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4ETF Tech Div B

Last updated Feb 29, 2024

QQQM SMH SCHD DGRW

Asset Allocation


QQQM 25%SMH 25%SCHD 25%DGRW 25%EquityEquity
PositionCategory/SectorWeight
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

25%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

DGRW
WisdomTree U.S. Dividend Growth Fund
Large Cap Growth Equities, Dividend

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 4ETF Tech Div B, 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 Quarterly


20.00%30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2024February
72.92%
45.11%
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.84%3.48%13.06%28.97%12.72%10.71%
4ETF Tech Div B8.83%4.74%17.41%39.11%N/AN/A
QQQM
Invesco NASDAQ 100 ETF
7.21%3.22%16.71%51.97%N/AN/A
SMH
VanEck Vectors Semiconductor ETF
21.20%12.39%36.49%78.02%35.51%29.02%
SCHD
Schwab US Dividend Equity ETF
1.98%0.58%6.19%8.08%12.12%11.43%
DGRW
WisdomTree U.S. Dividend Growth Fund
5.37%2.76%11.33%24.10%14.02%12.80%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.38%
2023-1.89%-5.37%-2.88%10.12%6.60%

Sharpe Ratio

The current 4ETF Tech Div B Sharpe ratio is 2.51. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.51

The Sharpe ratio of 4ETF Tech Div B lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.61
2.30
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

Dividend yield

4ETF Tech Div B granted a 1.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
4ETF Tech Div B1.55%1.62%2.19%1.50%1.65%2.79%2.31%1.80%1.66%2.36%1.68%1.66%
QQQM
Invesco NASDAQ 100 ETF
0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.49%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SCHD
Schwab US Dividend Equity ETF
3.42%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
DGRW
WisdomTree U.S. Dividend Growth Fund
1.68%1.74%2.15%1.78%1.91%2.20%2.42%1.73%2.13%2.18%1.79%1.05%

Expense Ratio

The 4ETF Tech Div B has a high expense ratio of 0.21%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.28%
0.00%2.15%
0.15%
0.00%2.15%
0.06%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.30
4ETF Tech Div B
2.61
QQQM
Invesco NASDAQ 100 ETF
3.07
SMH
VanEck Vectors Semiconductor ETF
2.91
SCHD
Schwab US Dividend Equity ETF
0.66
DGRW
WisdomTree U.S. Dividend Growth Fund
2.15

Asset Correlations Table

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

SCHDSMHQQQMDGRW
SCHD1.000.560.600.90
SMH0.561.000.870.69
QQQM0.600.871.000.79
DGRW0.900.690.791.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 4ETF Tech Div B. 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 4ETF Tech Div B was 28.11%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.

The current 4ETF Tech Div B drawdown is 0.64%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.11%Dec 28, 2021202Oct 14, 2022185Jul 13, 2023387
-11.06%Aug 1, 202363Oct 27, 202329Dec 8, 202392
-7.3%Oct 14, 202011Oct 28, 20206Nov 5, 202017
-6.32%Feb 17, 202112Mar 4, 202116Mar 26, 202128
-6.16%Sep 7, 202120Oct 4, 202118Oct 28, 202138

Volatility Chart

The current 4ETF Tech Div B volatility is 4.55%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.55%
3.90%
4ETF Tech Div B
Benchmark (^GSPC)
Portfolio components
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