全球主流ETF

The chart shows the growth of an initial investment of $10,000 in 全球主流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.

As of Jun 16, 2026, the 全球主流ETF returned 1.49% Year-To-Date and 11.21% of annualized return in the last 10 years.

Based on dividend-adjusted daily data since Feb 3, 2012, 全球主流ETF's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, an investment would double in approximately 9.1 years.

Historically, 55% of months were positive and 45% were negative. The best month was Nov 2022 with a return of +10.7%, while the worst month was Mar 2026 at -9.7%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, 全球主流ETF closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +6.2%, while the worst single day was Mar 12, 2020 at -6.8%.

全球主流ETF has an annualized alpha of 1.86%, beta of 0.45, and R2 of 0.36 versus S&P 500 Index. Calculated based on daily prices since February 03, 2012.

• This portfolio participated in 48.07% of S&P 500 Index downside but only 45.51% of its upside - more exposed to losses than it benefited from rallies.
• Beta of 0.45 may look defensive, but with R2 of 0.36 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
• R2 of 0.36 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

全球主流ETF has an expense ratio of 0.45%, 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.

全球主流ETF ranks 17 for risk / return — in the bottom 17% of Portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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 全球主流ETF Sharpe ratio is 1.22 as of Jun 16, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.72 to 2.63, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of 全球主流ETF compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

全球主流ETF provided a 1.38% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the 全球主流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 全球主流ETF was 21.27%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.

The current 全球主流ETF drawdown is 10.76%.

The chart below shows the rolling one-month volatility.