11 Sector ETF + Gold
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD
Returns By Period
As of May 13, 2025, the 11 Sector ETF + Gold returned 6.71% Year-To-Date and 11.55% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.64% | 8.97% | -2.62% | 11.90% | 15.76% | 10.69% |
| 11 Sector ETF + Gold | 6.71% | 4.01% | 2.89% | 16.33% | 17.63% | 11.55% |
| Portfolio components: | ||||||
IYW iShares U.S. Technology ETF | -2.62% | 14.41% | -3.04% | 16.14% | 21.95% | 19.87% |
IYH iShares U.S. Healthcare ETF | -2.13% | -0.05% | -9.27% | -4.52% | 7.41% | 7.58% |
IYF iShares U.S. Financials ETF | 5.09% | 10.13% | 1.01% | 23.38% | 20.97% | 11.74% |
IYC iShares US Consumer Services ETF | 0.16% | 12.92% | 1.63% | 21.42% | 15.00% | 11.15% |
IYK iShares U.S. Consumer Goods ETF | 6.58% | -1.00% | 2.79% | 5.08% | 14.92% | 9.25% |
IYE iShares U.S. Energy ETF | -0.77% | 7.49% | -8.38% | -5.97% | 23.15% | 3.44% |
IYJ iShares U.S. Industrials ETF | 3.47% | 11.71% | -3.04% | 11.59% | 17.43% | 11.00% |
IYM iShares U.S. Basic Materials ETF | 3.39% | 6.04% | -8.14% | -6.46% | 13.29% | 6.41% |
IDU iShares U.S. Utilities ETF | 6.91% | 3.93% | 2.28% | 15.13% | 11.36% | 9.41% |
IYR iShares U.S. Real Estate ETF | 2.10% | 6.84% | -3.46% | 12.57% | 9.37% | 5.40% |
IYZ iShares U.S. Telecommunications ETF | 4.64% | 8.14% | 2.60% | 32.99% | 3.97% | 1.66% |
BRK-B Berkshire Hathaway Inc. | 13.46% | -1.87% | 10.04% | 24.81% | 24.81% | 13.52% |
GLD SPDR Gold Trust | 23.15% | 0.09% | 23.15% | 36.34% | 13.09% | 9.79% |
Monthly Returns
The table below presents the monthly returns of 11 Sector ETF + Gold, 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 | 4.05% | 2.59% | -0.47% | -0.43% | 0.89% | 6.71% | |||||||
| 2024 | 1.87% | 3.85% | 3.95% | -3.69% | 3.58% | 0.13% | 4.59% | 4.19% | 0.90% | -0.74% | 5.27% | -5.30% | 19.51% |
| 2023 | 4.31% | -2.96% | 2.11% | 2.18% | -1.96% | 5.29% | 3.16% | -1.18% | -4.26% | -1.61% | 7.27% | 3.46% | 16.21% |
| 2022 | -2.14% | -0.05% | 4.60% | -6.56% | -0.22% | -8.48% | 6.46% | -3.81% | -7.49% | 8.38% | 6.62% | -3.24% | -7.54% |
| 2021 | -1.13% | 2.37% | 4.66% | 5.16% | 2.59% | -0.69% | 1.78% | 2.12% | -4.35% | 5.34% | -2.65% | 6.20% | 22.88% |
| 2020 | 0.09% | -7.33% | -11.61% | 9.44% | 3.66% | 0.74% | 6.95% | 6.15% | -3.01% | -2.54% | 10.02% | 3.89% | 14.93% |
| 2019 | 6.13% | 2.04% | 0.92% | 3.71% | -5.95% | 7.03% | 0.36% | -0.69% | 1.61% | 1.90% | 2.64% | 2.76% | 24.19% |
| 2018 | 4.82% | -3.75% | -1.99% | -0.82% | 1.21% | -0.22% | 3.27% | 2.94% | 0.59% | -5.24% | 2.99% | -7.04% | -3.93% |
| 2017 | 2.27% | 3.75% | -0.64% | 0.90% | 0.79% | 0.93% | 1.92% | 1.63% | 0.88% | 1.85% | 2.48% | 1.13% | 19.34% |
| 2016 | -3.54% | 2.41% | 5.77% | 1.46% | -0.25% | 2.30% | 2.73% | 0.06% | -0.81% | -1.79% | 2.95% | 2.12% | 13.89% |
| 2015 | -1.41% | 3.38% | -1.50% | -0.39% | 1.32% | -2.60% | 1.51% | -4.96% | -2.59% | 6.73% | -0.68% | -1.37% | -3.04% |
| 2014 | -2.56% | 4.51% | 1.76% | 0.88% | 1.14% | 1.82% | -1.84% | 4.85% | -1.68% | 2.33% | 3.27% | -0.02% | 15.10% |
Expense Ratio
11 Sector ETF + Gold has an expense ratio of 0.34%, 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 88, 11 Sector ETF + Gold is among the top 12% 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 | |
|---|---|---|---|---|---|
IYW iShares U.S. Technology ETF | 0.54 | 0.95 | 1.13 | 0.62 | 1.97 |
IYH iShares U.S. Healthcare ETF | -0.29 | -0.23 | 0.97 | -0.23 | -0.54 |
IYF iShares U.S. Financials ETF | 1.10 | 1.66 | 1.24 | 1.50 | 5.45 |
IYC iShares US Consumer Services ETF | 0.98 | 1.53 | 1.21 | 1.02 | 3.51 |
IYK iShares U.S. Consumer Goods ETF | 0.38 | 0.75 | 1.09 | 0.59 | 1.67 |
IYE iShares U.S. Energy ETF | -0.24 | -0.12 | 0.98 | -0.26 | -0.71 |
IYJ iShares U.S. Industrials ETF | 0.58 | 1.04 | 1.14 | 0.65 | 2.28 |
IYM iShares U.S. Basic Materials ETF | -0.32 | -0.24 | 0.97 | -0.22 | -0.61 |
IDU iShares U.S. Utilities ETF | 0.93 | 1.45 | 1.19 | 1.69 | 4.35 |
IYR iShares U.S. Real Estate ETF | 0.70 | 1.19 | 1.16 | 0.62 | 2.67 |
IYZ iShares U.S. Telecommunications ETF | 1.87 | 2.51 | 1.38 | 0.98 | 9.99 |
BRK-B Berkshire Hathaway Inc. | 1.27 | 1.88 | 1.27 | 3.02 | 7.59 |
GLD SPDR Gold Trust | 2.07 | 2.99 | 1.38 | 4.88 | 12.92 |
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Dividends
Dividend yield
11 Sector ETF + Gold provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 1.01% | 1.15% | 1.13% | 0.86% | 1.06% | 1.24% | 1.36% | 1.14% | 1.29% | 1.39% | 1.13% |
| Portfolio components: | ||||||||||||
IYW iShares U.S. Technology ETF | 0.21% | 0.21% | 0.53% | 0.50% | 0.31% | 0.56% | 0.72% | 0.91% | 0.82% | 1.13% | 1.12% | 1.13% |
IYH iShares U.S. Healthcare ETF | 1.27% | 1.25% | 1.18% | 1.10% | 0.94% | 1.16% | 1.14% | 1.95% | 1.10% | 1.29% | 2.02% | 1.05% |
IYF iShares U.S. Financials ETF | 1.29% | 1.29% | 1.67% | 1.86% | 1.27% | 1.72% | 1.64% | 1.90% | 1.46% | 1.67% | 1.66% | 1.38% |
IYC iShares US Consumer Services ETF | 0.50% | 0.47% | 0.68% | 0.68% | 0.39% | 0.65% | 0.89% | 0.90% | 0.92% | 1.10% | 1.03% | 0.78% |
IYK iShares U.S. Consumer Goods ETF | 2.48% | 2.63% | 2.74% | 2.16% | 1.49% | 1.42% | 2.21% | 2.81% | 1.74% | 2.63% | 2.11% | 1.82% |
IYE iShares U.S. Energy ETF | 2.87% | 2.75% | 2.99% | 3.37% | 2.98% | 4.75% | 6.60% | 3.15% | 2.66% | 2.11% | 3.39% | 2.05% |
IYJ iShares U.S. Industrials ETF | 0.88% | 0.88% | 1.05% | 1.05% | 0.76% | 1.01% | 1.32% | 1.43% | 1.29% | 1.38% | 1.53% | 1.46% |
IYM iShares U.S. Basic Materials ETF | 1.62% | 1.65% | 1.77% | 2.14% | 1.48% | 1.39% | 2.09% | 1.68% | 1.43% | 1.47% | 2.03% | 1.77% |
IDU iShares U.S. Utilities ETF | 2.25% | 2.29% | 2.79% | 2.39% | 2.39% | 2.94% | 2.71% | 2.80% | 2.62% | 3.18% | 4.22% | 2.88% |
IYR iShares U.S. Real Estate ETF | 2.55% | 2.57% | 2.75% | 2.92% | 2.06% | 2.58% | 3.05% | 3.53% | 3.73% | 4.41% | 3.92% | 3.66% |
IYZ iShares U.S. Telecommunications ETF | 1.95% | 1.94% | 2.28% | 2.55% | 2.51% | 2.60% | 2.35% | 2.15% | 3.54% | 2.26% | 1.98% | 2.25% |
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% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 11 Sector ETF + Gold. 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 11 Sector ETF + Gold was 49.04%, occurring on Mar 9, 2009. Recovery took 483 trading sessions.
The current 11 Sector ETF + Gold drawdown is 0.16%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.04% | Dec 11, 2007 | 312 | Mar 9, 2009 | 483 | Feb 4, 2011 | 795 |
| -30.88% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -20.1% | Mar 30, 2022 | 136 | Oct 12, 2022 | 194 | Jul 24, 2023 | 330 |
| -15.88% | May 2, 2011 | 108 | Oct 3, 2011 | 85 | Feb 3, 2012 | 193 |
| -15.78% | Sep 21, 2018 | 65 | Dec 24, 2018 | 75 | Apr 12, 2019 | 140 |
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 13 assets, with an effective number of assets of 9.35, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | GLD | IDU | IYE | BRK-B | IYR | IYH | IYW | IYZ | IYK | IYM | IYC | IYF | IYJ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.06 | 0.54 | 0.63 | 0.62 | 0.68 | 0.77 | 0.87 | 0.75 | 0.76 | 0.78 | 0.89 | 0.85 | 0.90 | 0.94 |
| GLD | 0.06 | 1.00 | 0.12 | 0.17 | -0.01 | 0.09 | 0.03 | 0.04 | 0.05 | 0.04 | 0.22 | -0.00 | 0.00 | 0.05 | 0.17 |
| IDU | 0.54 | 0.12 | 1.00 | 0.41 | 0.38 | 0.60 | 0.49 | 0.37 | 0.48 | 0.59 | 0.44 | 0.45 | 0.47 | 0.50 | 0.58 |
| IYE | 0.63 | 0.17 | 0.41 | 1.00 | 0.46 | 0.41 | 0.43 | 0.45 | 0.50 | 0.48 | 0.71 | 0.49 | 0.56 | 0.62 | 0.64 |
| BRK-B | 0.62 | -0.01 | 0.38 | 0.46 | 1.00 | 0.45 | 0.51 | 0.47 | 0.51 | 0.55 | 0.54 | 0.55 | 0.68 | 0.62 | 0.77 |
| IYR | 0.68 | 0.09 | 0.60 | 0.41 | 0.45 | 1.00 | 0.56 | 0.53 | 0.59 | 0.63 | 0.56 | 0.64 | 0.70 | 0.66 | 0.71 |
| IYH | 0.77 | 0.03 | 0.49 | 0.43 | 0.51 | 0.56 | 1.00 | 0.62 | 0.61 | 0.68 | 0.57 | 0.67 | 0.64 | 0.69 | 0.76 |
| IYW | 0.87 | 0.04 | 0.37 | 0.45 | 0.47 | 0.53 | 0.62 | 1.00 | 0.64 | 0.59 | 0.63 | 0.78 | 0.65 | 0.75 | 0.77 |
| IYZ | 0.75 | 0.05 | 0.48 | 0.50 | 0.51 | 0.59 | 0.61 | 0.64 | 1.00 | 0.63 | 0.63 | 0.70 | 0.68 | 0.72 | 0.76 |
| IYK | 0.76 | 0.04 | 0.59 | 0.48 | 0.55 | 0.63 | 0.68 | 0.59 | 0.63 | 1.00 | 0.63 | 0.70 | 0.68 | 0.73 | 0.79 |
| IYM | 0.78 | 0.22 | 0.44 | 0.71 | 0.54 | 0.56 | 0.57 | 0.63 | 0.63 | 0.63 | 1.00 | 0.67 | 0.69 | 0.81 | 0.81 |
| IYC | 0.89 | -0.00 | 0.45 | 0.49 | 0.55 | 0.64 | 0.67 | 0.78 | 0.70 | 0.70 | 0.67 | 1.00 | 0.76 | 0.82 | 0.83 |
| IYF | 0.85 | 0.00 | 0.47 | 0.56 | 0.68 | 0.70 | 0.64 | 0.65 | 0.68 | 0.68 | 0.69 | 0.76 | 1.00 | 0.82 | 0.87 |
| IYJ | 0.90 | 0.05 | 0.50 | 0.62 | 0.62 | 0.66 | 0.69 | 0.75 | 0.72 | 0.73 | 0.81 | 0.82 | 0.82 | 1.00 | 0.90 |
| Portfolio | 0.94 | 0.17 | 0.58 | 0.64 | 0.77 | 0.71 | 0.76 | 0.77 | 0.76 | 0.79 | 0.81 | 0.83 | 0.87 | 0.90 | 1.00 |