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Conservative ESG-integrated Portfolio (40/60)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Conservative ESG-integrated Portfolio (40/60), 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


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
1.65%1.97%10.35%10.82%26.39%19.66%12.33%13.81%
Portfolio
Conservative ESG-integrated Portfolio (40/60)
0.68%2.27%5.27%5.60%13.67%
DSI
iShares MSCI KLD 400 Social ETF
1.78%2.10%11.83%12.35%29.36%20.81%13.33%15.60%
EAGG
iShares ESG Aware US Aggregate Bond ETF
0.06%1.08%0.54%0.85%4.91%3.92%0.08%
EFRA
iShares Environmental Infrastructure and Industrials ETF
0.72%2.38%5.58%5.15%10.97%10.23%
ESGD
iShares ESG Aware MSCI EAFE ETF
0.66%3.97%9.85%10.51%21.72%15.36%8.21%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
0.29%1.24%1.34%1.95%6.13%8.59%3.71%5.12%
IWM
iShares Russell 2000 ETF
0.82%6.39%20.19%17.83%42.91%17.97%6.41%11.40%
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.73%2.67%9.23%9.49%25.98%19.96%12.39%
LDEM
iShares ESG MSCI EM Leaders ETF
2.52%3.00%8.26%9.66%24.07%13.85%2.60%
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
0.75%4.79%8.37%9.38%20.80%
PABU
iShares Paris-Aligned Climate Optimized MSCI USA ETF
1.98%1.91%6.81%7.83%20.95%18.02%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jan 19, 2024, Conservative ESG-integrated Portfolio (40/60)'s average daily return is +0.04%, while the average monthly return is +0.84%. At this rate, an investment would double in approximately 6.9 years.

Historically, 83% of months were positive and 17% were negative. The best month was Apr 2026 with a return of +4.1%, while the worst month was Mar 2026 at -3.7%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 1 months.

On a daily basis, Conservative ESG-integrated Portfolio (40/60) closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +3.7%, while the worst single day was Apr 4, 2025 at -2.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.34%1.32%-3.73%4.12%1.90%0.37%5.27%
20251.36%0.99%-1.63%0.38%2.15%2.90%0.20%1.80%2.10%1.12%0.18%0.09%12.18%
20241.23%1.12%1.80%-3.32%2.91%1.11%2.68%1.68%1.83%-2.48%2.51%-2.84%8.26%

Benchmark Metrics

Conservative ESG-integrated Portfolio (40/60) has an annualized alpha of 1.90%, beta of 0.43, and R2 of 0.73 versus S&P 500 Index. Calculated based on daily prices since January 19, 2024.

  • This portfolio participated in 52.79% of S&P 500 Index downside but only 47.20% of its upside - more exposed to losses than it benefited from rallies.
  • Beta of 0.43 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
1.90%
Beta
0.43
0.73
Upside Capture
47.20%
Downside Capture
52.79%

Expense Ratio

Conservative ESG-integrated Portfolio (40/60) has an expense ratio of 0.16%, 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

Return for Risk

Risk / Return Rank

Conservative ESG-integrated Portfolio (40/60) ranks 33 for risk / return — below 33% 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.


Conservative ESG-integrated Portfolio (40/60) Risk / Return Rank: 3333
Overall Rank
Conservative ESG-integrated Portfolio (40/60) Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
Conservative ESG-integrated Portfolio (40/60) Sortino Ratio Rank: 3434
Sortino Ratio Rank
Conservative ESG-integrated Portfolio (40/60) Omega Ratio Rank: 3535
Omega Ratio Rank
Conservative ESG-integrated Portfolio (40/60) Calmar Ratio Rank: 3030
Calmar Ratio Rank
Conservative ESG-integrated Portfolio (40/60) Martin Ratio Rank: 3535
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 Conservative ESG-integrated Portfolio (40/60) 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.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

1.92

2.14

-0.22

Sortino ratioReturn per unit of downside risk

2.76

2.89

-0.13

Omega ratioGain probability vs. loss probability

1.36

1.39

-0.03

Calmar ratioReturn relative to maximum drawdown

2.51

2.91

-0.41

Martin ratioReturn relative to average drawdown

10.30

13.08

-2.78


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

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. Learn how to interpret the Sharpe ratio.

The current Conservative ESG-integrated Portfolio (40/60) Sharpe ratio is 1.92 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 1.55 to 2.44, 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 Conservative ESG-integrated Portfolio (40/60) 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

Conservative ESG-integrated Portfolio (40/60) provided a 3.55% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio3.55%3.34%3.33%2.79%2.17%1.40%1.56%2.16%1.56%1.05%0.61%0.41%
DSI
iShares MSCI KLD 400 Social ETF
1.04%0.92%1.03%1.19%1.39%0.99%1.22%1.40%1.63%1.28%1.51%1.46%
EAGG
iShares ESG Aware US Aggregate Bond ETF
4.00%3.92%3.93%3.24%2.07%1.09%1.82%3.17%0.61%0.00%0.00%0.00%
EFRA
iShares Environmental Infrastructure and Industrials ETF
5.13%4.34%3.79%1.85%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ESGD
iShares ESG Aware MSCI EAFE ETF
4.92%3.60%3.23%3.02%2.59%2.75%1.63%2.57%2.69%2.65%0.09%0.00%
HYXF
iShares ESG Advanced High Yield Corporate Bond ETF
6.07%6.19%6.40%5.93%5.37%4.56%4.96%5.29%6.14%5.85%3.16%0.00%
IWM
iShares Russell 2000 ETF
1.10%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
LCTU
BlackRock U.S. Carbon Transition Readiness ETF
1.15%1.02%1.27%1.46%1.63%2.20%0.00%0.00%0.00%0.00%0.00%0.00%
LDEM
iShares ESG MSCI EM Leaders ETF
3.83%3.26%2.64%3.20%4.93%1.82%1.89%0.00%0.00%0.00%0.00%0.00%
PABD
iShares Paris-Aligned Climate MSCI World Ex USA ETF
4.03%2.74%2.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PABU
iShares Paris-Aligned Climate Optimized MSCI USA ETF
1.09%0.90%1.00%1.06%1.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 Conservative ESG-integrated Portfolio (40/60). 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 Conservative ESG-integrated Portfolio (40/60) was 7.88%, occurring on Apr 8, 2025. Recovery took 35 trading sessions.

The current Conservative ESG-integrated Portfolio (40/60) drawdown is 0.69%.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-7.88%Apr 2025
4mo1mo 21d
5mo 21dDec 2024 - May 2025
2026 pullback2026
-5.48%Mar 2026
29d21d
1mo 20dFeb 2026 - Apr 2026
2024 pullback2024
-3.98%Apr 2024
22d26d
1mo 18dMar 2024 - May 2024
2025 pullback2025
-3.06%Nov 2025
22d1mo 16d
2mo 8dOct 2025 - Jan 2026
2024 pullback2024
-2.78%Nov 2024
1mo 2d1mo 3d
2mo 5dSep 2024 - Dec 2024

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 15 assets, with an effective number of assets of 8.96, 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
All Time
Diversification Ratio

1.26

1.33

The portfolio has a diversification ratio of 1.33, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Conservative ESG-integrated Portfolio (40/60) correlation to the S&P 500 Index

Conservative ESG-integrated Portfolio (40/60) has a 0.88 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

0.88

Correlation (All Time)
Calculated using the full available price history since Jan 19, 2024

0.83


Benchmark Correlations

Correlation vs. S&P 500 Index. LCTU has the highest benchmark correlation at 0.99, while SHY has the lowest at 0.13.

SHY
0.13
TLT
0.17
EAGG
0.22
SUSC
0.31
LDEM
0.59
HYXF
0.65
EFRA
0.66
ESGD
0.70
PABD
0.71
IWM
0.78
USXF
0.92
SUSL
0.96
DSI
0.97
PABU
0.97
LCTU
0.99

Portfolio Correlations

Correlation vs. Conservative ESG-integrated Portfolio (40/60). LCTU has the highest portfolio correlation at 0.84, while SHY has the lowest at 0.45.

SHY
0.45
TLT
0.56
EAGG
0.61
LDEM
0.65
SUSC
0.69
EFRA
0.79
HYXF
0.79
USXF
0.80
IWM
0.80
ESGD
0.81
SUSL
0.81
PABU
0.82
DSI
0.82
PABD
0.83
LCTU
0.84

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Jan 19, 2024
Diversification Analysis

Find what Conservative ESG-integrated Portfolio (40/60) is missing

See which holdings overlap, where Conservative ESG-integrated Portfolio (40/60) is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification