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%
IDU iShares U.S. Utilities ETF	Utilities Equities	4%
IYC iShares U.S. Consumer Discretionary ETF	Consumer Discretionary Equities	3%
IYE iShares U.S. Energy ETF	Energy Equities	2%
IYF iShares U.S. Financials ETF	Financials Equities	10%
IYH iShares U.S. Healthcare ETF	Health & Biotech Equities	10%
IYJ iShares U.S. Industrials ETF	Industrials Equities	10%
IYK iShares U.S. Consumer Goods ETF	Consumer Staples Equities	10%
IYM iShares U.S. Basic Materials ETF	Materials	4%
IYR iShares U.S. Real Estate ETF	REIT	3%
IYW iShares U.S. Technology ETF	Technology Equities	10%
IYZ iShares U.S. Telecommunications ETF	Communications Equities	4%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Nov 18, 2004, corresponding to the inception date of GLD

Returns By Period

As of Apr 2, 2026, the 11 Sector ETF + Gold returned 0.77% Year-To-Date and 12.90% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 11 Sector ETF + Gold	-0.03%	-3.56%	0.77%	4.02%	12.18%	17.09%	12.08%	12.90%
Portfolio components:
IYW iShares U.S. Technology ETF	0.52%	-1.83%	-7.13%	-6.54%	29.96%	26.25%	15.97%	21.86%
IYH iShares U.S. Healthcare ETF	-0.76%	-5.38%	-5.01%	2.73%	3.82%	5.08%	5.36%	9.32%
IYF iShares U.S. Financials ETF	0.29%	-2.50%	-7.71%	-4.17%	5.48%	20.35%	11.06%	12.71%
IYC iShares U.S. Consumer Discretionary ETF	-0.36%	-4.51%	-5.89%	-6.88%	7.66%	15.27%	5.66%	11.10%
IYK iShares U.S. Consumer Goods ETF	0.55%	-6.87%	5.01%	4.34%	0.81%	4.25%	6.00%	8.87%
IYE iShares U.S. Energy ETF	0.59%	5.77%	32.86%	35.06%	29.92%	14.28%	22.18%	10.08%
IYJ iShares U.S. Industrials ETF	-0.34%	-6.47%	0.53%	1.79%	13.58%	15.06%	7.93%	12.08%
IYM iShares U.S. Basic Materials ETF	0.02%	-2.24%	16.44%	20.81%	33.56%	12.13%	8.94%	11.25%
IDU iShares U.S. Utilities ETF	0.75%	-0.97%	8.98%	6.76%	17.58%	14.98%	10.80%	9.52%
IYR iShares U.S. Real Estate ETF	1.44%	-4.40%	2.80%	0.81%	2.40%	7.26%	3.17%	5.22%

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

Monthly Returns

Based on dividend-adjusted daily data since Nov 19, 2004, 11 Sector ETF + Gold's average daily return is +0.04%, while the average monthly return is +0.90%. At this rate, your 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%	0.46%									0.77%
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 3.43%, beta of 0.79, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since November 19, 2004.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.87%) than losses (78.06%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 3.43% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 3.43%

Beta: 0.79

R²: 0.91

Upside Capture: 88.87%

Downside Capture: 78.06%

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

IYW

iShares U.S. Technology 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

Return for Risk

Risk / Return Rank

11 Sector ETF + Gold ranks 25 for risk / return — below 25% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.91	0.88	+0.03
Sortino ratio Return per unit of downside risk	1.35	1.37	-0.02
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.32	1.39	-0.07
Martin ratio Return relative to average drawdown	5.77	6.43	-0.67
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IYW iShares U.S. Technology ETF	58	1.12	1.72	1.24	1.73	5.51
IYH iShares U.S. Healthcare ETF	17	0.21	0.42	1.05	0.42	0.90
IYF iShares U.S. Financials ETF	19	0.28	0.51	1.07	0.48	1.40
IYC iShares U.S. Consumer Discretionary ETF	24	0.38	0.72	1.09	0.76	2.47
IYK iShares U.S. Consumer Goods ETF	12	0.06	0.18	1.02	0.03	0.07
IYE iShares U.S. Energy ETF	55	1.21	1.60	1.24	1.61	4.47
IYJ iShares U.S. Industrials ETF	35	0.69	1.09	1.15	1.14	4.23
IYM iShares U.S. Basic Materials ETF	75	1.50	2.10	1.29	2.38	8.77
IDU iShares U.S. Utilities ETF	58	1.16	1.60	1.22	2.14	5.12
IYR iShares U.S. Real Estate ETF	15	0.15	0.31	1.04	0.23	0.88

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.

11 Sector ETF + Gold Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.91
5-Year: 0.92
10-Year: 0.86
All Time: 0.66

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 1.01 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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 0.99% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.99%	1.00%	1.01%	1.13%	1.13%	0.86%	1.06%	1.24%	1.36%	1.14%	1.29%	1.39%
Portfolio components:
IYW iShares U.S. Technology ETF	0.15%	0.14%	0.21%	0.34%	0.50%	0.31%	0.56%	0.72%	0.92%	0.82%	1.14%	1.12%
IYH iShares U.S. Healthcare ETF	1.31%	1.19%	1.25%	1.18%	1.10%	0.94%	1.16%	1.14%	1.95%	1.10%	1.29%	2.02%
IYF iShares U.S. Financials ETF	1.61%	1.32%	1.29%	1.67%	1.86%	1.27%	1.72%	1.64%	1.90%	1.46%	1.67%	1.66%
IYC iShares U.S. Consumer Discretionary ETF	0.53%	0.51%	0.47%	0.68%	0.68%	0.39%	0.65%	0.89%	0.90%	0.92%	1.10%	1.03%
IYK iShares U.S. Consumer Goods ETF	2.70%	2.75%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%
IYE iShares U.S. Energy ETF	2.12%	2.85%	2.75%	2.99%	3.37%	2.98%	4.75%	6.60%	3.16%	2.66%	2.11%	3.39%
IYJ iShares U.S. Industrials ETF	0.82%	0.83%	0.88%	1.05%	1.05%	0.76%	1.01%	1.32%	1.43%	1.29%	1.38%	1.53%
IYM iShares U.S. Basic Materials ETF	1.30%	1.51%	1.65%	1.77%	2.14%	1.48%	1.39%	2.08%	1.68%	1.43%	1.47%	2.04%
IDU iShares U.S. Utilities ETF	2.11%	2.23%	2.29%	2.79%	2.39%	2.39%	2.94%	2.71%	2.80%	2.62%	3.18%	4.22%
IYR iShares U.S. Real Estate ETF	2.33%	2.48%	2.57%	2.75%	2.92%	2.06%	2.58%	3.05%	3.53%	3.73%	4.41%	3.92%

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 5.61%.

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

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

	Benchmark	GLD	IDU	IYE	BRK-B	IYR	IYH	IYW	IYZ	IYK	IYM	IYC	IYF	IYJ	Portfolio
Benchmark	1.00	0.06	0.53	0.61	0.60	0.67	0.75	0.86	0.74	0.74	0.77	0.88	0.84	0.90	0.93
GLD	0.06	1.00	0.12	0.17	-0.01	0.09	0.03	0.04	0.06	0.05	0.23	-0.00	0.00	0.05	0.18
IDU	0.53	0.12	1.00	0.39	0.38	0.60	0.48	0.36	0.47	0.58	0.44	0.44	0.46	0.49	0.57
IYE	0.61	0.17	0.39	1.00	0.44	0.40	0.42	0.43	0.49	0.46	0.70	0.47	0.54	0.60	0.62
BRK-B	0.60	-0.01	0.38	0.44	1.00	0.45	0.51	0.44	0.50	0.54	0.53	0.55	0.68	0.61	0.76
IYR	0.67	0.09	0.60	0.40	0.45	1.00	0.56	0.51	0.58	0.63	0.55	0.63	0.70	0.65	0.71
IYH	0.75	0.03	0.48	0.42	0.51	0.56	1.00	0.59	0.59	0.67	0.57	0.66	0.63	0.68	0.75
IYW	0.86	0.04	0.36	0.43	0.44	0.51	0.59	1.00	0.63	0.55	0.62	0.76	0.63	0.74	0.76
IYZ	0.74	0.06	0.47	0.49	0.50	0.58	0.59	0.63	1.00	0.61	0.62	0.69	0.67	0.71	0.75
IYK	0.74	0.05	0.58	0.46	0.54	0.63	0.67	0.55	0.61	1.00	0.61	0.68	0.66	0.70	0.78
IYM	0.77	0.23	0.44	0.70	0.53	0.55	0.57	0.62	0.62	0.61	1.00	0.66	0.69	0.81	0.81
IYC	0.88	-0.00	0.44	0.47	0.55	0.63	0.66	0.76	0.69	0.68	0.66	1.00	0.76	0.82	0.82
IYF	0.84	0.00	0.46	0.54	0.68	0.70	0.63	0.63	0.67	0.66	0.69	0.76	1.00	0.82	0.86
IYJ	0.90	0.05	0.49	0.60	0.61	0.65	0.68	0.74	0.71	0.70	0.81	0.82	0.82	1.00	0.90
Portfolio	0.93	0.18	0.57	0.62	0.76	0.71	0.75	0.76	0.75	0.78	0.81	0.82	0.86	0.90	1.00

The correlation results are calculated based on daily price changes starting from Nov 19, 2004

11 Sector ETF + Gold

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table