 20d | 5mo 4d | 1y 1moJan 2022 - Mar 2023 | Bear market2022 |
-16.44%Dec 2018 | 11mo 4d | 6mo 11d | 1y 5moJan 2018 - Jul 2019 | Rate-hike selloffLate 2018 |
-12.73%Apr 2025 | 13d | 24d | 1mo 7dMar 2025 - May 2025 | 2025 selloff2025 |
-9.08%Mar 2026 | 21d | 25d | 1mo 16dFeb 2026 - Apr 2026 | — |
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 4 assets, with an effective number of assets of 2.78, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.09 | 1.07 | 1.07 | 1.11 |
The portfolio has a diversification ratio of 1.11, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Misc ETFs correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.70 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.71 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.74 |
Correlation (All Time) Calculated using the full available price history since Jul 28, 2016 | 0.72 |
Benchmark Correlations
Correlation vs. S&P 500 Index. DBEF has the highest benchmark correlation at 0.79, while LVHI has the lowest at 0.56.
Asset Correlations Table
Find what Misc ETFs is missing
See which holdings overlap, where Misc ETFs is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification