ET 1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 20% |
QQQ Invesco QQQ | Large Cap Blend Equities | 15% |
SOXX iShares PHLX Semiconductor ETF | Technology Equities | 15% |
TSLA Tesla, Inc. | Consumer Cyclical | 5% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ET 1, 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
The earliest data available for this chart is May 22, 2013, corresponding to the inception date of DGRW
Returns By Period
As of Jul 25, 2024, the ET 1 returned 13.45% Year-To-Date and 18.07% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| ET 1 | 12.77% | -1.50% | 11.62% | 20.07% | 21.89% | 18.04% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
DGRW WisdomTree U.S. Dividend Growth Fund | 11.96% | -0.20% | 9.69% | 16.99% | 13.87% | 12.70% |
SOXX iShares PHLX Semiconductor ETF | 17.20% | -8.50% | 12.95% | 31.59% | 29.26% | 27.58% |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.85% |
TSLA Tesla, Inc. | -11.36% | 12.16% | 20.19% | -13.87% | 70.90% | 30.91% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
Monthly Returns
The table below presents the monthly returns of ET 1, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.19% | 5.70% | 2.04% | -3.84% | 5.53% | 4.71% | 12.77% | ||||||
| 2023 | 10.06% | 0.17% | 5.00% | -1.14% | 4.55% | 7.88% | 3.56% | -2.42% | -5.22% | -3.67% | 10.82% | 6.08% | 40.01% |
| 2022 | -6.75% | -2.96% | 3.99% | -10.18% | -0.18% | -9.48% | 11.86% | -4.86% | -9.48% | 6.26% | 6.13% | -7.86% | -23.54% |
| 2021 | 0.66% | 1.24% | 3.46% | 4.01% | -0.19% | 3.78% | 2.16% | 3.08% | -4.40% | 8.50% | 2.01% | 3.29% | 30.74% |
| 2020 | 2.72% | -6.70% | -12.17% | 15.21% | 5.84% | 6.05% | 7.90% | 12.49% | -4.51% | -2.68% | 13.97% | 5.98% | 48.30% |
| 2019 | 7.44% | 4.13% | 2.09% | 4.31% | -9.50% | 8.90% | 2.97% | -2.11% | 2.84% | 4.90% | 4.16% | 5.59% | 40.42% |
| 2018 | 6.39% | -2.34% | -3.76% | -0.35% | 4.57% | 0.88% | 2.76% | 4.28% | -0.60% | -6.33% | 0.98% | -8.50% | -3.11% |
| 2017 | 3.63% | 4.08% | 2.06% | 1.68% | 3.43% | -0.45% | 1.90% | 1.97% | 1.78% | 3.77% | 2.18% | 0.66% | 30.10% |
| 2016 | -6.79% | 0.33% | 8.22% | -1.44% | 2.75% | -0.56% | 6.07% | 0.47% | 1.36% | -1.86% | 3.52% | 2.61% | 14.74% |
| 2015 | -2.95% | 6.63% | -1.96% | 1.49% | 3.23% | -2.46% | 0.60% | -6.13% | -2.07% | 7.74% | 1.14% | -2.10% | 2.30% |
| 2014 | -2.19% | 6.93% | -0.22% | 0.40% | 2.94% | 3.63% | -1.75% | 5.53% | -1.84% | 2.45% | 4.14% | -0.90% | 20.28% |
| 2013 | 0.09% | -1.21% | 6.44% | -0.35% | 4.85% | 3.51% | 2.00% | 3.44% | 20.09% |
Expense Ratio
ET 1 has an expense ratio of 0.17%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ET 1 is 45, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.57 | 2.28 | 1.28 | 1.61 | 5.20 |
SOXX iShares PHLX Semiconductor ETF | 1.11 | 1.60 | 1.20 | 1.86 | 4.56 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
TSLA Tesla, Inc. | -0.32 | -0.13 | 0.99 | -0.26 | -0.67 |
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
Dividends
Dividend yield
ET 1 granted a 1.07% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ET 1 | 1.07% | 1.16% | 1.44% | 1.03% | 1.19% | 1.50% | 1.73% | 1.36% | 1.61% | 1.67% | 1.59% | 1.34% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.50% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
SOXX iShares PHLX Semiconductor ETF | 0.65% | 0.78% | 1.25% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% | 1.56% | 1.18% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the ET 1. 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 ET 1 was 34.46%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current ET 1 drawdown is 6.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.46% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -28.99% | Jan 4, 2022 | 197 | Oct 14, 2022 | 188 | Jul 18, 2023 | 385 |
| -20.17% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -16.84% | Jun 24, 2015 | 161 | Feb 11, 2016 | 104 | Jul 12, 2016 | 265 |
| -11.96% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
Volatility
Volatility Chart
The current ET 1 volatility is 5.94%, 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.
Diversification
Asset Correlations Table
| TSLA | AAPL | SOXX | DGRW | VTI | QQQ | |
|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.38 | 0.44 | 0.38 | 0.46 | 0.51 |
| AAPL | 0.38 | 1.00 | 0.59 | 0.61 | 0.64 | 0.75 |
| SOXX | 0.44 | 0.59 | 1.00 | 0.72 | 0.77 | 0.82 |
| DGRW | 0.38 | 0.61 | 0.72 | 1.00 | 0.94 | 0.82 |
| VTI | 0.46 | 0.64 | 0.77 | 0.94 | 1.00 | 0.89 |
| QQQ | 0.51 | 0.75 | 0.82 | 0.82 | 0.89 | 1.00 |