Long Term ETF

Asset Allocation

Position	Category/Sector	Target Weight
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	25%
SCHM Schwab US Mid-Cap ETF	Mid Cap Blend Equities	10%
XLF State Street Financial Select Sector SPDR ETF	Financials Equities	10%
XLC Communication Services Select Sector SPDR Fund	Communications Equities	8%
XLV State Street Health Care Select Sector SPDR ETF	Health & Biotech Equities	8%
XLY Consumer Discretionary Select Sector SPDR Fund	Consumer Discretionary Equities	7%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	7%
XLI Industrial Select Sector SPDR Fund	Industrials Equities	7%
SCHA Schwab U.S. Small-Cap ETF	Small Cap Blend Equities	6%
XLE State Street Energy Select Sector SPDR ETF	Energy Equities	3%
XLU State Street Utilities Select Sector SPDR ETF	Utilities Equities	3%
XLB Materials Select Sector SPDR ETF	Materials	3%
XLRE Real Estate Select Sector SPDR Fund	REIT	3%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Long Term ETF, 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	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	1.75%	-0.09%	8.02%	7.15%	22.78%	19.45%	11.73%	13.53%
Portfolio Long Term ETF	2.22%	2.15%	13.41%	12.15%	27.16%	19.97%	12.49%	—
Portfolio components:
SCHA Schwab U.S. Small-Cap ETF	3.42%	4.11%	21.09%	16.82%	39.46%	18.41%	6.95%	11.39%
SCHM Schwab US Mid-Cap ETF	2.98%	3.25%	18.78%	15.85%	31.34%	17.28%	7.82%	11.48%
XLB Materials Select Sector SPDR ETF	3.27%	-1.76%	13.45%	14.61%	18.64%	11.04%	5.62%	10.25%
XLC Communication Services Select Sector SPDR Fund	1.00%	-3.23%	-4.45%	-3.40%	8.64%	21.90%	8.12%	—
XLE State Street Energy Select Sector SPDR ETF	-1.94%	-0.78%	28.59%	26.16%	36.64%	16.07%	19.94%	9.82%
XLF State Street Financial Select Sector SPDR ETF	0.75%	2.02%	-3.43%	-3.27%	4.77%	18.56%	8.86%	13.01%
XLI Industrial Select Sector SPDR Fund	3.24%	0.46%	13.23%	11.74%	23.07%	21.10%	12.80%	14.09%
XLK State Street Technology Select Sector SPDR ETF	3.73%	4.57%	27.41%	24.16%	53.33%	30.17%	21.81%	25.11%
XLP State Street Consumer Staples Select Sector SPDR ETF	-0.26%	0.98%	10.39%	9.69%	7.55%	8.18%	6.52%	7.58%
XLRE Real Estate Select Sector SPDR Fund	-0.16%	0.76%	12.07%	12.05%	10.67%	10.31%	3.12%	6.99%

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

Monthly Returns

Based on dividend-adjusted daily data since Jun 19, 2018, Long Term ETF's average daily return is +0.06%, while the average monthly return is +1.25%. At this rate, an investment would double in approximately 4.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +13.0%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Long Term ETF closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.7%, while the worst single day was Mar 16, 2020 at -12.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.64%	1.33%	-5.01%	9.37%	5.89%	-0.89%							13.41%
2025	3.12%	-0.96%	-4.89%	-1.09%	5.55%	4.84%	1.36%	2.34%	3.11%	1.13%	0.44%	0.47%	16.05%
2024	0.53%	4.60%	3.09%	-4.64%	4.28%	2.00%	2.26%	2.15%	2.14%	-1.12%	6.71%	-4.33%	18.43%
2023	7.48%	-2.12%	2.82%	0.89%	0.07%	6.84%	3.36%	-2.24%	-4.84%	-2.52%	9.30%	5.41%	26.00%
2022	-4.98%	-2.31%	3.24%	-8.15%	0.20%	-8.66%	9.36%	-3.75%	-9.66%	8.28%	5.89%	-5.72%	-17.19%
2021	-0.59%	3.90%	4.26%	4.83%	0.85%	2.01%	1.67%	2.75%	-4.42%	6.49%	-1.27%	4.69%	27.63%

Benchmark Metrics

Long Term ETF has an annualized alpha of 1.32%, beta of 1.00, and R2 of 0.98 versus S&P 500 Index. Calculated based on daily prices since June 19, 2018.

This portfolio captured 102.73% of S&P 500 Index gains but only 97.32% of its losses - a favorable profile for investors.
With beta of 1.00 and R2 of 0.98, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.32%

Beta: 1.00

R²: 0.98

Upside Capture: 102.73%

Downside Capture: 97.32%

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

Expense Ratio

Long Term ETF has an expense ratio of 0.08%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

XLRE

Real Estate Select Sector SPDR Fund

XLC

Communication Services Select Sector SPDR Fund

XLY

Consumer Discretionary Select Sector SPDR Fund

XLB

Materials Select Sector SPDR ETF

XLE

State Street Energy Select Sector SPDR ETF

XLK

State Street Technology Select Sector SPDR ETF

XLU

State Street Utilities Select Sector SPDR ETF

XLF

State Street Financial Select Sector SPDR ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

XLI

Industrial Select Sector SPDR Fund

Return for Risk

Risk / Return Rank

Long Term ETF ranks 75 for risk / return — better than 75% 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.

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 Long Term ETF 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	2.22	1.85	+0.37
Sortino ratioReturn per unit of downside risk	3.04	2.52	+0.52
Omega ratioGain probability vs. loss probability	1.40	1.34	+0.06
Calmar ratioReturn relative to maximum drawdown	3.50	2.52	+0.98
Martin ratioReturn relative to average drawdown	15.17	11.31	+3.86

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
SCHA Schwab U.S. Small-Cap ETF	82	2.13	2.98	1.36	4.17	15.27
SCHM Schwab US Mid-Cap ETF	75	1.95	2.75	1.34	3.38	13.51
XLB Materials Select Sector SPDR ETF	36	1.08	1.61	1.19	1.51	4.63
XLC Communication Services Select Sector SPDR Fund	23	0.65	1.03	1.12	0.82	2.62
XLE State Street Energy Select Sector SPDR ETF	63	1.79	2.37	1.29	3.05	8.57
XLF State Street Financial Select Sector SPDR ETF	15	0.33	0.54	1.07	0.32	0.83
XLI Industrial Select Sector SPDR Fund	50	1.43	2.09	1.25	1.90	7.47
XLK State Street Technology Select Sector SPDR ETF	79	2.38	2.92	1.39	3.37	10.91
XLP State Street Consumer Staples Select Sector SPDR ETF	20	0.59	0.93	1.11	0.78	1.51
XLRE Real Estate Select Sector SPDR Fund	28	0.78	1.13	1.14	1.29	3.53

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 Long Term ETF Sharpe ratio is 2.22 as of Jun 12, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.47 to 2.33, 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 Long Term ETF 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

Long Term ETF provided a 1.28% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.28%	1.39%	1.45%	1.51%	1.65%	1.30%	1.55%	1.79%	1.88%	1.54%	3.71%	1.74%
Portfolio components:
SCHA Schwab U.S. Small-Cap ETF	0.99%	1.26%	1.51%	1.42%	1.37%	1.19%	1.05%	1.39%	1.58%	1.24%	1.50%	1.48%
SCHM Schwab US Mid-Cap ETF	1.22%	1.46%	1.43%	1.50%	1.67%	1.13%	1.31%	1.48%	1.56%	1.27%	1.51%	1.54%
XLB Materials Select Sector SPDR ETF	1.71%	1.92%	1.92%	2.00%	2.26%	1.62%	1.72%	1.98%	2.20%	1.66%	1.95%	2.24%
XLC Communication Services Select Sector SPDR Fund	1.25%	1.13%	0.99%	0.82%	1.10%	0.74%	0.68%	0.82%	0.64%	0.00%	0.00%	0.00%
XLE State Street Energy Select Sector SPDR ETF	2.61%	3.28%	3.36%	3.55%	3.68%	4.21%	5.62%	6.72%	3.54%	3.03%	2.26%	3.39%
XLF State Street Financial Select Sector SPDR ETF	1.51%	1.31%	1.42%	1.71%	2.04%	1.63%	2.03%	1.87%	2.08%	1.48%	21.10%	1.95%
XLI Industrial Select Sector SPDR Fund	1.17%	1.29%	1.44%	1.63%	1.63%	1.25%	1.55%	1.94%	2.15%	1.77%	2.07%	2.15%
XLK State Street Technology Select Sector SPDR ETF	0.42%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.55%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
XLRE Real Estate Select Sector SPDR Fund	3.11%	3.45%	3.43%	3.31%	3.70%	2.61%	3.15%	3.06%	3.78%	3.25%	4.22%	1.09%

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 Long Term ETF. 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 Long Term ETF was 35.16%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Long Term ETF drawdown is 1.72%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-35.16%Mar 2020	1mo 2d	4mo 22d	5mo 24dFeb 2020 - Aug 2020
Bear market2022	-24.05%Oct 2022	9mo 10d	1y 2mo	1y 11moJan 2022 - Dec 2023
Rate-hike selloffLate 2018	-20.03%Dec 2018	3mo 4d	3mo 19d	6mo 23dSep 2018 - Apr 2019
2025 selloff2025	-18.20%Apr 2025	1mo 17d	2mo 19d	4mo 6dFeb 2025 - Jun 2025
2020 pullback2020	-9.19%Sep 2020	20d	1mo 17d	2mo 7dSep 2020 - Nov 2020

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 8.53, 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	1.44	1.27	1.21	1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Long Term ETF correlation to the S&P 500 Index

Long Term ETF has a 0.95 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (5Y) Calculated over the trailing 5-year period	0.98
Correlation (All Time) Calculated using the full available price history since Jun 19, 2018	0.98

Benchmark Correlations

Correlation vs. S&P 500 Index. XLK has the highest benchmark correlation at 0.90, while XLU has the lowest at 0.39.

0.39

0.42

0.49

0.57

0.66

0.74

0.74

0.80

0.81

0.83

0.86

0.87

0.90

Portfolio Correlations

Correlation vs. Long Term ETF. SCHM has the highest portfolio correlation at 0.93, while XLU has the lowest at 0.41.

0.41

0.47

0.51

0.61

0.66

0.78

0.79

0.80

0.85

0.85

0.87

0.90

0.93

Asset Correlations Table

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

	XLE	XLU	XLP	XLRE	XLV	XLK	XLC	XLF	XLY	XLB	XLI	SCHA	SCHM
XLE	1.00	0.21	0.25	0.26	0.29	0.26	0.29	0.53	0.31	0.53	0.52	0.52	0.52
XLU	0.21	1.00	0.60	0.63	0.45	0.23	0.28	0.35	0.28	0.40	0.42	0.34	0.39
XLP	0.25	0.60	1.00	0.60	0.59	0.31	0.38	0.46	0.41	0.51	0.49	0.40	0.45
XLRE	0.26	0.63	0.60	1.00	0.56	0.41	0.46	0.50	0.49	0.55	0.56	0.57	0.61
XLV	0.29	0.45	0.59	0.56	1.00	0.49	0.51	0.54	0.50	0.57	0.58	0.55	0.60
XLK	0.26	0.23	0.31	0.41	0.49	1.00	0.74	0.52	0.75	0.56	0.62	0.69	0.72
XLC	0.29	0.28	0.38	0.46	0.51	0.74	1.00	0.56	0.75	0.55	0.58	0.67	0.69
XLF	0.53	0.35	0.46	0.50	0.54	0.52	0.56	1.00	0.63	0.72	0.79	0.76	0.78
XLY	0.31	0.28	0.41	0.49	0.50	0.75	0.75	0.63	1.00	0.64	0.68	0.78	0.80
XLB	0.53	0.40	0.51	0.55	0.57	0.56	0.55	0.72	0.64	1.00	0.82	0.77	0.82
XLI	0.52	0.42	0.49	0.56	0.58	0.62	0.58	0.79	0.68	0.82	1.00	0.83	0.87
SCHA	0.52	0.34	0.40	0.57	0.55	0.69	0.67	0.76	0.78	0.77	0.83	1.00	0.97
SCHM	0.52	0.39	0.45	0.61	0.60	0.72	0.69	0.78	0.80	0.82	0.87	0.97	1.00

The correlation results are calculated based on daily price changes starting from Jun 19, 2018

Diversification Analysis

Find what Long Term ETF is missing

See which holdings overlap, where Long Term ETF is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification