11 Sector ETF + Gold

Asset Allocation

Position	Category/Sector	Target Weight
BRK-B Berkshire Hathaway Inc.	Financial Services	20%
GLD SPDR Gold Shares	Gold, Precious Metals	10%
IYW iShares U.S. Technology ETF	Technology Equities	10%
IYH iShares U.S. Healthcare ETF	Health & Biotech Equities	10%
IYF iShares U.S. Financials ETF	Financials Equities	10%
IYK iShares U.S. Consumer Goods ETF	Consumer Staples Equities	10%
IYJ iShares U.S. Industrials ETF	Industrials Equities	10%
IYM iShares U.S. Basic Materials ETF	Materials	4%
IDU iShares U.S. Utilities ETF	Utilities Equities	4%
IYZ iShares U.S. Telecommunications ETF	Communications Equities	4%
IYC iShares U.S. Consumer Discretionary ETF	Consumer Discretionary Equities	3%
IYR iShares U.S. Real Estate ETF	REIT	3%
IYE iShares U.S. Energy ETF	Energy Equities	2%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 11 Sector ETF + Gold, 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 year.

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Returns By Period

As of Jun 13, 2026, the 11 Sector ETF + Gold returned 6.38% Year-To-Date and 13.37% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.50%	-0.93%	8.56%	8.85%	24.33%	19.37%	11.84%	13.61%
Portfolio 11 Sector ETF + Gold	0.69%	0.57%	6.38%	6.68%	18.06%	17.76%	11.73%	13.37%
Portfolio components:
BRK-B Berkshire Hathaway Inc.	0.71%	1.07%	-2.67%	-2.06%	0.35%	13.30%	11.27%	13.22%
GLD SPDR Gold Shares	0.06%	-9.52%	-2.47%	-2.25%	22.21%	28.89%	17.08%	12.15%
IDU iShares U.S. Utilities ETF	1.08%	-0.74%	4.44%	4.87%	10.11%	13.84%	9.15%	8.77%
IYC iShares U.S. Consumer Discretionary ETF	0.16%	-0.02%	-1.40%	-2.54%	6.51%	14.17%	6.41%	11.83%
IYE iShares U.S. Energy ETF	0.76%	-0.93%	28.97%	27.79%	33.59%	15.75%	19.07%	8.66%
IYF iShares U.S. Financials ETF	1.38%	4.53%	-0.19%	-0.21%	13.73%	21.71%	10.87%	13.53%
IYH iShares U.S. Healthcare ETF	-0.20%	4.56%	-0.65%	0.07%	14.83%	6.45%	4.89%	9.52%
IYJ iShares U.S. Industrials ETF	0.68%	1.18%	7.60%	6.77%	16.22%	16.65%	8.44%	12.54%
IYK iShares U.S. Consumer Goods ETF	0.70%	1.92%	10.91%	10.35%	7.28%	6.56%	6.67%	9.42%
IYM iShares U.S. Basic Materials ETF	1.70%	1.07%	22.39%	23.93%	37.90%	14.64%	8.31%	11.23%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Nov 18, 2004, 11 Sector ETF + Gold's average daily return is +0.05%, while the average monthly return is +0.91%. At this rate, an investment would double in approximately 6.4 years.

Historically, 64% of months were positive and 36% were negative. The best month was Nov 2020 with a return of +10.0%, while the worst month was Oct 2008 at -16.7%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 11 Sector ETF + Gold closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.0%, while the worst single day was Mar 16, 2020 at -9.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.30%	4.40%	-6.07%	3.84%	1.51%	0.62%							6.38%
2025	4.05%	2.59%	-0.47%	-0.43%	1.11%	1.59%	-0.18%	3.69%	2.51%	-0.19%	3.34%	0.07%	18.99%
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%	3.45%	16.20%
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%

Benchmark Metrics

11 Sector ETF + Gold has an annualized alpha of 3.20%, beta of 0.79, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since November 18, 2004.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (87.09%) than losses (77.51%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.20% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 3.20%

Beta: 0.79

R²: 0.91

Upside Capture: 87.09%

Downside Capture: 77.51%

See how alpha, beta & R² have trended over time →

Expense Ratio

11 Sector ETF + Gold 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.

Top 10 holdings

IYH

iShares U.S. Healthcare ETF

IYF

iShares U.S. Financials ETF

IYK

iShares U.S. Consumer Goods ETF

IYE

iShares U.S. Energy ETF

IYM

iShares U.S. Basic Materials ETF

IDU

iShares U.S. Utilities ETF

IYR

iShares U.S. Real Estate ETF

IYZ

iShares U.S. Telecommunications ETF

GLD

SPDR Gold Shares

IYW

iShares U.S. Technology ETF

Return for Risk

Risk / Return Rank

11 Sector ETF + Gold ranks 36 for risk / return — below 36% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for 11 Sector ETF + Gold 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	1.83	1.86	-0.03
Sortino ratioReturn per unit of downside risk	2.59	2.53	+0.05
Omega ratioGain probability vs. loss probability	1.32	1.34	-0.02
Calmar ratioReturn relative to maximum drawdown	2.16	2.53	-0.37
Martin ratioReturn relative to average drawdown	8.23	11.37	-3.14

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
BRK-B Berkshire Hathaway Inc.	38	-0.02	0.08	1.01	-0.02	-0.05
GLD SPDR Gold Shares	26	0.87	1.24	1.18	0.98	2.81
IDU iShares U.S. Utilities ETF	22	0.68	1.01	1.13	1.04	2.35
IYC iShares U.S. Consumer Discretionary ETF	15	0.36	0.62	1.07	0.44	1.28
IYE iShares U.S. Energy ETF	58	1.81	2.39	1.29	3.03	8.58
IYF iShares U.S. Financials ETF	23	0.84	1.21	1.15	0.88	2.38
IYH iShares U.S. Healthcare ETF	28	0.94	1.52	1.17	1.33	3.18
IYJ iShares U.S. Industrials ETF	28	0.90	1.37	1.16	1.24	4.44
IYK iShares U.S. Consumer Goods ETF	17	0.50	0.80	1.09	0.59	1.23
IYM iShares U.S. Basic Materials ETF	61	1.90	2.55	1.32	2.74	10.29

Sharpe Ratio

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.

The current 11 Sector ETF + Gold Sharpe ratio is 1.83 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.54 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 11 Sector ETF + Gold compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

11 Sector ETF + Gold provided a 0.94% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.94%	1.00%	1.01%	1.13%	1.13%	0.86%	1.06%	1.24%	1.36%	1.14%	1.29%	1.39%
Portfolio components:
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 Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IDU iShares U.S. Utilities ETF	2.20%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%
IYC iShares U.S. Consumer Discretionary ETF	0.50%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
IYE iShares U.S. Energy ETF	2.18%	2.85%	2.75%	2.99%	3.37%	2.98%	4.75%	6.60%	3.16%	2.66%	2.11%	3.39%
IYF iShares U.S. Financials ETF	1.49%	1.32%	1.29%	1.67%	1.86%	1.27%	1.72%	1.64%	1.90%	1.46%	1.67%	1.66%
IYH iShares U.S. Healthcare ETF	1.25%	1.19%	1.25%	1.18%	1.10%	0.94%	1.16%	1.14%	1.95%	1.10%	1.29%	2.02%
IYJ iShares U.S. Industrials ETF	0.77%	0.83%	0.88%	1.05%	1.05%	0.76%	1.01%	1.32%	1.43%	1.29%	1.38%	1.53%
IYK iShares U.S. Consumer Goods ETF	2.56%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
IYM iShares U.S. Basic Materials ETF	1.23%	1.51%	1.65%	1.77%	2.14%	1.48%	1.39%	2.08%	1.68%	1.43%	1.47%	2.04%

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 0.39%.

Related event	Drawdown	Fall	Recovery	Underwater
Financial crisis2007–2009	-49.04%Mar 2009	1y 2mo	1y 11mo	3y 1moDec 2007 - Feb 2011
COVID crash2020	-30.88%Mar 2020	1mo 2d	5mo 4d	6mo 6dFeb 2020 - Aug 2020
Bear market2022	-20.10%Oct 2022	6mo 16d	9mo 15d	1y 3moMar 2022 - Jul 2023
2011 correction2011	-15.88%Oct 2011	5mo 4d	4mo 3d	9mo 7dMay 2011 - Feb 2012
Rate-hike selloffLate 2018	-15.78%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019

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. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.79	1.50	1.37	1.28	1.29

The portfolio has a diversification ratio of 1.29, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

11 Sector ETF + Gold correlation to the S&P 500 Index

11 Sector ETF + Gold has a 0.72 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.72
Correlation (3Y) Calculated over the trailing 3-year period	0.79
Correlation (5Y) Calculated over the trailing 5-year period	0.86
Correlation (10Y) Calculated over the trailing 10-year period	0.90
Correlation (All Time) Calculated using the full available price history since Nov 18, 2004	0.93

Benchmark Correlations

Correlation vs. S&P 500 Index. IYJ has the highest benchmark correlation at 0.90, while GLD has the lowest at 0.07.

0.07

0.52

0.60

0.60

0.67

0.73

0.74

0.75

0.77

0.84

0.86

0.88

0.90

Portfolio Correlations

Correlation vs. 11 Sector ETF + Gold. IYJ has the highest portfolio correlation at 0.90, while GLD has the lowest at 0.18.

0.18

0.57

0.62

0.71

0.75

0.75

0.75

0.76

0.77

0.81

0.82

0.86

0.90

Asset Correlations Table

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

	GLD	IDU	IYE	BRK-B	IYR	IYH	IYW	IYZ	IYK	IYM	IYC	IYF	IYJ
GLD	1.00	0.12	0.16	-0.01	0.10	0.03	0.05	0.06	0.04	0.23	0.00	0.00	0.06
IDU	0.12	1.00	0.39	0.38	0.60	0.48	0.35	0.47	0.58	0.44	0.44	0.46	0.49
IYE	0.16	0.39	1.00	0.44	0.39	0.41	0.42	0.48	0.46	0.69	0.46	0.54	0.59
BRK-B	-0.01	0.38	0.44	1.00	0.45	0.50	0.44	0.50	0.54	0.53	0.54	0.68	0.61
IYR	0.10	0.60	0.39	0.45	1.00	0.56	0.51	0.57	0.62	0.55	0.63	0.69	0.65
IYH	0.03	0.48	0.41	0.50	0.56	1.00	0.59	0.58	0.67	0.57	0.66	0.63	0.67
IYW	0.05	0.35	0.42	0.44	0.51	0.59	1.00	0.63	0.54	0.62	0.76	0.63	0.73
IYZ	0.06	0.47	0.48	0.50	0.57	0.58	0.63	1.00	0.61	0.62	0.69	0.67	0.71
IYK	0.04	0.58	0.46	0.54	0.62	0.67	0.54	0.61	1.00	0.61	0.68	0.65	0.70
IYM	0.23	0.44	0.69	0.53	0.55	0.57	0.62	0.62	0.61	1.00	0.66	0.68	0.81
IYC	0.00	0.44	0.46	0.54	0.63	0.66	0.76	0.69	0.68	0.66	1.00	0.76	0.82
IYF	0.00	0.46	0.54	0.68	0.69	0.63	0.63	0.67	0.65	0.68	0.76	1.00	0.82
IYJ	0.06	0.49	0.59	0.61	0.65	0.67	0.73	0.71	0.70	0.81	0.82	0.82	1.00

The correlation results are calculated based on daily price changes starting from Nov 18, 2004

Diversification Analysis

Find what 11 Sector ETF + Gold is missing

See which holdings overlap, where 11 Sector ETF + Gold is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification