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Dividends ETF
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Dividends ETF

Last updated Nov 13, 2024

Asset Allocation

SGLN.L 10%SCHD 20%JEPQ 20%PMLP.L 20%PGR 20%XLUP.L 10%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
20%
PGR
The Progressive Corporation		Financial Services
20%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		Energy Equities
20%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
20%
SGLN.L
iShares Physical Gold ETC		Precious Metals, Commodities
10%
XLUP.L
Invesco US Utilities Sector UCITS ETF		Utilities Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dividends 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 Quarterly

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
15.32%
12.73%
Dividends ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Dividends ETF33.75%2.45%15.32%38.60%N/AN/A
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		17.07%0.77%10.34%27.17%12.79%11.62%
SGLN.L
iShares Physical Gold ETC		25.83%-1.77%8.88%32.10%12.13%10.30%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		23.36%3.75%10.50%28.13%N/AN/A
XLUP.L
Invesco US Utilities Sector UCITS ETF		26.44%-1.79%9.81%30.74%7.62%10.76%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		37.36%5.21%20.58%40.25%N/AN/A
PGR
The Progressive Corporation		65.75%4.15%25.48%65.49%32.25%28.80%

Monthly Returns

The table below presents the monthly returns of Dividends ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.34%3.00%5.86%-1.05%3.13%0.37%3.17%5.61%2.14%0.46%33.75%
20233.71%-1.40%2.12%0.32%-2.60%3.27%1.69%0.32%-1.69%2.40%5.36%1.47%15.70%
20220.42%-6.75%4.77%-0.36%-7.43%6.73%5.39%-3.01%-1.28%

Expense Ratio

Dividends ETF has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF
Expense ratio chart for PMLP.L: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XLUP.L
Invesco US Utilities Sector UCITS ETF
Expense ratio chart for XLUP.L: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Dividends ETF is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Dividends ETF is 9898
Combined Rank
The Sharpe Ratio Rank of Dividends ETF is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of Dividends ETF is 9898Sortino Ratio Rank
The Omega Ratio Rank of Dividends ETF is 9999Omega Ratio Rank
The Calmar Ratio Rank of Dividends ETF is 9797Calmar Ratio Rank
The Martin Ratio Rank of Dividends ETF is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.

Dividends ETF
Sharpe ratio
The chart of Sharpe ratio for Dividends ETF, currently valued at 4.90, compared to the broader market0.002.004.006.004.90
Sortino ratio
The chart of Sortino ratio for Dividends ETF, currently valued at 6.94, compared to the broader market-2.000.002.004.006.006.94
Omega ratio
The chart of Omega ratio for Dividends ETF, currently valued at 1.99, compared to the broader market0.801.001.201.401.601.802.001.99
Calmar ratio
The chart of Calmar ratio for Dividends ETF, currently valued at 9.19, compared to the broader market0.005.0010.0015.009.19
Martin ratio
The chart of Martin ratio for Dividends ETF, currently valued at 41.54, compared to the broader market0.0010.0020.0030.0040.0050.0060.0041.54
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF		2.363.411.423.9712.60
SGLN.L
iShares Physical Gold ETC		2.252.931.394.9813.90
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.262.961.472.5611.06
XLUP.L
Invesco US Utilities Sector UCITS ETF		2.082.831.361.458.87
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		2.984.091.546.0222.87
PGR
The Progressive Corporation		3.254.281.589.2524.56

Sharpe Ratio

The current Dividends ETF Sharpe ratio is 4.90. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Dividends ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00JuneJulyAugustSeptemberOctoberNovember
4.90
2.90
Dividends ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividends ETF provided a 3.40% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio3.40%4.05%3.85%3.12%2.00%1.37%0.99%0.77%1.08%1.03%1.63%0.70%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SGLN.L
iShares Physical Gold ETC		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.35%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLUP.L
Invesco US Utilities Sector UCITS ETF		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PMLP.L
HANetf Alerian Midstream Energy Dividend UCITS ETF		3.84%6.48%6.12%6.57%4.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PGR
The Progressive Corporation		0.44%0.25%0.31%6.23%2.68%3.89%1.86%1.21%2.50%2.16%5.53%1.05%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-0.29%
Dividends ETF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividends 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 Dividends ETF was 11.76%, occurring on Oct 14, 2022. Recovery took 63 trading sessions.

The current Dividends ETF drawdown is 0.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.76%Aug 19, 202241Oct 14, 202263Jan 13, 2023104
-11.07%Jun 8, 20228Jun 17, 202243Aug 17, 202251
-5.35%May 5, 20226May 12, 202211May 27, 202217
-4.9%Sep 20, 202310Oct 3, 20238Oct 13, 202318
-4.35%Feb 16, 202320Mar 15, 202313Apr 3, 202333

Volatility

Volatility Chart

The current Dividends ETF volatility is 2.89%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.89%
3.86%
Dividends ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
SGLN.LPGRJEPQXLUP.LPMLP.LSCHD
SGLN.L1.00-0.010.130.270.210.18
PGR-0.011.000.200.160.130.37
JEPQ0.130.201.000.160.260.60
XLUP.L0.270.160.161.000.410.40
PMLP.L0.210.130.260.411.000.50
SCHD0.180.370.600.400.501.00
The correlation results are calculated based on daily price changes starting from May 5, 2022