Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ETFS, 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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The earliest data available for this chart is Jun 25, 2019, corresponding to the inception date of HTEC
Returns By Period
| 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 ETFS | -0.07% | -1.32% | 1.56% | 3.05% | 12.78% | 12.02% | 6.92% | — |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | 0.09% | -3.34% | -3.56% | -1.44% | 17.51% | 18.37% | 11.88% | 14.11% |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.21% | -2.54% | -5.46% | -3.61% | 25.24% | 22.54% | 11.33% | 17.38% |
DIA SPDR Dow Jones Industrial Average ETF | -0.09% | -4.01% | -2.86% | 0.75% | 11.91% | 13.36% | 8.90% | 12.30% |
IWM iShares Russell 2000 ETF | 0.69% | -2.89% | 2.27% | 3.51% | 25.33% | 13.42% | 3.61% | 10.00% |
EFA iShares MSCI EAFE ETF | -0.62% | -2.09% | 2.05% | 5.82% | 23.73% | 14.40% | 8.29% | 8.89% |
VGK Vanguard FTSE Europe ETF | -0.48% | -2.34% | -0.00% | 4.31% | 21.59% | 14.38% | 8.89% | 9.07% |
EWG iShares MSCI Germany ETF | -0.75% | -4.02% | -6.12% | -6.05% | 8.52% | 14.38% | 5.86% | 7.14% |
EWU iShares MSCI United Kingdom ETF | -0.26% | -1.13% | 5.12% | 11.51% | 27.86% | 16.82% | 12.21% | 8.17% |
EPP iShares MSCI Pacific ex Japan ETF | -0.17% | -2.58% | 6.12% | 5.09% | 24.13% | 10.59% | 5.27% | 7.54% |
Monthly Returns
Based on dividend-adjusted daily data since Jun 26, 2019, ETFS's average daily return is +0.03%, while the average monthly return is +0.60%. At this rate, your investment would double in approximately 9.7 years.
Historically, 72% of months were positive and 28% were negative. The best month was Jul 2020 with a return of +4.2%, while the worst month was Sep 2022 at -3.6%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 2 months.
On a daily basis, ETFS closed higher 58% of trading days. The best single day was Mar 24, 2020 with a return of +2.2%, while the worst single day was Mar 12, 2020 at -3.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.10% | 1.69% | -2.35% | 0.18% | 1.56% | ||||||||
| 2025 | 2.39% | 0.20% | 0.48% | 1.53% | 1.42% | 2.17% | 0.15% | 1.85% | 2.49% | 0.52% | 0.85% | 0.21% | 15.18% |
| 2024 | -0.08% | 0.88% | 3.07% | -1.19% | 2.25% | 0.04% | 2.22% | 1.69% | 2.23% | 0.04% | 2.12% | -1.51% | 12.29% |
| 2023 | 3.39% | -2.31% | 2.65% | 1.20% | -1.14% | 1.22% | 2.17% | -1.35% | -2.37% | 0.78% | 3.72% | 2.94% | 11.14% |
| 2022 | -1.73% | 0.51% | 0.42% | -3.47% | 0.03% | -3.24% | 2.37% | -1.86% | -3.58% | 0.42% | 3.09% | -0.57% | -7.59% |
| 2021 | -0.20% | 1.00% | 0.52% | 2.18% | 0.77% | -0.76% | 0.81% | 0.89% | -1.74% | 1.85% | -0.75% | 0.76% | 5.40% |
Benchmark Metrics
ETFS has an annualized alpha of 4.36%, beta of 0.22, and R² of 0.53 versus S&P 500 Index. Calculated based on daily prices since June 26, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (32.82%) than losses (27.81%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.36% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.22 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 4.36%
- Beta
- 0.22
- R²
- 0.53
- Upside Capture
- 32.82%
- Downside Capture
- 27.81%
Expense Ratio
ETFS has an expense ratio of 0.39%, 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
Return for Risk
Risk / Return Rank
ETFS ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.14 | 0.88 | +1.25 |
Sortino ratioReturn per unit of downside risk | 2.94 | 1.37 | +1.57 |
Omega ratioGain probability vs. loss probability | 1.43 | 1.21 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 3.42 | 1.39 | +2.03 |
Martin ratioReturn relative to average drawdown | 11.64 | 6.43 | +5.21 |
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 | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 53 | 0.92 | 1.45 | 1.22 | 1.51 | 7.11 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 63 | 1.09 | 1.70 | 1.24 | 2.02 | 7.36 |
DIA SPDR Dow Jones Industrial Average ETF | 36 | 0.71 | 1.13 | 1.16 | 1.16 | 4.21 |
IWM iShares Russell 2000 ETF | 60 | 1.10 | 1.64 | 1.21 | 1.99 | 7.27 |
EFA iShares MSCI EAFE ETF | 70 | 1.34 | 1.92 | 1.28 | 2.10 | 7.89 |
VGK Vanguard FTSE Europe ETF | 63 | 1.23 | 1.76 | 1.25 | 1.82 | 6.86 |
EWG iShares MSCI Germany ETF | 23 | 0.43 | 0.76 | 1.10 | 0.60 | 1.93 |
EWU iShares MSCI United Kingdom ETF | 80 | 1.67 | 2.20 | 1.33 | 2.42 | 10.57 |
EPP iShares MSCI Pacific ex Japan ETF | 68 | 1.30 | 1.82 | 1.28 | 1.86 | 8.23 |
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Dividends
Dividend yield
ETFS provided a 2.57% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.57% | 2.57% | 3.00% | 2.80% | 1.47% | 1.44% | 1.23% | 1.80% | 1.70% | 1.24% | 1.95% | 1.32% |
| Portfolio components: | ||||||||||||
SPY State Street SPDR S&P 500 ETF | 1.13% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
QQQ Invesco QQQ ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.82% | 0.54% | 0.65% | 0.71% | 0.97% | 0.54% | 0.71% | 2.51% | 1.08% | 0.84% | 1.12% | 1.04% |
DIA SPDR Dow Jones Industrial Average ETF | 1.51% | 1.43% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 1.85% | 2.24% | 1.97% | 2.26% | 2.33% |
IWM iShares Russell 2000 ETF | 1.01% | 1.04% | 1.15% | 1.35% | 1.48% | 0.94% | 1.04% | 1.26% | 1.40% | 1.26% | 1.38% | 1.54% |
EFA iShares MSCI EAFE ETF | 3.31% | 3.38% | 3.24% | 2.98% | 2.69% | 3.33% | 2.13% | 3.10% | 3.39% | 2.57% | 3.07% | 2.76% |
VGK Vanguard FTSE Europe ETF | 2.97% | 2.86% | 3.61% | 3.15% | 3.25% | 3.05% | 2.11% | 3.27% | 3.95% | 2.70% | 3.52% | 3.25% |
EWG iShares MSCI Germany ETF | 1.70% | 1.60% | 2.38% | 2.56% | 3.24% | 2.70% | 1.67% | 2.51% | 2.93% | 2.06% | 2.35% | 1.93% |
EWU iShares MSCI United Kingdom ETF | 3.55% | 3.73% | 4.16% | 4.14% | 3.43% | 4.35% | 2.48% | 4.13% | 4.98% | 3.91% | 3.97% | 4.11% |
EPP iShares MSCI Pacific ex Japan ETF | 3.56% | 3.77% | 3.81% | 4.10% | 4.37% | 4.58% | 2.28% | 3.89% | 5.00% | 4.15% | 3.96% | 4.90% |
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 ETFS. 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 ETFS was 12.06%, occurring on Oct 20, 2022. Recovery took 288 trading sessions.
The current ETFS drawdown is 2.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.06% | Nov 15, 2021 | 235 | Oct 20, 2022 | 288 | Dec 13, 2023 | 523 |
| -9.55% | Feb 24, 2020 | 20 | Mar 20, 2020 | 80 | Jul 15, 2020 | 100 |
| -3.82% | Jan 30, 2026 | 39 | Mar 26, 2026 | — | — | — |
| -3.31% | Apr 3, 2025 | 4 | Apr 8, 2025 | 9 | Apr 22, 2025 | 13 |
| -2.58% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
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 83 assets, with an effective number of assets of 12.12, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.